# Suggested software to compute seasonal arima model

My issue is really simple: I need to compute a seasonal arima model on traffic data (5 min frequency). The data exhibits daily seasonality (288 observations).

This is causing me issues in computing the model using R. (SO question: https://stackoverflow.com/questions/30804281/r-arima-method-blocks-when-adding-seasonality)

I know that seasonal arima models are not particulary suited for long seasonality periods, however I read tons of articles regarding traffic forecasting that exploits them in order to make predictions.

I will appreciate any suggestion regarding software tools (in addition to R) that would do the trick. Thank you.

• Have you tried using option method="CSS" in the arima function? Perhaps that could reduce the computational burden. – Richard Hardy Jun 17 '15 at 14:11
• @RichardHardy yes, I have already tried it without success. Someone also suggested to add the "optim.method" option to the method, same negative result. – riccamini Jun 17 '15 at 14:20
• I tried a SARIMA(2,0,2)(1,0,1) with 288 period on a 10,000-long series, and that was quite memory-consuming, unfortunately... – Richard Hardy Jun 17 '15 at 14:20
• Yes I know. For this reason I am working on a 16Gb machine and I have managed to avoid swapping. However the lack of memory doesn't seem to be the issue, as I get a "optim error" from R – riccamini Jun 17 '15 at 14:30
• Have you tried using the Fourier series as recommended? If so, further try the lower case arima command and see if you can successfully choose an order for the arima sequence parametrically. – RegressForward Jun 17 '15 at 18:14