Working data will be in C:\DOCUME~1\IBM\MYDOCU~1\S-PLUS~1\Project1
> ts.sim <- simulate.FARIMA(list(d=.3, ar=.5, ma=0.1, mean=1), n=3000)
> FARIMA(ts.sim, p=1, q=1, mmax=0)
Call:
FARIMA(x = ts.sim, p = 1, q = 1, mmax = 0)
Coefficients:
d mean AR(1) MA(1)
0.2730 1.2339 0.5313 0.0867
Residual scale estimate: 0.9899
total residual
Degree of freedom: 2999 2995
============================
> set.seed(2)
> ts.sim <- simulate.FARIMA(list(d=.3, ar=.5, ma=0.1, mean=1), n=3000)
> FARIMA(ts.sim, p=1, q=1, mmax=0)
Call:
FARIMA(x = ts.sim, p = 1, q = 1, mmax = 0)
Coefficients:
d mean AR(1) MA(1)
0.2887 1.2293 0.5264 0.1014
Residual scale estimate: 0.9907
total residual
Degree of freedom: 2999 2995
============================
我运行了一下,上面是输出。
你的安装有问题吧?
[此贴子已经被作者于2008-4-13 13:23:25编辑过]