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What does fractal dimension values of 1.02 and 1.6 indicate?
How is fractional differencing related to fractal dimension?

Richard Hardy
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user6460588
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    Could you indicate *which* fractal dimension you are referring to? [There are many](https://en.wikipedia.org/wiki/Fractal_dimension#Examples). – whuber Sep 07 '16 at 14:33
  • I used the formula FD=2-H. where H is Hurst exponent that is calculated using R/S analysis – user6460588 Sep 07 '16 at 14:35
  • Your first question is likely answered [here](https://en.wikipedia.org/wiki/Hurst_exponent): "A value H in the range 0.5–1 indicates a time series with long-term positive autocorrelation, meaning both that a high value in the series will probably be followed by another high value and that the values a long time into the future will also tend to be high". For the second part, I am not familiar with the term "fractional differencing". Can you expand your question with more details? Please also include the information in your comment to whuber in the question body. – GeoMatt22 Sep 07 '16 at 14:38
  • I am clear about Hurst exponent and its values. But I am not clear what does fractal dimension computation contribute to the series. Fractional differencing is differencing the time series with fractional value – user6460588 Sep 07 '16 at 14:43
  • @GeoMat22, here is a question on the definition of fractional differencing: ["Understanding fractional-differencing formula"](http://stats.stackexchange.com/questions/145641/understanding-fractional-differencing-formula). – Richard Hardy Sep 07 '16 at 14:44
  • @user6460588 it is my understanding that the fractal dimension contributes the same information as the Hurst exponent. So my quote could be read "A value of D in the range 1-1.5 indicates ...". (Using your formula D=2-H.) – GeoMatt22 Sep 07 '16 at 14:50

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