R help - Nov 2007 - 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.

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, trace=TRUE)

It is any configuration to speed-up this?


Thanks in advance!

Jo?o Santos
   

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Hello again,

Sorry but the code that I insert wasn't write. Should be like this:

fit_2323v_168f<-auto.arima(regts.ts, d = NA, D = NA, 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, trace=TRUE)

Sorry for the SPAM!!

Jo?o Santos


Joao Santos wrote:
> 
> 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.
> 
> 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, trace=TRUE)
> 
> It is any configuration to speed-up this?
> 
> 
> Thanks in advance!
> 
> Jo?o Santos
>    
> 
> 
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