ARIMA() : Top models

[budugulo]

In the following example, auto ARIMA() picks ARIMA(1,0,3) w/ mean as the best the model. Is it possible to extract the other models that it considered, say, top 5?

# library
suppressWarnings(suppressMessages(library(fpp3)))
# Auto ARIMA
us_change %>%
  model(ARIMA(Consumption ~ PDQ(0,0,0)))
#> # A mable: 1 x 1
#>   `ARIMA(Consumption ~ PDQ(0, 0, 0))`
#>                               <model>
#> 1              <ARIMA(1,0,3) w/ mean>

^{Created on 2020-08-31 by the reprex package (v0.3.0)}

[technocrat]

@budugulo

us_change

required to proceed with discussion

[budugulo]

It comes with the fpp3 package. See, for example, https://otexts.com/fpp3/non-seasonal-arima.html

[technocrat]

Without bringing the object into the workspace it is not available to the code provided. forecast should also be explicitly loaded.

[robjhyndman]

Reply to @technocrat: No, the forecast package is not required. @budugulo is using the fpp3 package which loads all the packages needed to reproduce the code shown.

[robjhyndman]

Reply to original question from @budugulo: No, the current implementation of ARIMA does not return any information about the range of other models tried. The forecast::auto.arima function did allow that option but we removed it in fable.

[budugulo]

Thanks for the info @robjhyndman!