[R] is there a way to find the best ARIMA model automatically in R?

Spencer Graves spencer.graves at pdf.com
Thu May 18 18:17:12 CEST 2006


	  Have you tried 'RSiteSearch'?  RSiteSearch("bestARIMA") produced 
nothing for me, but RSiteSearch("best ARIMA") produced several hits, one 
of which led me to try RSiteSearch("automatic ARIMA").  This in turn led 
me to a post that suggested Hyndman's Forecast package and the dse 
bundle.  The latter includes 'bestTSestModel:  Select Best Model'.  I 
don't know if any of these will solve your problem.  If not, you might 
try writing to the email address in the *.pdf file you found.  Or submit 
another post to the listserve, preferably after reading the posting 
guide! "www.R-project.org/posting-guide.html".

	  hope this helps,
	  Spencer Graves

Michael wrote:
> I tried to find a function called "bestARIMA" but it did not show up... even
> on google it does not show up often:
> 
> I've only found the following link with "bestARIMA" in it:
> 
> http://sirio.stat.unipd.it/files/ts02-03/tsR.pdf
> 
> but where is the package and the function in R?
> 
> 	[[alternative HTML version deleted]]
> 
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