Figure 5 suggests a direct approach to the calculation of H, which is also described in [Leland 1994] and [Garrett 1994]. First, for a given k, the k-aggregated series
is calculated. The standard deviation of this series is then found from
where 
is the mean of the entire series 
, 
.
As stated in [Leland 1994] and [Garrett 1994], the asymptotic slope of a plot
of 
against 
is equal to H-1. The aggregation k
is varied in exactly the same way as it was in the 
calculation.