title: Hurst Exponent code with new pandas datareader
body: <p>Fairly new to coding and have been browsing this site for a while, not clued up enough to give anything back yet though.</p>
  
  <p>I'm trying to calculate the Hurst exponent using this code originally from QuantStart but modified to import data from Yahoo. <a href="https://stackoverflow.com/questions/34506130/daily-hurst-exponent">Daily Hurst Exponent</a></p>
  
  <p><strong>When running in Powershell I return these errors</strong>: 
       C:\Program Files\Anaconda2\lib\site-packages\pandas\io\data.py:35: FutureWarning:
  The pandas.io.data module is moved to a separate package (pandas-datareader) and will be removed from pandas in a future
   version.
  After installing the pandas-datareader package (<a href="https://github.com/pydata/pandas-datareader" rel="nofollow noreferrer">https://github.com/pydata/pandas-datareader</a>), you can change the import
  <code>from pandas.io import data, wb</code> to <code>from pandas_datareader import data, wb</code>.
    FutureWarning) </p>
  
  <p><strong>When changing from pandas.io import data, wb to from pandas_datareader import data, wb:</strong>
  Traceback (most recent call last):
    File "hurst.py", line 23, in 
      aapl = DataReader("AAPL", "yahoo", datetime(2012,1,1), datetime(2015,9,18))
  NameError: name 'DataReader' is not defined</p>
  
  <p>Please can someone help and guide me in what changes I'm missing to get the script to run properly. </p>
  
  <p>Thanks,
  James</p>