I have around 4000 observations of a time series. I am trying to fit a regression with ARMA error structure using gls from the package nlme.
I have encountered the error: cannot allocate vector of size 126064 Kb
I know this has come up many times before and I will check out the suggestions in the mail archive. I was wondering though if there is an alternative package that will fit such a model? I did a quick help.search on ARIMA and ARMA but only found arma and arma0.
David Scott
_________________________________________________________________
David Scott Department of Statistics, Tamaki Campus
The University of Auckland, PB 92019
Auckland NEW ZEALAND
Phone: +64 9 373 7599 ext 86830 Fax: +64 9 373 7000
Email: [EMAIL PROTECTED]
Graduate Officer, Department of Statistics
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