I have found a strange error: > fit = Arima(flow, c(1,0,1), list(order=c(0,1,1), period=96*7)) Error in makeARIMA(trarma[[1L]], trarma[[2L]], Delta, kappa) : maximum supported lag is 350
Is in fact quite common to have a lag > 350 using a weekly period in 15min steps = 672 (standard in traffic flow prediction litterature for example).
Is there any reasons against doing what is suggested in the comment and avoid the hardcoded limit?
Thanks, Matteo Bertini # https://svn.r-project.org/R/trunk/src/library/stats/src/arima.c SEXP getQ0(SEXP sPhi, SEXP sTheta) { [----8<----] /* This is the limit using an int index. We could use size_t and get more on a 64-bit system, but there seems no practical need. */ if(r > 350) error(_("maximum supported lag is 350")); ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
