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: d.scott at auckland.ac.nz Graduate Officer, Department of Statistics
Prof Brian Ripley
2004-Oct-04 14:56 UTC
[R] nlme: cannot allocate vector of size 126064 Kb
On Thu, 30 Sep 2004, David Scott wrote:> > 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.Both will `fit a regression with ARMA error structure', recursively rather then via computing a large matrix. -- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595