[R] SARIMA problem

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

  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?    

  x = arima.sim(list(order=c(1,0,0), ar=.9), n=1000)
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]]

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 Tue Jan 16 23:58:17 2007

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Tue 16 Jan 2007 - 13:30:27 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.