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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