To: developers working on arima
is there a relatively easy way to achieve true multiplicative seasonal
effect and does multiplicative SMA make sense?
some books refer to the seasonal arima as multiplicative, because of the
multiplicative effect wrt to the ARMA spec:
(1-Bs)(1-aB)y = (1+bB)e
how
Pierre- I wonder how many people have to submit this concern before someone
takes care of the problem. I may have been the first to point this out
because I got a reply from an R core member that was rude, to say the least.
Now there are no responses to this query. I set up a page to keep track
Hi,
I have a suggestion for the fonction arima and arima0. I think you
should not call the constant an intercept because it creates confusion.
It is not really an intercept but a mean. For an AR(1) the intercept mu
should be defined as:
X(t)=mu + phi X(t-1) + e(t)
What you call intercept m
On Thu, 12 Jun 2008, Prof Brian Ripley wrote:
On Thu, 12 Jun 2008, Antonio, Fabio Di Narzo wrote:
No segfault with my r-patched version on linux-i686:
set.seed(1); x <- ts(20*sin((1:731)*2*pi/365) + 10 + rnorm(731, 0, 4),
freq=365)
arima(x, c(1, 0, 1), c(1, 0, 1))
Errore: cannot allocate v
On Thu, 12 Jun 2008, Ray Brownrigg wrote:
> arima() crashes R (segfault) with Linux R-2.7.0, Solaris R-2.6.0:
>
> Reproduce by:
>
> # 2 years of daily temperature data
> set.seed(1); x <- ts(20*sin((1:731)*2*pi/365) + 10 + rnorm(731, 0, 4),
> freq=365)
> arima(x, c(1, 0, 1), c(1, 0, 1))
I put a
I get the same behaviour on R version 2.7.0 Patched (2008-06-05 r45857),
Opensuse 10.3 x86_64 (32 Gb RAM)
> set.seed(1); x <- ts(20*sin((1:731)*2*pi/365) + 10 + rnorm(731, 0, 4),
freq=365)
> arima(x, c(1, 0, 1), c(1, 0, 1))
*** caught segfault ***
address 0x2aafb83e9f50, cause 'memory not mapped
On Thu, 12 Jun 2008, Antonio, Fabio Di Narzo wrote:
No segfault with my r-patched version on linux-i686:
set.seed(1); x <- ts(20*sin((1:731)*2*pi/365) + 10 + rnorm(731, 0, 4), freq=365)
arima(x, c(1, 0, 1), c(1, 0, 1))
Errore: cannot allocate vector of size 1010.9 Mb
Yes, you need a lot of
No segfault with my r-patched version on linux-i686:
> set.seed(1); x <- ts(20*sin((1:731)*2*pi/365) + 10 + rnorm(731, 0, 4),
> freq=365)
> arima(x, c(1, 0, 1), c(1, 0, 1))
Errore: cannot allocate vector of size 1010.9 Mb
F.
> R.version
_
platform i686-pc-linux-gnu
arch
I guess this is more r-devel than r-help.
Note, I am just the messenger - I have no idea what the user is trying to model
here.
arima() crashes R (segfault) with Linux R-2.7.0, Solaris R-2.6.0:
*** caught segfault ***
address 4240, cause 'memory not mapped'
Traceback:
1: .Call(R_getQ0, p
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
A seasonal ARIMA model with period 168 is normally unrealistic: how long
is the series? This model has several hundred parameters.
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 fo
(please CC me as I have attempted to subscribe but got no reply)
> arima(t, order = c(0, 0, 0), seasonal = list(order = c(1, 0, 2), period =
168))
Program received signal SIGSEGV, Segmentation fault.
0xb77e405a in getQ0 (sPhi=0xae17fc, sTheta=0xc8) at arima.c:775
775 rbar[ithi
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