[R] nlme: cannot allocate vector of size 126064 Kb

[David Scott]

I have around 4000 observations of a time series. I am trying to fit a 
regression with ARMA error structure using gls from the package nlme.

I have encountered the error: cannot allocate vector of size 126064 Kb

I know this has come up many times before and I will check out the 
suggestions in the mail archive. I was wondering though if there is an 
alternative package that will fit such a model? I did a quick help.search 
on ARIMA and ARMA but only found arma and arma0.

David Scott

_________________________________________________________________
David Scott	Department of Statistics, Tamaki Campus
 		The University of Auckland, PB 92019
 		Auckland	NEW ZEALAND
Phone: +64 9 373 7599 ext 86830		Fax: +64 9 373 7000
Email:	d.scott at auckland.ac.nz


Graduate Officer, Department of Statistics