You're running out of RAM. Your options are 1) run code on a machine with more RAM
2) try the model on fewer observations 3) try a simpler model. Andrew On Fri, May 02, 2008 at 12:37:15PM -0700, zerfetzen wrote: > > Hi, > I am trying out a generalized least squares method of forecasting that > corrects for autocorrelation. I downloaded daily stock data from Yahoo > Finance, and am trying to predict Close (n=7903). I have learned to use > date functions to extract indicator variables for Monday - Friday (and > Friday is missing in the model to prevent it from becoming full rank). When > I run the following code... > > > library(nlme) > > MyModel <- gls(Close ~ Monday + Tuesday + Wednesday + Thursday, > correlation=corARMA(p=2), data=MyData, method="ML") > > ...I get the following error... > > Error in corFactor.corARMA(object) : > Calloc could not allocate (62457409 of 8) memory > > ...Does anybody know what I'm doing wrong? I appreciate any help. Thanks. > -- > View this message in context: > http://www.nabble.com/Errors-using-nlme%27s-gls-with-autocorrelation-tp17026417p17026417.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Andrew Robinson Department of Mathematics and Statistics Tel: +61-3-8344-6410 University of Melbourne, VIC 3010 Australia Fax: +61-3-8344-4599 http://www.ms.unimelb.edu.au/~andrewpr http://blogs.mbs.edu/fishing-in-the-bay/ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
