[R] SARIMA problem

[Prof Brian Ripley]

On Tue, 16 Jan 2007, yannig goude wrote:

> Hi,

>  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.

Try arima0.

>  Does anyone know what to do?
>
>  exemple:
>  x = arima.sim(list(order=c(1,0,0), ar=.9), n=1000)
> per<-200
> 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.
>
>
>
>
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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595