Hi,
I have a problem with the ARIMA function, occuring when I set the parameter
per (the period of SARIMA model) to a high value (see the exemple bellow). It
seems that when per is high it takes a too large amount of memory to calculate
the model and I have a memory storage error. But I don't really understand why
it takes more memory when per is high, as there is the same number of parameter
to estimate.
Does anyone know what to do?
exemple:
x = arima.sim(list(order=c(1,0,0), ar=.9), n=1000)
per<-200
arima(x, order = c(1, 0, 0),seasonal = list(order =c(1, 0, 0), period
=per),method='CSS')
fails whereas for per=175 it works well.
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