如何用SPLUS来估计双长记忆模型?

对于对数收益率序列ret,如果条件均值方程为ARMA模型,条件方差方差方程为FIGARCH模型,可用下面的命令:

ret.figarch=fgarch(ret~arma(1,1),~figarch(1,1))

如果条件均值方程为FARIMA模型,条件方差方差方程为FIGARCH模型,用下面的命令怎么老出错:

> ret.figarch=fgarch(ret~FARIMA(1,1),~figarch(1,1))
Problem in .Fortran("fracdf2",: subroutine fracdf2: Argument 1 has zero length
Use traceback() to see the call stack
> ret.figarch=fgarch(ret~FARIMA(1,d,1),~figarch(1,1))
Problem in fgarch(ret ~ FARIMA(1, d, 1), ~ figarch(1, 1)): Object "d" not found
Use traceback() to see the call stack
> ret.figarch=fgarch(ret~FARIMA(1,0,1),~figarch(1,1))
Problem in .Fortran("fracdf2",: subroutine fracdf2: Argument 1 has zero length
Use traceback() to see the call stack

请高手指点迷津

谢谢!