[R] Question with RExcel

[Maria Helena Mourino Silva Nunes]

Dear all,
I’m doing some simulation studies in order to compare the estimates (and estimated standard deviations) from the ARMA(2,1) Model with an estimator that I’ve constructed. For carrying out the simulations I created a VBA project within Excel.
Now, I’m using the RExcel tool for running the R commands in the VBA project. I run 2500 simulation using the “arima” function from R and it worked! Nevertheless, the constant was badly estimated. So, I decided to use the “arma” function from R, and the parameters are now well estimated. However, I cannot run the 2500 simulations. It can only do 46 simulations! I’ve already tried to run the program in another computer, but I’ve got the same problem.

Do you have any suggestions?
Thanks for your attention.
Helena Mouriño.