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楼主 |
发表于 2012-5-25 14:22
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zjcat35 发表于 2012-5-25 14:18
没附件代码还不传完整,你让谁给你答案去!!!! - Sub Hurst()
- Dim Data()
- Dim Array1()
- Dim Array2()
- Dim R()
- Dim S()
- Dim Result()
- Dim O As Integer
- Dim Plot As Integer
- Dim NPeriods
- Dim PeriodNo
- Dim N As Integer
- Dim A As Integer
- Dim i As Long
- Dim m
- Dim e
- Dim RS
- Worksheets("Sheet1").Range("B3").Value = "Hurst="
- Do While i < 10000
- i = i + 1
- If Worksheets("sheet1").Cells(i, 1).Value = 0 Then Exit Do
- Loop
- O = i - 1
- ReDim Data(O)
- i = 1
- counter = 1
- Do While counter < O
- Set curCell = Worksheets("Sheet1").Cells(i, 1)
- If Application.WorksheetFunction.IsNumber(curCell.Value) Then
- Data(counter) = curCell.Value
- counter = counter + 1
- End If
- i = i + 1
- Loop
- ReDim Result(O / 2, 2)
- A = 2
- Do While A <= O / 2
- NPeriods = O / A
- ReDim Array1(Int(NPeriods))
- ReDim Array2(A, NPeriods)
- ReDim S(Int(NPeriods))
- ReDim R(Int(NPeriods))
- RS = 0
- Do While i < NPeriods
- e = 0
- For PeriodNo = 1 To A
- e = e + Data(PeriodNo + (i - 1) * A)
- Next PeriodNo
- Array1(i) = e / A
- i = i + 1
- Loop
- i = 1
- Do While i < NPeriods
- m = 0
- e = 0
- For PeriodNo = 1 To A
- m = m + ((Data(PeriodNo + (i - 1) * A) - Array1(i)) ^ 2)
- e = e + (Data(PeriodNo + (i - 1) * A) - Array1(i))
- Array2(PeriodNo, i) = e
- Next PeriodNo
- maxi = Array2(1, i)
- mini = Array2(1, i)
- For N = 1 To A
- If Array2(N, i) > maxi Then maxi = Array(N, i)
- If Array2(N, i) < mini Then mini = Array2(N, i)
- R(i) = maxi - mini
- S(i) = Sqr(m / A)
- RS = RS + R(i) / S(i)
- i = i + 1
- Next N
- Loop
- Result(A, 1) = Log(A)
- Result(A, 2) = Log(RS / NPeriods)
- A = A + 1
- Loop
- sumx = 0
- sumy = 0
- sumxy = 0
- sumxx = 0
- Plot = O / 2
- For i = 2 To Plot
- sumx = sumx + Result(i, 1)
- sumy = sumy + Result(i, 2)
- sumxy = sumxy + (Result(i, 1) * Result(i, 2))
- sumxx = sumxx + (Result(i, 1) * Result(i, 1))
- Next i
- h = (sumxy - ((sumx * sumy) / Plot)) / (sumxx - ((sumx * sumx) / Plot))
- Worksheets("sheet1").Range("c3").Value = h
- End Sub
复制代码
新来的不懂规矩,Sorry啊Sorry |
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