Automatic ARIMA model identification in MATLAB (like auto.arima in R)
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Is there a function in MATLAB to identify a suitable ARIMA model like it does in R (function of auto.arima in package forecast) or in other commercial forecasting products?
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Roger Wohlwend
on 2 Mar 2016
No, there is no such function. You can identify a suitable model with the Information criterions (AIC and BIC).
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Sinan Islam
on 18 Nov 2023
Doesnt estimate do the same purpose as auto arima in R?
https://www.mathworks.com/help/econ/arima.estimate.html
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