From jfontain at free.fr  Thu Oct  6 12:27:12 2005
From: jfontain at free.fr (jfontain@free.fr)
Date: Thu, 06 Oct 2005 12:27:12 +0200
Subject: [Rd] arima: segmentation fault
In-Reply-To: <Pine.GSO.4.31.0510061034140.2035-100000@toucan.stats>
References: <Pine.GSO.4.31.0510061034140.2035-100000@toucan.stats>
Message-ID: <1128594432.4344fc005ac9d@imp3-g19.free.fr>

Quoting Prof Brian Ripley <ripley at stats.ox.ac.uk>:

> 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 to be inefficient as you are essentially fitting 168 separate
> ARMA(1, 2) models for (I guess) each hour of the week.

Correct guess! ARIMA gave me good results using the last 336 samples as input,
so I though I'd try with the whole 1000. I am abviously not an expert
statistician and I am working on a brute force approach by trying all the p, d,
q and P, D, Q seasonal parameters...

> (The basic information we ask for in the posting guide such as the version
> of R and your platform is missing here.)

Sorry:
R : Copyright 2005, The R Foundation for Statistical Computing
Version 2.1.1  (2005-06-20), ISBN 3-900051-07-0
  on
a Linux Fedora Core 3 machine with 2 Xeon processors:
Linux version 2.6.10 (gcc version 3.4.2 20041017 (Red Hat 3.4.2-6.fc3)) #1 SMP

Thanks for your help!



--
Jean-Luc



[Rd] arima: segmentation fault
jfontain@free.fr