arfima包里面的arfima
arfima(z, order = c(0, 0, 0), numeach = c(2, 2), dmean = TRUE,
whichopt = 0, itmean = FALSE, fixed = list(phi = NA, theta = NA,
frac = NA, seasonal = list(phi = NA, theta = NA, frac = NA),
reg = NA), lmodel = c("d", "g", "h", "n"), seasonal =
list(order = c(0, 0, 0), period = NA, lmodel = c("d", "g", "h", "n"),
numeach = c(2, 2)), useC = 3, cpus = 1, rand = FALSE, numrand = NULL,
seed = NA, eps3 = 0.01, xreg = NULL, reglist = list(regpar = NA,
minn = -10, maxx = 10, numeach = 1), check = F, autoweed = TRUE,
weedeps = 0.01, adapt = TRUE, weedtype = c("A", "P", "B"), weedp = 2,
quiet = FALSE)
关于这个函数里面具体的参数,可以看它的说明文档
http://cran.r-project.org/web/packages/arfima/arfima.pdf