Returns a unique string to designate the specified Airline model.
mean is the model mean (i.e. mu) or the long-run mean of the differenced time series.
sigma is the standard deviation of the model's residuals/innovations.
s is the length of seasonality (expressed in steps, where s>1).
theta is the coefficient of the non-seasonal MA component (see model description).
theta2 is the coefficient of the seasonal MA component (see model description).
- The underlying model is described here.
- The long-run mean argument (mean) can take any value or be omitted, in this case a zero value is assumed.
- The value of the residuals/innovations standard deviation (sigma) must be positive.
- The season length must be greater than one.
- The input argument for the non-seasonal MA parameter - theta - is optional and can be omitted, in which case no non-seasonal MA component is included.
- The input argument for the seasonal MA parameter - theta2 - is optional and can be omitted, in which case no seasonal MA component is included.
- The function was added in version 1.63 SHAMROCK.