The creation of a set from an array of n elements takes O(n) time complexity. Let us think that the first array is of length n and the second array is of length m.

Then the final time complexity of the above implementation would be O(m+n). Let us explain this step-by-step:

1. We create a set from the first array: O(n).
2. We traverse through the second array with filter method which takes O(m). In this traversal process, we check if that element exists in the set from the first array which takes O(1).
3. Finally we create the resulting array from the filtered second array which takes O(m) worst time. Remember, although we may return an array, it is crucial to building a set first. The reason is to remove duplicates from the filter of the second array.

So, the final time complexity is O(n + m + m) = O(m+n).