On Thu, 30 Sep 2004, David Scott wrote: > > I have around 4000 observations of a time series. I am trying to fit a > regression with ARMA error structure using gls from the package nlme. > > I have encountered the error: cannot allocate vector of size 126064 Kb > > I know this has come up many times before and I will check out the > suggestions in the mail archive. I was wondering though if there is an > alternative package that will fit such a model? I did a quick help.search > on ARIMA and ARMA but only found arma and arma0.
Both will `fit a regression with ARMA error structure', recursively rather then via computing a large matrix. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
