Hey, I would like to write a code involving automatic selection of a best composite model using ETS as well as autoregressive models. What is the criteria I should base my selection on? Also if I'm using the auto.arima function for deducing number of AR terms and corresponding coefficients from the forecast package in R, does my input series necessarily have to be stationary? or the value for d would be automatically selected thus returning a non-stationary model? Thanks, Phani