search for: fit_2323v_168f

Displaying 1 result from an estimated 1 matches for "fit_2323v_168f".

2007 Nov 08
1
Help me please...Large execution time in auto.arima() function
...dict 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. fit_2323v_168f<-auto.arima(regts.ts, d = 1, D = 1, max.p = 2, max.q = 2, max.P = 1, max.Q = 1, max.order = 5, start.p=0, start.q=0, start.P=0, start.Q=0, stationary = FALSE, ic = c("aic","aicc", "bic"), stepwise=TRUE, tr...