[Rd] arima: segmentation fault
(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 __ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
Re: [Rd] arima: segmentation fault
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 __ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel