R中的函数auto.arima（）如何确定d？

Question

R中的auto.arima（）函数用于确定平稳性（即确定“ d”的值）的测试是什么？可以在python中实现该逻辑吗？

Answer 1

This link says it is determined using repeated KPSS tests. I see no reason why it couldn't be implemented in Python, it would just need to be written. Otherwise, you could use rpy2 and just call auto.arima from python.

from rpy2 import *
import rpy2.robjects as RO

RO.r('library(forecast)')

# use example WWWusage data
RO.r('fit <- auto.arima(WWWusage)')