我最近在使用arfima包拟合ARFIMA模型,但是在使用arfima函数的时候,有个numeach参数搞不懂这个参数是干什么的?请大家指教
arfima(z, order = c(0, 0, 0), numeach = c(1, 1), 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(1, 1)), 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,startfit = NULL, back = FALSE)
numeach的解释是 The number of starts to fit for each parameter. The first argument in the vector isthe number of starts for each AR/MA parameter, while the second is the numberof starts for the fractional parameter. When this is set to 0, no fractional noise isfit. Note that the number of starts in total is multiplicative: if we are fitting anARFIMA(2, d, 2), and use the older number of starts (c(2, 2)), we will have 2^2* 2 * 2^2 = 32 starting values for the fits. Note that the default has changedfrom c(2, 2) to c(1, 1) since package version 1.4-0
墙角大家这个参数是干什么的?