Hello again,
Sorry but the code that I insert wasn't write. Should be like this:
fit_2323v_168f<-auto.arima(regts.ts, d = NA, D = NA, max.p = 2, max.q = 2,
max.P = 1, max.Q = 1, max.order = 5,
start.p=0, start.q=0, start.P=0, start.Q=0,
stationary = FALSE, ic = c("aic","aicc", "bic"),
stepwise=TRUE, trace=TRUE)
Sorry for the SPAM!!
João Santos
Joao Santos wrote:
>
> Hello,
>
> I using the fuction auto.arima() from package forecast to predict the
> values of p,d,q and P,D,Q.
> My problem is the execution time of this function, for example, a time
> series with 2323 values with seasonality to the week take over 8 hours to
> execute all the possibilities.
> I using a computer with Windows XP, a processor Intel Core2 Duo T7300 and
> 2Gb of RAM.
>
> fit_2323v_168f<-auto.arima(regts.ts, d = 1, D = 1, max.p = 2, max.q = 2,
> max.P = 1, max.Q = 1, max.order = 5,
> start.p=0, start.q=0, start.P=0, start.Q=0,
> stationary = FALSE, ic = c("aic","aicc", "bic"),
> stepwise=TRUE, trace=TRUE)
>
> It is any configuration to speed-up this?
>
>
> Thanks in advance!
>
> João Santos
>
>
>
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