R help - May 2019 - Different predictions with forecast::auto.arima()

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

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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 at 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]]
>
>______________________________________________
>R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide
>http://www.R-project.org/posting-guide.html
>and provide commented, minimal, self-contained, reproducible code.
-- 
Sent from my phone. Please excuse my brevity.

Oh I see. Nevermind then.

On Tue, May 14, 2019 at 1:57 PM Jeff Newmiller <jdnewmil at
dcn.davis.ca.us>
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.
>
> On May 14, 2019 10:51:20 AM MDT, Michael Howell <mchowell2 at
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]]
> >
> >______________________________________________
> >R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> >https://stat.ethz.ch/mailman/listinfo/r-help
> >PLEASE do read the posting guide
> >http://www.R-project.org/posting-guide.html
> >and provide commented, minimal, self-contained, reproducible code.
>
> --
> Sent from my phone. Please excuse my brevity.
>
	[[alternative HTML version deleted]]

> 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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