[R] problems with arima()

2006-12-29 Thread Santiago Cilintano
Hi! I have problems with the function arima(), it takes too much time to run (15 minuts) it is normal? for example I put: a<-arima(d7,c(0,0,5),seasonal=list(order=c(0,1,2),period=7)) where d7 is a daily time serie with 3600 observations Are there another function to modelize 2 seasonalities

[R] daily time series

2006-12-15 Thread Santiago Cilintano
Is there some package in R to model daily univariate time series? We want to model more than one seasonality using the Box-Jenkins' method. That is, we want to model a series with both a yearly and weekly seasonal component. thanks , Santiago Cilintano [[alternative HTML version de

[R] series de tiempo diarias

2006-12-15 Thread Santiago Cilintano
Existe algún paquete en donde puedo modelizar específicamente series diarias univariadas siguiendo la metodología de Box-Jenkins? Cómo modelizar mas de una estacionalidad en dichas series por ejemplo una estacionalidad semanal y anual? GRacias Santiago Cilintano [[alternative HTML