"R/S statistics", also called rescaling analysis, yields information about the
long term correlation of a (fractal) time series. The R/S statistics Q(d)
is calculated as the "self-rescaling self-adjusted range''
as a function of the delay d, where
If the R/S statistics behaves like the time series is
said to have the Hurst exponent H. This fact is used in the macro program
y = RSstat(x);
Fractal noise, Box-Cox transform,
Detrended fluctuation analysis (DFA), Exponential regression, Linear regression,
Long term correlation analysis (LTCA), Multilinear regression, Power regression,
Principal component analysis (PCA), Remove DC, Remove trend
See Mandelbrot  for further reading.