Hello All,
Sorry everybody for another message on this topic but I don't understand the
times off execution that I have.
From my search in the forum I found that linux old be better to this kind of
operation, so now I using a dualCore 2.33GHz with 8Gb RAM but the times off
execution don´t decrease.
Once again the function and the times and I get in linux:
system.time(fit_2323v_168f<-auto.arima(regts.ts, d = NA, D = NA, 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=FALSE, trace=TRUE))
user system elapsed
38389.75 3786.29 22849.73
There is some optimization that could be done?
Thanks in advance for the replies!!!
João Santos
Joao Santos wrote:
>
> Hello again,
>
> Sorry but the code that I insert wasn't write. Should be like this:
>
> fit_2323v_168f<-auto.arima(regts.ts, d = NA, D = NA, 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)
>
> Sorry for the SPAM!!
>
> João Santos
>
>
> Joao Santos wrote:
>>
>> 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
>>
>>
>>
>
>
--
View this message in context:
http://www.nabble.com/Help-me-please...Large-execution-time-in-auto.arima%28%29-function-tf4771610.html#a13665228
Sent from the R help mailing list archive at Nabble.com.
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
