Building ARIMA models automatically


No cake for spunky
This estimates the P,D,Q elements needed for ARIMA automatically (it suggests them based on some type of search mechanism). Does this function exist in PROC ARIMA? It exists in PROC VARMAX but I have not found it in PROC ARIMA.

the estimates generated by this, they are often 5 or higher, seem to high to me in honesty based on the ARIMA literature, which rarely has P,D, or Q higher than 2.