[R] Help me please...Large execution time in auto.arima() function

[Joao Santos]

Hello,

I using the fuction auto.arima() from package forecast to predict the values
of p,d,q and P,D,Q.
My problem is the execution time of this function, for example, a time
series with 2323 values with seasonality to the week take over 8 hours to
execute all the possibilities.
I using a computer with Windows XP,  a processor Intel Core2 Duo T7300 and
2Gb of RAM.

fit_2323v_168f<-auto.arima(regts.ts, d = 1, D = 1, max.p = 2, max.q = 2,
            max.P = 1, max.Q = 1, max.order = 5,
            start.p=0, start.q=0, start.P=0, start.Q=0,
                        stationary = FALSE, ic = c("aic","aicc", "bic"), 
            stepwise=TRUE, trace=TRUE)

It is any configuration to speed-up this?


Thanks in advance!

João Santos
   

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