[R] Different predictions with forecast::auto.arima()
Jeff Newmiller
jdnewm|| @end|ng |rom dcn@d@v|@@c@@u@
Tue May 14 20:57:21 CEST 2019
This is definitely a statistics question still so not on topic here... as changing the data is exactly the kind of thing that can have this effect.
On May 14, 2019 10:51:20 AM MDT, Michael Howell <mchowell2 using gmail.com> wrote:
>Good morning,
>I was asking a more statistics oriented question on another board and
>someone demonstrated auto.arima() from the forecast package on my data.
>The
>function returned a (2,1,0) model with drift. However when I used the
>same
>function it returns a (1,1,0) model. There were no obvious differences
>in
>the code. The only thing passed to it was the data. How might this
>happen?
>The (2,1,0) model works better so I would like to be able to reproduce
>the
>results.
>
>Regards,
>Michael Howell
>
> [[alternative HTML version deleted]]
>
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--
Sent from my phone. Please excuse my brevity.
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