[R] Running time complexity of Seasonal ARIMA model (forecast package)

[Prof Brian Ripley]

On 08/08/2013 05:08, Mohit Dhingra wrote:
> *Dear All,*
>
> I am using Seasonal ARIMA model for predicting cloud workloads. I want to
> know the running time complexity of building model by the algorithm
> implemented in R (I am not sure, is it Yule-Walker?). I want to know if it

It is not Yule-Walker (which is for AR models only).

> is polynomial O(n^2) etc. or exponential or linear (O(n)).  Can someone
> please help.

What is 'n' here?  Please read the references for yourself: they will 
tell you enough to deduce the answer -- or you could experiment.

> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

PLEASE do.


-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
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