view(b)
data.class(b)
DF = data.frame(r=b)
data.matrix(DF)
str(DF)
> rt<- as.matrix(DF)
class(rt)
[1] "matrix"
str(rt)
num [1:204, 1:2] 94.8 96.2 98.1 99.1 100 …
- attr(*, "dimnames")=List of 2
..$ : NULL
..$ : chr [1:2] "r.tf" "r.usd"
nrow(rt)
[1] 204
ncol(rt)
[1] 2
str(rt)
num [1:204, 1:2] 94.8 96.2 98.1 99.1 100 …
- attr(*, "dimnames")=List of 2
..$ : NULL
..$ : chr [1:2] "r.tf" "r.usd"
> data.class(rt)
[1] "matrix"
> ts.plot(rt)
> acf(rt, lag=100)
> library(LongMemoryTS)
> VARFIMA.est(rt, approx = 100, rep= FALSE)
Error in optim(par = start2, fn = ll.VARFIMA, data = data[from[aa]:to[aa],
L-BFGS-B needs finite values of 'fn'
Warning message:
In FUN(newX[, i], ...) : possible convergence problem: optim gave code = 1
我不明白为什么我的代码不起作用。有人可以帮忙吗?