Re: [R] SARIMA problem

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Tue 16 Jan 2007 - 13:19:44 GMT

On Tue, 16 Jan 2007, yannig goude wrote:

> 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.

Try arima0.

> 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.
>
>
>
>
>
>
>
> ---------------------------------
>
> [[alternative HTML version deleted]]
>
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>

-- 
Brian D. Ripley,                  ripley@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

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Received on Wed Jan 17 00:24:17 2007

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