I generated a series of ARIMA(2,0,2) using auto.sim() function. The generated series was fit using auto.arima() function. It gives AR(3,0,0) as the best fit. Why?
The R Code used:
wt
See these links, please:
https://stats.stackexchange.com/questions/459073/auto-arima-vs-arima-sim
https://rdrr.io/r/stats/arima.sim.html
https://campus.datacamp.com/courses/arima-models-in-r/time-series-data-and-models?ex=9
https://rstudio-pubs-static.s3.amazonaws.com/363796_2c2581467b02403bbdcc77c6b5660ec7.html
Thank you Remal. The references were really useful. - T Baskaran
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