[R] Crash with seasonal ARIMA
David James
djames at frontierassoc.com
Thu Sep 8 02:24:42 CEST 2005
The following command crashes my Mac OS X version of R:
(I'm running R on a PowerMac G5, with 1 GB of RAM and dual processors.)
> arima.0 <- arima(w3.ts,order=c(1,0,0),seasonal=list(order=c
(1,0,0),period=365))
-David
Here is some background:
w3.ts is hourly temperature data with about 20% NA's. It contains
about 3.5 years of data.
I am using period = 365, which makes sense me to me. Is this wrong?
> summary(w3.ts)
Min. 1st Qu. Median Mean 3rd Qu. Max. NA's
14.00 54.00 68.00 66.09 78.00 108.00 2976.00
> length(w3.ts)
[1] 29542
> frequency(w3.ts)
[1] 24
> deltat(w3.ts)
[1] 0.04166667
> w3.ts[300:400]
[1] 61 63 64 68 66 64 61 59 62 56 53 49 43 45 47 46 44 42 42 40 42
48 52 55
[25] 57 59 60 60 60 59 52 50 49 45 47 41 38 36 37 35 36 37 39 39 38
42 49 54
[49] 58 61 63 64 63 62 59 55 54 51 55 53 53 NA NA NA NA NA NA NA NA
NA NA NA
[73] NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
NA NA NA
[97] NA NA NA NA NA
> w3.ts[720:770]
[1] NA NA NA NA NA NA
NA NA
[9] NA NA NA NA NA NA
NA NA
[17] NA NA NA NA NA NA
NA NA
[25] NA 41.50000 46.50000 40.00000 42.50000 37.50000 41.00000
36.50000
[33] 40.50000 38.50000 42.50000 41.00000 46.00000 43.50000 46.50000
43.50000
[41] 47.50000 41.50000 47.50000 42.50000 47.33333 47.66667 51.00000
41.50000
[49] 51.50000 40.00000 52.50000
-David
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