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