Pyramid brings R's beloved auto.arima to Python, making an even stronger case for why you don't need R for data science.
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README.md

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pyramid

Pyramid is a no-nonsense statistical Python library with a solitary objective: bring R's auto.arima functionality to Python. Pyramid operates by wrapping statsmodels.tsa.ARIMA and statsmodels.tsa.statespace.SARIMAX into one estimator class and creating a more user-friendly estimator interface for programmers familiar with scikit-learn.

Installation

Pyramid is on pypi under the package name pyramid-arima and can be downloaded via pip:

$ pip install pyramid-arima

To ensure the package was built correctly, import the following module in python:

from pyramid.arima import auto_arima

Documentation

All of your questions and more (including examples and guides) can be answered by the Pyramid documentation. If not, always feel free to file an issue.