*Dear Sir,*

Thanks for your response. Here, I was using 'n' to denote the input size
(no. of points in time series using which I am building a Seasonal ARIMA
model). I can check the running time myself and I have done that as well
(it takes some 1-2 minutes for 50 iterations for my input size), but I want
to know more about the asysmptotic complexity of the algorithm R uses.  I
can see three methods CSS, CSS-ML and ML that it uses to optimize the
parameters.

Like bubble sort takes O(n^2) time where n is the no. of elements. Can I
define something like this to build my ARIMA model which has n points?

*
----------------------------
Thanks & Regards
Mohit Dhingra
+919611190435*


On 8 August 2013 12:45, Prof Brian Ripley <ripley@stats.ox.ac.uk> wrote:

> 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 <http://www.R-project.org/posting-guide.html>
>> and provide commented, minimal, self-contained, reproducible code.
>>
>
> PLEASE do.
>
>
> --
> Brian D. Ripley,                  ripley@stats.ox.ac.uk
> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~**ripley/<http://www.stats.ox.ac.uk/~ripley/>
> University of Oxford,             Tel:  +44 1865 272861 (self)
> 1 South Parks Road,                     +44 1865 272866 (PA)
> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
>

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