[R] SARIMA problem

From: yannig goude <yanniggoude_at_yahoo.fr>
Date: Tue 16 Jan 2007 - 12:52:24 GMT


Hi,
  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?    

  exemple:
  x = arima.sim(list(order=c(1,0,0), ar=.9), n=1000)
per<-200
arima(x, order = c(1, 0, 0),seasonal = list(order =c(1, 0, 0), period =per),method='CSS')   fails whereas for per=175 it works well.                                   


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