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...