Re: [R] Errors using nlme's gls with autocorrelation

On Sat, 3 May 2008, Andrew Robinson wrote: 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. 4) Use a more efficient function -- arima() in stats, for example. Andrew On Fri, May 02, 2008 at

Re: [R] Errors using nlme's gls with autocorrelation

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

[R] Errors using nlme's gls with autocorrelation

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