*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 <rip...@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, rip...@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 > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
