TimeSeriesModelFit

TimeSeriesModelFit[data] constructs a time series model for data from an automatically selected model family.

TimeSeriesModelFit[data,mspec] constructs a time series model for data from a model family specified by mspec.

Examples

TimeSeriesModelFit[{1, 2, 4, 7, 11, 16}]
(* TimeSeriesModel[...] *)

TimeSeriesModelFit[data, "ARMA"]

Please visit the official Wolfram Language Reference for more details.