Newbie question: I understand pmdarima auto_arima() function is the Python equivalent of R auto.arima() function. When I compare the results of these two functions on the dataset wmurders, I got completely different residuals. What I am doing wrong? The R version seems to yield the correct residuals.
# R version
model = auto.arima(wmuders)
head(model$residuals) # output: 0.001086467 -0.003407084 0.051714216 -0.036067118 0.060352095 -0.054753829
# Python version
m = auto_arima(wmurders, seasonal=False)
m.resid()[:6] # output: 2.429415 , -1.28075848, 0.07699183, -0.03754959, 0.05636423, -0.05173583
