[R] Different predictions with forecast::auto.arima()

Michael Howell mchowe||2 @end|ng |rom gm@||@com
Wed May 15 20:39:36 CEST 2019

Thank you very much for your advice.

On Tue, May 14, 2019 at 11:01 PM Abby Spurdle <spurdle.a using gmail.com> wrote:

> > 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.
> I'm sorry.
> I disagree.
> This is a question about reproducible code.
> So, I don't see why it should be considered off topic.
> > >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?
> Either a different version of R, a difference in the forecast package, a
> difference in one of it's imports (which there are many), or different
> input.
> If you're sure the input is the same, then it must be one of the other
> reasons.
> I suggest reading the documentation for the relevant forecast package
> functions.
> The auto.arima() function alone has many arguments.
> Changing their values may produce a more desirable model.

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