3 ms·
As a complete non-purist I’d suggest chucking the data into Auto.arima and seeing where that gets you. Not only will it save a lot of time, in my experience it
by mr_toad 7y ago
As a complete non-purist I’d suggest chucking the data into Auto.arima and seeing where that gets you. Not only will it save a lot of time, in my experience it tends to produce better models.
https://cran.r-project.org/web/packages/forecast/index.html https://cran.r-project.org/web/packages/forecast/index.html
- in9 7y agoI saw an article which I can't remember that warned in which contexts auto.arima might not work. But in the majority of times auto.arima outperforms the old Box-Jenkins methodology.