From: Schweitzer, Markus <Markus.Schweitzer_at_hilti.com>

Date: Thu 24 Aug 2006 - 16:27:51 EST

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Thu Aug 24 16:32:19 2006

Date: Thu 24 Aug 2006 - 16:27:51 EST

Hello,

I hope, you can help me to make this calculation quicker since I have to
run this function 450 times...

Thank you very much in advance,

Markus

arima.estim <- function(TS) {

best.model <- arima(TS, order = c(1, 0, 0), seasonal = list(order = c(0, 0, 0), period = frequency(TS)) )

# Start value

# I continue with brute force- p, q, r, s are nested from 0 to 3 and i

and j are nested from 0 to 2. p and q are not both allowed to be 0.

for (p in 0:3){

for( q in 0:3){

if(p==0 && q==0) {}

else { for(r in 0:3) { for(s in 0:3) { for (j in 0:2) { for(i in 0:2) {

# test, if series works

if(inherits(try(arima(TS, order = c(p, i, q), seasonal = list(order = c(r, j, s), period = frequency(TS)) ), TRUE), 'try-error')){

print(c(p,i,q))} #shows, which parameters didn't work -> will be removed by else { tmp <- arima(TS, order = c(p, i, q), seasonal = list(order = c(r, j, s), period = frequency(TS))) # calculate again:(

if(best.model$aic > tmp$aic) { best.model <- tmp } } } } } } } } } best.model} [[alternative HTML version deleted]] ______________________________________________R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Thu Aug 24 16:32:19 2006

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