[R] nlme: cannot allocate vector of size 126064 Kb

David Scott d.scott at auckland.ac.nz
Thu Sep 30 05:02:12 CEST 2004

I have around 4000 observations of a time series. I am trying to fit a 
regression with ARMA error structure using gls from the package nlme.

I have encountered the error: cannot allocate vector of size 126064 Kb

I know this has come up many times before and I will check out the 
suggestions in the mail archive. I was wondering though if there is an 
alternative package that will fit such a model? I did a quick help.search 
on ARIMA and ARMA but only found arma and arma0.

David Scott

David Scott	Department of Statistics, Tamaki Campus
 		The University of Auckland, PB 92019
 		Auckland	NEW ZEALAND
Phone: +64 9 373 7599 ext 86830		Fax: +64 9 373 7000
Email:	d.scott at auckland.ac.nz

Graduate Officer, Department of Statistics

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