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Not sure if this is a bug or a typo but for the first example of the ARMAProcess in Mathematica 9 we have:

data = Select[WeatherData["Champaign", "Temperature", {2012, 8}], 
              FreeQ[#, Missing] &][[All, 2]];
temp = TemporalData[data]
eproc = EstimatedProcess[temp, ARMAProcess[3, 3]]

EstimatedProcess hangs, whereas if I just send the data (with RLink!) to R's arima solver (with order=c(3,0,3) so it is an ARMA model), it solves instantly, and all further analysis looks the same as the example, so it isn't given a bad solution or anything.

Is there something wrong with the documentation (reminds me of the issues of trying to do optimization without using ?NumericQ variables).

Any thoughts? Really want to use this feature...

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@Jens while this is new functionality, it was decided that the current version does not need a version tag, and that the most recent version should be automatically assumed. – rcollyer Nov 29 '12 at 2:30
Takes about 11 seconds on my machine (Win 7 64-bit 8GB RAM) – Andy Ross Nov 29 '12 at 2:31
@rcollyer OK - I've also removed it from the UnitConvert question (that's where I saw the tag and thought it should be added to other questions too). – Jens Nov 29 '12 at 2:41
@Jens cool. I asked that the question on meta be tagged as featured, so that it will show in the community bulletin. – rcollyer Nov 29 '12 at 2:52
@AndyRoss strange mine has been running for an hour. I have tried it on two different machines, both windows 7 64 bit. Can anyone else reproduce the 11sec? (which is still slowish ... but not what I am talking about) – Gabriel Nov 29 '12 at 3:34
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1 Answer

up vote 4 down vote accepted

Just in case anyone else is having the same problem I did a complete removal of Mathematica versions 8 and 9, including all Application Data folders. Then did a fresh install and The code now runs in around 5s on my i5-2500k/8g ram windows 7 system. Not sure what the issue was, but this did fix the problem.

Update

Well seems this "solution" was premature, as the problem is back. Seems this is a known issue at Wolfram and should be fixed in the future.

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