panelAR: error "Error: cannot allocate vector of size"

[sayac007]

Hello and thanks a lot for developing the library! I try to use the function "panelAR" for Parks estimation in panel regression. I have about 800 supermarkets and daily data. Not for every supermarket there is data for the whole period (unbalanced panel). Unfortunately, I get the error message: "Error: cannot allocate vector of size XY GB". Any thoughts?