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.sc...@auckland.ac.nz,  Fax: +64 9 373 7018

Director of Consulting, Department of Statistics

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