[R] ARIMA order

David Scott d.scott at auckland.ac.nz
Fri Jun 4 02:12:37 CEST 2010


nuncio m wrote:
> Hi all,
>         Is there any way in R to select the order of an ARIMA model
> automatically
> nuncio
> 

Rob Hyndman's package forecast has a function auto.arima which produces 
an automatic arima fit, including for seasonal models.

David Scott

-- 
_________________________________________________________________
David Scott	Department of Statistics
		The University of Auckland, PB 92019
		Auckland 1142,    NEW ZEALAND
Phone: +64 9 923 5055, or +64 9 373 7599 ext 85055
Email:	d.scott at auckland.ac.nz,  Fax: +64 9 373 7018

Director of Consulting, Department of Statistics



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