[R] Different predictions with forecast::auto.arima()

Michael Howell mchowe||2 @end|ng |rom gm@||@com
Tue May 14 18:51:20 CEST 2019


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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