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 for (I guess) each hour of the week.

(The basic information we ask for in the posting guide such as the version
of R and your platform is missing here.)
On Thu, 6 Oct 2005 jfontain at free.fr wrote:

(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 =

Program received signal SIGSEGV, Segmentation fault.
0xb77e405a in getQ0 (sPhi=0xae17fc, sTheta=0xc8) at arima.c:775
775 rbar[ithisr++] = cbar * rbthis + sbar * xk;

What should I do about this? Do you want the data file?
Please let me know what I can do to help.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595

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groupr-devel @
postedOct 6, '05 at 8:56a
activeOct 6, '05 at 10:27a

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Jfontain: 2 posts Prof Brian Ripley: 1 post



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