I have tried to set ARIMA parameters p,q,d for time series which was not stationary but predictions were poor, I believe it's because of the values I chose for p,q,d .If could anybody explain how to set these parameters or should I go for Auto ARIMA?
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The answer is open since to choose the parameters (p,d,q) you have to check a unit root test like checking your correlogram to assign "manually" the values of p,d,q. The other alternative is to use the 'auto.arima' function. Please see a [reproducible example](https://stackoverflow.com/q/5963269/11570343). – cdcarrion Aug 31 '20 at 15:06
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You can see [this](https://stats.stackexchange.com/q/104818/249601). – cdcarrion Aug 31 '20 at 15:13