Re: [R] Errors using nlme's gls with autocorrelation

From: Andrew Robinson <A.Robinson_at_ms.unimelb.edu.au>
Date: Sat, 03 May 2008 06:30:51 +1000

You're running out of RAM. Your options are

  1. run code on a machine with more RAM
  2. try the model on fewer observations
  3. try a simpler model.

Andrew

On Fri, May 02, 2008 at 12:37:15PM -0700, zerfetzen wrote:
>
> Hi,
> I am trying out a generalized least squares method of forecasting that
> corrects for autocorrelation. I downloaded daily stock data from Yahoo
> Finance, and am trying to predict Close (n=7903). I have learned to use
> date functions to extract indicator variables for Monday - Friday (and
> Friday is missing in the model to prevent it from becoming full rank). When
> I run the following code...
>
> > library(nlme)
> > MyModel <- gls(Close ~ Monday + Tuesday + Wednesday + Thursday,
> correlation=corARMA(p=2), data=MyData, method="ML")
>
> ...I get the following error...
>
> Error in corFactor.corARMA(object) :
> Calloc could not allocate (62457409 of 8) memory
>
> ...Does anybody know what I'm doing wrong? I appreciate any help. Thanks.
> --
> View this message in context: http://www.nabble.com/Errors-using-nlme%27s-gls-with-autocorrelation-tp17026417p17026417.html
> Sent from the R help mailing list archive at Nabble.com.
>
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-- 
Andrew Robinson  
Department of Mathematics and Statistics            Tel: +61-3-8344-6410
University of Melbourne, VIC 3010 Australia         Fax: +61-3-8344-4599
http://www.ms.unimelb.edu.au/~andrewpr
http://blogs.mbs.edu/fishing-in-the-bay/

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Received on Fri 02 May 2008 - 21:33:01 GMT

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