On 2/11/2009, at 2:49 AM, Laura Saltyte wrote:
> Hello,
>
> I have daily wind speed data and need
``need'' is probably not the operative word!
> to fit seasonal ARIMA model, problem
> is that my period is 365. But when I use arima(...) function, with
> period
> 365, I?m getting error message: ?Error in makeARIMA(trarma[[1]],
> trarma[[2]], Delta, kappa) : maximum supported lag is 350?. Can
> someone
> help me with this problem?
Well, you could dig into the code and rewrite it to revise the maximum
lag. But that would be pretty silly.
A seasonal model with a lag of 365 is downright ridiculous.
A seasonal model of lag ``s'' assumes that X_{t-s} has an influence
upon or contains information about (or is non-trivially correlated
with) X_t. Do you *really* believe that wind speed from a year ago
contains information relevant to current wind speed?
There is almost surely a periodic *trend* with period 365 (well, maybe
period 365.25?) in daily wind speed data, but that's a different issue.
If you have data for sufficiently many years you could try estimating
such a trend simply by averaging over all occurrences of a given day to
estimate the trend value for that day. You could also try fitting a
sinusoid (probably a fairly high order sinusoid ....)
What you really should do depends on the (practical) question that
you are trying to answer.
cheers,
Rolf Turner
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