th 644 - Python's Equivalent to Auto.Arima() - A Must-Have Tool!

Python’s Equivalent to Auto.Arima() – A Must-Have Tool!

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th?q=Auto - Python's Equivalent to Auto.Arima() - A Must-Have Tool!

Python is an incredibly powerful programming language used for a range of applications, including data science and machine learning. One of the most popular tools for time series analysis in Python is the auto.arima() function from R’s forecast package. This function offers an automated approach to choosing the parameters for an ARIMA model, making it an essential tool for any data analyst or scientist working with time series data.

However, for those who prefer to work exclusively in Python, there is an equivalent to the auto.arima() function available through the pmdarima package. This package offers the auto_arima() function, which uses the same automated approach as auto.arima() to select the best parameters for an ARIMA model.

The benefits of using the auto_arima() function in Python are numerous. It saves significant time and effort as the function automatically runs through a range of possible parameter combinations, thereby providing the user with the optimal configuration for an ARIMA model.

In conclusion, if you’re looking for a must-have tool for time series analysis in Python, the auto_arima() function is definitely worth considering. Its automated approach to selecting parameters for an ARIMA model has already been proven to be effective through R’s forecast package, so the equivalent in Python, pmdarima’s auto_arima(), is undoubtedly a tool that should be in every data analyst’s toolkit.

th?q=Auto - Python's Equivalent to Auto.Arima() - A Must-Have Tool!
“Auto.Arima() Equivalent For Python” ~ bbaz


Auto.Arima() is a popular tool used in forecasting time series data. It is known for its ability to automatically select the best parameters for fitting an ARIMA model, which makes it very useful for those who want a quick and efficient way of forecasting. Python, being one of the most popular programming languages, also has an equivalent tool that performs the same function. In this article, we will compare Python’s equivalent to Auto.Arima() tool and share our opinion on which is better.

What is Auto.Arima()?

Before discussing Python’s equivalent to Auto.Arima(), let’s first understand what the Auto.Arima() tool is all about. Auto.Arima() is an automated version of the ARIMA modeling process. It uses a stepwise approach to search for the best model by iteratively selecting the best parameters, testing the resulting models, and selecting the best one based on some evaluation metric like AIC or BIC. The result is a model that best fits the data without requiring any manual intervention or analysis.

Python’s equivalent to Auto.Arima()

Python also has its equivalent to the Auto.Arima() tool in the form of pmdarima. pmdarima is a Python package that provides an automated and easy-to-use interface for performing ARIMA modeling in Python. It uses the same stepwise approach as Auto.Arima() to select the best model for the given data.

Installation Requirements

One of the differences between Auto.Arima() and pmdarima is their installation requirements. If you want to use the Auto.Arima() tool, you must have R installed on your computer, and you will need to install the package ‘forecast.’ pmdarima, on the other hand, can be installed with just one pip command.


Both Auto.Arima() and pmdarima are capable of fitting ARIMA models, but they differ in the types of models they can fit. Auto.Arima() is designed to work only with univariate time series data, whereas pmdarima can handle both univariate and multivariate time series data. In addition, pmdarima offers more model options than Auto.Arima(), including SARIMAX and VAR models.

Accuracy Comparison of the models

When it comes to the accuracy of the models produced by Auto.Arima() and pmdarima, both tools produce similar results. However, pmdarima has some additional features that enable it to produce more accurate models. For example, pmdarima allows you to use different metrics like AIC, BIC, or MASE to evaluate model performance, whereas Auto.Arima() only uses AIC.

Usability and Ease of use

Both Auto.Arima() and pmdarima are relatively easy to use. Auto.Arima() is simple to use because it requires very little manual intervention. On the other hand, pmdarima requires a few more steps, such as selecting the order of differencing and the seasonal order if you are working with seasonal data. However, pmdarima provides much better documentation for its users than Auto.Arima().

Handling Missing Values

Another area where pmdarima outperforms Auto.Arima() is missing values handling. Auto.Arima() cannot handle any missing values in your dataset. pmdarima, on the other hand, provides a parameter for specifying how it should handle missing values. You can choose to exclude or interpolate missing values, depending on your preference.


When it comes to speed, pmdarima is significantly faster than Auto.Arima(). This is because pmdarima is designed to take advantage of multi-core CPUs, whereas Auto.Arima() only runs on a single CPU core.

Package support

Package support is also an essential consideration when choosing between Auto.Arima() and pmdarima. While R has been around for a long time and has a large and active community, Python is more versatile than R. It offers a more extensive range of libraries and packages that can be integrated with pmdarima to provide additional functionality.


In conclusion, both Auto.Arima() and pmdarima are powerful tools for forecasting time series data. However, pmdarima has several advantages over Auto.Arima(), including the ability to handle missing values, better documentation for its users, and improved speed. Additionally, pmdarima can also tackle multivariate time series data, which Auto.Arima() cannot support directly. Therefore, we would recommend using Python’s equivalent to Auto.Arima() or pmdarima, as it is a more versatile and efficient tool than Auto.Arima().

Comparison Table

Tools Capabilities Usability Missing Values Handling Speed Package Support
Auto.Arima() Univariate time series data only Simple Does not handle any missing values Slower than pmdarima Large and active community
Pmdarima Univariate and multivariate time series data More steps involved, but better documentation Provides parameter to choose between excluding or interpolating missing values Faster due to CPU Utilization More versatile package support

Thank you for taking the time to read about Python’s equivalent to Auto.Arima() – a must-have tool! We hope that this article has helped you understand how this tool can be an invaluable asset to any data scientist or analyst. As mentioned earlier, one of the most significant advantages of using Python’s equivalent to Auto.Arima() is the ability to save time and effort in forecasting time series data.

In addition, Python’s equivalent to Auto.Arima() offers a range of features and benefits such as handling missing values, multi-step forecasting, hyperparameter optimization, allowing for custom inputs, visualizations, and much more. This tool can generate accurate forecasts in mere seconds, making it an ideal solution for analyzing large datasets without taking up too much time or resources.

If you want to explore further, there are multiple libraries that can be utilized for time series forecasting like Prophet, LSTM models, ARIMA, Facebook’s statsmodels library, etc. One should always investigate and take into account multiple parameters before finalizing their choice of library.

If you’re looking to optimize your time series forecasting tasks and streamline your analytical processes, Python’s equivalent to Auto.Arima() is a must-have tool you cannot afford to miss. We hope this article has been helpful and informative, and we wish you all the best as you use Python’s equivalent to Auto.Arima() for all your forecasting needs!

People also ask about Python’s Equivalent to Auto.Arima() – A Must-Have Tool!

  • What is Auto.Arima() in Python?
  • Auto.Arima() is a tool in Python that automatically selects the best ARIMA model for a given time series data. It uses an algorithm that fits different models and selects the one with the lowest Akaike Information Criterion (AIC) score.

  • Why is Auto.Arima() a must-have tool?
  • Auto.Arima() is a must-have tool because it saves time and effort in selecting the best ARIMA model for a given time series data. It automates the process of fitting different models and selecting the best one, which would otherwise require manual trial and error.

  • Is there an equivalent tool in Python for Auto.Arima()?
  • Yes, there is an equivalent tool in Python for Auto.Arima(). It is called pmdarima, which stands for Python module for ARIMA modeling with automatic R order selection. It provides similar functionality as Auto.Arima(), but with more features and flexibility.

  • How do I install and use pmdarima?
  • You can install pmdarima using pip by running the command pip install pmdarima in your terminal or command prompt. To use pmdarima, you can import it in your Python code and call its functions, such as auto_arima(), which is equivalent to Auto.Arima().