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help for ^hillp^                                                  (STB-56: sg147)
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Hill estimator for the index of regular variation
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   ^hillp^ varname [^if^ exp] [^in^ range] 


Description
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^hillp^ provides the Hill plot to obtain an estimation for the
index of regular variation.  The output shows a plot where the number
of order statistics we use to calculate the hill estimator are represented
on the horizontal axis and the value of the hill estimate of alpha on the
vertical axis.  One should choose the value of alpha from such a k-region
where the plot is roughly horizontal.


Example
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        . ^hillp myvar^

Author
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   Manuel G. Scotto
   University of Lisbon, Portugal
   arima@@mail.telepac.pt