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.

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

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.