[Rd] arima: segmentation fault

2005-10-06 Thread jfontain
(please CC me as I have attempted to subscribe but got no reply)

 arima(t, order = c(0, 0, 0), seasonal = list(order = c(1, 0, 2), period =
168))

Program received signal SIGSEGV, Segmentation fault.
0xb77e405a in getQ0 (sPhi=0xae17fc, sTheta=0xc8) at arima.c:775
775 rbar[ithisr++] = cbar * rbthis + sbar * xk;
(gdb)

What should I do about this? Do you want the data file?
Please let me know what I can do to help.

Many thanks in advance,

--
Jean-Luc

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Re: [Rd] arima: segmentation fault

2005-10-06 Thread jfontain
Quoting Prof Brian Ripley [EMAIL PROTECTED]:

 A seasonal ARIMA model with period 168 is normally unrealistic: how long
 is the series?  This model has several hundred parameters.

The series is 1000 long.

 I suggest you try arima0, as that is likely to use less memory, but either
 is going to be inefficient as you are essentially fitting 168 separate
 ARMA(1, 2) models for (I guess) each hour of the week.

Correct guess! ARIMA gave me good results using the last 336 samples as input,
so I though I'd try with the whole 1000. I am abviously not an expert
statistician and I am working on a brute force approach by trying all the p, d,
q and P, D, Q seasonal parameters...

 (The basic information we ask for in the posting guide such as the version
 of R and your platform is missing here.)

Sorry:
R : Copyright 2005, The R Foundation for Statistical Computing
Version 2.1.1  (2005-06-20), ISBN 3-900051-07-0
  on
a Linux Fedora Core 3 machine with 2 Xeon processors:
Linux version 2.6.10 (gcc version 3.4.2 20041017 (Red Hat 3.4.2-6.fc3)) #1 SMP

Thanks for your help!



--
Jean-Luc

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