Have you tried 'RSiteSearch'?  RSiteSearch("bestARIMA") produced 
nothing for me, but RSiteSearch("best ARIMA") produced several hits, one 
of which led me to try RSiteSearch("automatic ARIMA").  This in turn led 
me to a post that suggested Hyndman's Forecast package and the dse 
bundle.  The latter includes 'bestTSestModel:  Select Best Model'.  I 
don't know if any of these will solve your problem.  If not, you might 
try writing to the email address in the *.pdf file you found.  Or submit 
another post to the listserve, preferably after reading the posting 
guide! "www.R-project.org/posting-guide.html".

          hope this helps,
          Spencer Graves

Michael wrote:
> I tried to find a function called "bestARIMA" but it did not show up... even
> on google it does not show up often:
> 
> I've only found the following link with "bestARIMA" in it:
> 
> http://sirio.stat.unipd.it/files/ts02-03/tsR.pdf
> 
> but where is the package and the function in R?
> 
>       [[alternative HTML version deleted]]
> 
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