R help - May 2006 - is there a way to find the best ARIMA model automatically in R?

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]]

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]]
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html

what is your criterion of 'best arima'? there are more than 1
criterion for 'best' model.


On 5/15/06, Michael <comtech.usa at gmail.com>
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]]
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html
>

-- 
WenSui Liu
(http://spaces.msn.com/statcompute/blog)
Senior Decision Support Analyst
Health Policy and Clinical Effectiveness
Cincinnati Children Hospital Medical Center