Quoting Prof Brian Ripley <[EMAIL PROTECTED]>: > A seasonal ARIMA model with period 168 is normally unrealistic: how long > is the series? This model has several hundred parameters.
The series is 1000 long. > I suggest you try arima0, as that is likely to use less memory, but either > is going to be inefficient as you are essentially fitting 168 separate > ARMA(1, 2) models for (I guess) each hour of the week. Correct guess! ARIMA gave me good results using the last 336 samples as input, so I though I'd try with the whole 1000. I am abviously not an expert statistician and I am working on a brute force approach by trying all the p, d, q and P, D, Q seasonal parameters... > (The basic information we ask for in the posting guide such as the version > of R and your platform is missing here.) Sorry: R : Copyright 2005, The R Foundation for Statistical Computing Version 2.1.1 (2005-06-20), ISBN 3-900051-07-0 on a Linux Fedora Core 3 machine with 2 Xeon processors: Linux version 2.6.10 (gcc version 3.4.2 20041017 (Red Hat 3.4.2-6.fc3)) #1 SMP Thanks for your help! -- Jean-Luc ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
