The plastic deformation of dilute alloys is often accompanied by plastic instabilities due to dynamic strain aging and dislocation interaction. The repeated breakaway of dislocations from and their recapture by solute atoms leads to stress serrations and localized strain in the strain controlled tensile tests, known as the Portevin-Le Chatelier (PLC) effect. In this present work, we analyse the stress time series data of the observed PLC effect in the constant strain rate tensile tests on Al-2.5%Mg alloy for a wide range of strain rates at room temperature. The scaling behaviour of the PLC effect was studied using two complementary scaling analysis methods: the finite variance scaling method and the diffusion entropy analysis. From these analyses we could establish that in the entire span of strain rates, PLC effect showed Levy walk property. Moreover, the multiscale entropy analysis is carried out on the stress time series data observed during the PLC effect to quantify the complexity of the distinct spatiotemporal dynamical regimes. It is shown that for the static type C band, the entropy is very low for all the scales compared to the hopping type B and the propagating type A bands. The results are interpreted considering the time and length scales relevant to the effect.