Multivariate Forecasting

I’m using SARIMAX for Multivariate Time Series Forecasting but for getting the order and seasonal_order using Auto_Arima takes a lot of time. Apparently I have to do it for 600 times to fit the SARIMAX model.

Any way in for finding those orders in less time?

Running time depends on the number of observations. The upper and lower boundary values of
p , d, q . Further , it depends on the number of processors and size of RAM

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