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Query regarding auto arima

On Wed, 15 Jun 2011, siddharth arun wrote:

            
I assume you mean function auto.arima() from package "forecast".
Yes, it does so, if you supply a time series object with a frequency > 1.
Usually you _know_ the frequency (i.e., 12 for monthly and 4 for quarterly 
data etc.).

For example for the famous monthly "AirPassengers" series:

library("forecast")
auto.arima(AirPassengers)

which returns a seasonal ARIMA model. See ?auto.arima for tweaking its 
arguments as well as the accompanying paper

   http://www.jstatsoft.org/v27/i03/

for more details.
Z