Arima uses forecast_length as the length of the forecast, regardless of the required length of the forecast. If forecast_length is small and there is a need to predict a long time series, then arima will iterate in small steps with a length of forecast_length until it predicts all the time series. In some cases, there are hundreds of iterations. It is time consuming.
Arima uses
forecast_length
as the length of the forecast, regardless of the required length of the forecast. Ifforecast_length
is small and there is a need to predict a long time series, then arima will iterate in small steps with a length offorecast_length
until it predicts all the time series. In some cases, there are hundreds of iterations. It is time consuming.