[R] Execution time very high in linux

[Joao Santos]

Hello All,

Sorry everybody for another message on this topic but I don't understand the
times off execution that I have.
>From my search in the forum I found that linux old be better to this kind of
operation, so now I using a dualCore 2.33GHz with 8Gb RAM but the times off
execution don´t decrease.

Once again the function and the times and I get in linux:
system.time(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=FALSE, trace=TRUE))
user   system  elapsed 
38389.75  3786.29 22849.73


There is some optimization that could be done?


Thanks in advance for the replies!!!


João Santos

Joao Santos wrote:
> 
> 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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