Error in Documentation of fractal_dfa Function

[AlexMa123]

In your documentation, it is stated that when the Hurst exponent h(2) > 0.5, it indicates long-range autocorrelation, while h(2) < 0.5 indicates short-range autocorrelation. However, this is incorrect.

It should state that when h(2)>0.5, it is positively autocorrelated, and when h(2)<0.5, it is negatively autocorrelated.

In fact, the sign of short-range autocorrelation is the presence of a crossover point. Before this point, the slope is not equal to 0.5, and after this point, it becomes equal to 0.5. This scale of the crossover point is known as the correlation length.

[welcome]

Hi 👋 Thanks for reaching out and opening your first issue here! We'll try to come back to you as soon as possible. ❤️

[DominiqueMakowski]

Would you mind helping to clarify that in a PR? thanks!