[R-SIG-Finance] fit arima long period alternatives

Matteo Bertini matteo at naufraghi.net
Thu Sep 10 19:58:05 CEST 2009


I'd like to fit a SARIMA model on a timeseries but the period I'd like to
use is too big (7 day in 15min samples = 672 >> 350 maximum lag allowed) 
for the algorithm used in R.

Some suggested alternatives?

Thanks,
Matteo Bertini



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