[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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