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Heart rate self-affinity is often assessed by detrended fluctuations analysis, obtaining two coefficients only: a short-term (alpha1) exponent and a long-term (alpha2) exponent. Our aim is to show the limits of this approach and alternatively propose the estimation of the whole spectrum of local exponents alpha(n) for heart rate and blood pressure. To illustrate the advantages of this approach, we assess the effects of autonomic activations and age on alpha(n). We measured ECG and arterial pressure in 60 volunteers for 10 min, considering three conditions at increasing sympathetic activation: supine rest, sitting, and sitting during exercise. We computed alpha(n) of R-R intervals and systolic, mean, and diastolic blood pressures, as the slope of the detrended fluctuations function in a log-log plot. Volunteers were divided into age groups and compared. Results indicate that: 1) alpha1 cannot be defined because short-term coefficients decrease with n, while alpha2 cannot be defined only for blood pressure during supine rest; 2) heart rate and blood pressure scaling structures differ during supine rest but not during exercise; and 3) age effects appear mainly in supine rest, explaining discrepant results in literature. In conclusion, we recommend estimating the whole alpha(n) spectrum before possibly providing the "two-exponent" description only.