Re: [R] how to increase speed for function?/time efficiency of below function

Yes sir,i m using another's code,i will acknowledge them in my paper publication when my project completes. but can u tell me, how to decide P,D Q values in sarima() function using code its difficult to decide by visually,i have 4500 such time series -- View this message in context:

Re: [R] how to increase speed for function?/time efficiency of below function

I'd suggest you get a copy of the book that code accompanies: it's not a trivial question -- this post may also help: http://tolstoy.newcastle.edu.au/R/help/04/07/0117.html -- once you read that I believe I told you how to fit a general ARIMA model before so you should be good to go. As to your

[R] how to increase speed for function?/time efficiency of below function

i am using sarima() function as below ___ sarima=function(data,p,d,q,P=0,D=0,Q=0,S=-1,tol=.001){ n=length(data) constant=1:n xmean=matrix(1,n,1) if (d0 D0) fitit=arima(data, order=c(p,d,q),

Re: [R] how to increase speed for function?/time efficiency of below function

It's rather inappropriate to use someone else's code and not to give them credit: http://www.mirrorservice.org/sites/lib.stat.cmu.edu/general/tsa2/Rcode/itall.R Michael On Thu, Mar 29, 2012 at 7:54 AM, sagarnikam123 sagarnikam...@gmail.com wrote: i am using sarima() function as below