[R] SARIMA problem
Prof Brian Ripley
ripley at stats.ox.ac.uk
Tue Jan 16 14:19:44 CET 2007
On Tue, 16 Jan 2007, yannig goude wrote:
> I have a problem with the ARIMA function, occuring when I set the
> parameter per (the period of SARIMA model) to a high value (see the
> exemple bellow). It seems that when per is high it takes a too large
> amount of memory to calculate the model and I have a memory storage
> error. But I don't really understand why it takes more memory when per
> is high, as there is the same number of parameter to estimate.
> Does anyone know what to do?
> x = arima.sim(list(order=c(1,0,0), ar=.9), n=1000)
> arima(x, order = c(1, 0, 0),seasonal = list(order =c(1, 0, 0), period =per),
> fails whereas for per=175 it works well.
> [[alternative HTML version deleted]]
> R-help at stat.math.ethz.ch mailing list
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
More information about the R-help