I get the same behaviour on R version 2.7.0 Patched (2008-06-05 r45857),
Opensuse 10.3 x86_64 (32 Gb RAM)

> set.seed(1); x <- ts(20*sin((1:731)*2*pi/365) + 10 + rnorm(731, 0, 4),
freq=365)
> arima(x, c(1, 0, 1), c(1, 0, 1))

 *** caught segfault ***
address 0x2aafb83e9f50, cause 'memory not mapped'

Traceback:
 1: .Call(R_getQ0, phi, theta)
 2: makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa)
 3: arima(x, c(1, 0, 1), c(1, 0, 1))


the problem seems to show up when the seasonal AR part is included


> arima(x, c(2, 1, 3), c(0, 0, 0))

Call:
arima(x = x, order = c(2, 1, 3), seasonal = c(0, 0, 0))

Coefficients:
         ar1     ar2      ma1      ma2     ma3
      0.0363  0.9477  -0.9434  -0.9468  0.9060
s.e.  0.0291  0.0289   0.0258   0.0397  0.0233

sigma^2 estimated as 18.41:  log likelihood = -2100.79,  aic = 4213.59

> arima(x, c(0, 0, 0), c(0, 0, 1))

Call:
arima(x = x, order = c(0, 0, 0), seasonal = c(0, 0, 1))

Coefficients:
        sma1  intercept
      0.9999     9.9293
s.e.  0.0724     0.5674

sigma^2 estimated as 78.47:  log likelihood = -2832.41,  aic = 5670.81


> arima(x, c(0, 0, 0), c(1, 0, 0))

 *** caught segfault ***
address 0x2b00bf41eae0, cause 'memory not mapped'

Traceback:
 1: .Call(R_getQ0, phi, theta)
 2: makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa)
 3: arima(x, c(0, 0, 0), c(1, 0, 0))


> arima(x, c(0, 0, 0), c(2, 0, 0))
Errore in makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) :
  cannot allocate memory block of size 137438953465.2 Gb

> arima(x, c(0, 0, 0), c(3, 0, 0))
Errore in optim(init[mask], armaCSS, method = "BFGS", hessian = FALSE,  :
 initial value in 'vmmin' is not finite



> R.version
               _
platform       x86_64-unknown-linux-gnu
arch           x86_64
os             linux-gnu
system         x86_64, linux-gnu
status         Patched
major          2
minor          7.0
year           2008
month          06
day            05
svn rev        45857
language       R
version.string R version 2.7.0 Patched (2008-06-05 r45857)



On Thu, Jun 12, 2008 at 9:27 AM, Antonio, Fabio Di Narzo <
antonio.fabio@gmail.com> wrote:

> No segfault with my r-patched version on linux-i686:
>
> > set.seed(1); x <- ts(20*sin((1:731)*2*pi/365) + 10 + rnorm(731, 0, 4),
> freq=365)
> > arima(x, c(1, 0, 1), c(1, 0, 1))
> Errore: cannot allocate vector of size 1010.9 Mb
>
> F.
>
> > R.version
>               _
> platform       i686-pc-linux-gnu
> arch           i686
> os             linux-gnu
> system         i686, linux-gnu
> status         Patched
> major          2
> minor          7.0
> year           2008
> month          05
> day            29
> svn rev        45820
> language       R
> version.string R version 2.7.0 Patched (2008-05-29 r45820)
>
>
> 2008/6/12 Ray Brownrigg <Ray.Brownrigg@mcs.vuw.ac.nz>:
> > I guess this is more r-devel than r-help.
> >
> > Note, I am just the messenger - I have no idea what the user is trying to
> model here.
> >
> > arima() crashes R (segfault) with Linux R-2.7.0, Solaris R-2.6.0:
> >
> >  *** caught segfault ***
> > address 42400000, cause 'memory not mapped'
> >
> > Traceback:
> >  1: .Call(R_getQ0, phi, theta)
> >  2: makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa)
> >  3: arima(x, c(1, 0, 1), c(1, 0, 1))
> >
> > Under rw-2.7.0 or R version 2.8.0 Under development (unstable)
> (2008-06-10 r45893)
> > it gets:
> > Error: cannot allocate vector of size 1010.9 Mb
> > In addition: Warning messages:
> > 1: In makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) :
> >  Reached total allocation of 447Mb: see help(memory.size)
> > 2: In makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) :
> >  Reached total allocation of 447Mb: see help(memory.size)
> > 3: In makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) :
> >  Reached total allocation of 447Mb: see help(memory.size)
> > 4: In makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) :
> >  Reached total allocation of 447Mb: see help(memory.size)
> >
> > Reproduce by:
> >
> > # 2 years of daily temperature data
> > set.seed(1); x <- ts(20*sin((1:731)*2*pi/365) + 10 + rnorm(731, 0, 4),
> freq=365)
> > arima(x, c(1, 0, 1), c(1, 0, 1))
> >
> > Ray Brownrigg
> >
> > ______________________________________________
> > R-devel@r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-devel
> >
>
>
>
> --
> Antonio, Fabio Di Narzo
> Ph.D. student at
> Department of Statistical Sciences
> University of Bologna, Italy
>
> ______________________________________________
> R-devel@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>



-- 
______________________________________________________

Simone Giannerini
Dipartimento di Scienze Statistiche "Paolo Fortunati"
Universita' di Bologna
Via delle belle arti 41 - 40126 Bologna, ITALY
Tel: +39 051 2098262 Fax: +39 051 232153
http://www2.stat.unibo.it/giannerini/
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