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1364940
2007 Nov 08
1
Help me please...Large execution time in auto.arima() function
Hello,
I using the fuction auto.arima() from package forecast to predict the values
of p,d,q and P,D,Q.
My problem is the execution time of this function, for example, a time
series with 2323 values with seasonality to the week take over 8 hours to
execute all the possibilities.
I using a computer with Windows XP, a processor Intel Core2 Duo T7300 and
2Gb of RAM.