Another additional question: how come, if you add season_length=[x], (x > 1) for AutoCES/ AutoARIMA, the time needed for it to run is 2x than when we keep it default (meaning season_length=1). It`s weird and I have seen this behaviour consistently.
02/23/2023, 4:34 PM
I don't think season_length is something you should change unless your series has multiple seasonalities in which case you should probably use MSTL. If your series has only one seasonality then that's what you pass to season_length. Also, for longer seasonalities it always takes longer to fit specially with ARIMA. I don't see anything weird about that.