You're running out of RAM. Your options are
1) run code on a machine with more RAM
2) try the model on fewer observations
3) try a simpler model.
Andrew
On Fri, May 02, 2008 at 12:37:15PM -0700, zerfetzen
wrote:>
> Hi,
> I am trying out a generalized least squares method of forecasting that
> corrects for autocorrelation. I downloaded daily stock data from Yahoo
> Finance, and am trying to predict Close (n=7903). I have learned to use
> date functions to extract indicator variables for Monday - Friday (and
> Friday is missing in the model to prevent it from becoming full rank).
When
> I run the following code...
>
> > library(nlme)
> > MyModel <- gls(Close ~ Monday + Tuesday + Wednesday + Thursday,
> correlation=corARMA(p=2), data=MyData, method="ML")
>
> ...I get the following error...
>
> Error in corFactor.corARMA(object) :
> Calloc could not allocate (62457409 of 8) memory
>
> ...Does anybody know what I'm doing wrong? I appreciate any help.
Thanks.
> --
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> Sent from the R help mailing list archive at Nabble.com.
>
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--
Andrew Robinson
Department of Mathematics and Statistics Tel: +61-3-8344-6410
University of Melbourne, VIC 3010 Australia Fax: +61-3-8344-4599
http://www.ms.unimelb.edu.au/~andrewpr
http://blogs.mbs.edu/fishing-in-the-bay/