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Re: ARIMA forecast

Home 21090308 Forums Numerical Method Statistics ARIMA forecast Re: ARIMA forecast

#2208

Thanks for previous responses, they helped me a lot. I’ve used ConditionalSumOfSquares for fitting an ARIMA model and utilized ARMAForecastOneStep for forecasting. Now, i need to know the complexity (O(N) etc) of modelling and forecast operations. I can guess about the forecasting phase but i have no idea how ConditionalSumOfSquares.getARMA model works and what’s the complexity? The complexity or any information (about how it works) to calculate the complexity of model fitting is appreciated. Thanks in advance.