It's rather inappropriate to use someone else's code and not to give them credit:
http://www.mirrorservice.org/sites/lib.stat.cmu.edu/general/tsa2/Rcode/itall.R Michael On Thu, Mar 29, 2012 at 7:54 AM, sagarnikam123 <sagarnikam...@gmail.com> wrote: > i am using sarima() function as below > ___________________________________________________________________________________________ > sarima=function(data,p,d,q,P=0,D=0,Q=0,S=-1,tol=.001){ > n=length(data) > constant=1:n > xmean=matrix(1,n,1) > if (d>0 & D>0) > fitit=arima(data, order=c(p,d,q), seasonal=list(order=c(P,D,Q), > period=S), > optim.control=list(trace=1,REPORT=1,reltol=tol)) > if (d>0 & D==0) > fitit=arima(data, order=c(p,d,q), seasonal=list(order=c(P,D,Q), > period=S), > xreg=constant,include.mean=F, > optim.control=list(trace=1,REPORT=1,reltol=tol)) > if (d==0 & D==0) > fitit=arima(data, order=c(p,d,q), seasonal=list(order=c(P,D,Q), > period=S), > xreg=xmean,include.mean=F, > optim.control=list(trace=1,REPORT=1,reltol=tol)) > if (d==0 & D>0) > fitit=arima(data, order=c(p,d,q), seasonal=list(order=c(P,D,Q), > period=S), > xreg=constant,include.mean=F, > optim.control=list(trace=1,REPORT=1,reltol=tol)) > if (S < 0) goof=20 else goof=3*S > tsdiag(fitit,gof.lag=goof) > k=length(fitit$coef) > BIC=log(fitit$sigma2)+(k*log(n)/n) > AICc=log(fitit$sigma2)+((n+k)/(n-k-2)) > AIC=log(fitit$sigma2)+((n+2*k)/n) > innov<<-fitit$resid > list(fit=fitit, AIC=AIC, AICc=AICc, BIC=BIC) > } > -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- > it takes 1-2 minutes for one time series,i have 4500 times series data,how > to increase speed/time of execution > is there any concept of threading/parallel computing in R > Please..Please.....can u suggest me code for above function,which will be > time efficient,i am frustrated with time consumption & reading material on > parallel computing, but i cant understand it properly > > > > -- > View this message in context: > http://r.789695.n4.nabble.com/how-to-increase-speed-for-function-time-efficiency-of-below-function-tp4515201p4515201.html > 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. ______________________________________________ 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.
