R Programming - How to use auto arima function to get time series forecast
In this tutorial, we will learn "How to use auto arima function to get time series forecast" in R Programming.
R also has a package called forecast, which contains many forecasting functions for time series and linear models. It also contains a very useful function called auto.arima, which returns the best ARIMA model according to either AIC, AICc or BIC value. The function conducts a search over possible models within the order constraints provided.