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A comment on Time Series Prediction – A short introduction for pragmatists. Parent comment

Re:Time Series Prediction – A short introduction for pragmat... by mr_toad on Sunday November 10, 2019 @10:45PM (#21501962)
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

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Re:Time Series Prediction – A short introduction for pragmat... by in9 on Monday November 11, 2019 @07:24AM (#21504244)
I 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.
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