附上data:
Data
list(a=10,b=300,nyears=7,nweeks=29,
dif.rates=structure(
.Data=c(
10.578653, -39.889887, -33.042559, 9.609758, -7.03272, -39.889887, -33.042559,
-84.348619, -26.073325, 0, -0.768352, -28.523273, -26.073325, 0,
12.829559, 32.265003, -23.152647, -8.37526, 18.669733, 32.265003, -23.152647,
-47.137784, -17.925002, 41.895296, 37.020299, 19.73806, -17.925002, 41.895296,
143.359479, 17.925002, -15.825032, -0.96206, -22.849644, 17.925002, -15.825032,
44.903458, -20.566954, 97.955997, -17.643576, 6.485198, -20.566954, 97.955997,
-12.82956, 5.382039, -46.250178, -30.784991, -4.276012, 5.382039, -46.250178,
78.986994, 16.995836, -32.019354, 42.440271, -6.222738, 16.995836, -32.019354,
96.588899, 169.963161, -25.790188, 22.628813, -6.01518, 169.963161, -25.790188,
-54.796706, 53.541959, 42.493105, 63.307245, 2.667226, 53.541959, 42.493105,
26.220683, -20.28958, 73.343896, 39.037585, 14.080488, -20.28958, 73.343896,
171.297779, 36.884341, 131.455776, 205.812285, 24.999263, 36.884341, 131.455776,
-26.70851, -143.585741, 129.653062, 212.066322, -3.194973, -143.585741, 129.653062,
-50.584908, 19.656492, 147.708061, -156.942976, -18.151173, 19.656492, 147.708061,
-176.437427, -56.965731, -110.577183, 88.064382, 1.469549, -56.965731, -110.577183,
-130.52547, -16.249039, 52.584964, -293.028678, 32.239773, -16.249039, 52.584964,
-17.458363, -93.726986, 110.731825, -144.294858, -28.613832, -93.726986, 110.731825,
-13.464182, -10.042178, -170.230074, -27.355113, -6.50594, -10.042178, -170.230074,
-48.881502, -20.084354, -156.050731, -39.595547, 22.777317, -20.084354, -156.050731,
-30.047073, -10.485773, -156.758884, -16.824654, -3.936308, -10.485773, -156.758884,
3.750385, -30.267178, -104.363845, 2.328336, -37.61467, -30.267178, -104.363845,
-13.210237, 21.719099, -49.584728, 2.731375, 9.812012, 21.719099, -49.584728,
-21.839624, -21.719099, 0, -0.22415, -23.337223, -21.719099, 0,
-10.698605, -5.469377, 0, -10.830887, 8.571673, -5.469377, 0,
11.951007, -7.33595, 0, 8.357765, -2.911082, -7.33595, 0,
3.183255, 15.055139, 0, -14.403566, 2.084542, 15.055139, 0,
3.441248, -8.034639, 0, -3.49406, -4.911308, -8.034639, 0,
-21.09817, 2.583495, 0, 0, 3.433017, 2.583495, 0,
12.616381, -9.603995, 0, 4.382313, -2.713182, -9.603995, 0
),
.Dim=c(29,7)
))