Hi R,
Seems like the maximum seasonal 'q' parameter for the ?arima is 350. Any
way, where we can increase this? Since I am working on 3 year (q=252*3)
and 5 year(q=252*5) returns, I may require this option. Thanks.
> fit=arima(r,c(3,0,0),seasonal = list(order = c(0, 0, 500), period =
NA));tsdiag(fit);fit$aic
Error in makeARIMA(trarma[[1L]], trarma[[2L]], Delta, kappa) :
maximum supported lag is 350
Thanks,
Shubha
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