For a subseries of length ( n ), compute: [ (R/S) n = \frac1s \left[ \max 1\le k \le n \sum_i=1^k (X_i - \barX n) - \min 1\le k \le n \sum_i=1^k (X_i - \barX_n) \right] ] Then ( (R/S)_n \propto n^H ). Plot log(R/S) vs log(n) and fit slope.
