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wrong ARIMA.autoFit result for airPassengers #196

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hyunbinloh opened this issue Jun 2, 2017 · 1 comment

hyunbinloh commented Jun 2, 2017 •

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Hello.

I performed ARIMA.autoFit to the rdataset: airPassengers, with column: passengers.
https://vincentarelbundock.github.io/Rdatasets/csv/datasets/AirPassengers.csv

ARIMA.autoFit(data, 5,2,5) gives ARIMA(0,1,1) with AIC = 1386.3715...
but ARIMA.fitModel(1,1,1,data,true) gives AIC = 1384.9129...

Why is autoFit not covering (p,d,q) = (1,1,1)?

Thank you very much!

PPatidar commented Jun 16, 2017

Hi,
I am trying to solve the same problem. Can you please share your code with me.

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