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