Returns a unique string to designate the specified Airline model.

## Syntax

**AIRLINE** (µ, **σ**, **s**, θ, θ_{s})

**µ**- Optional. Is the model mean (i.e., mu) or the long-run mean of the differenced time series.
**σ**- Required. Is the standard deviation of the model's residuals/innovations.
**S**- Required. Is the length of seasonality (expressed in terms of lags, where s > 1).
**θ**- Optional. Is the coefficient of the non-seasonal MA component (see model description).
**θ**_{s}- Optional. Is the coefficient of the seasonal MA component (see model description).

## Remarks

- 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 - θ - is optional and can be omitted, in which case no non-seasonal MA component is included.
- The input argument for the seasonal MA parameter - θ
_{s}- is optional and can be omitted, in which case no seasonal MA component is included. - The function was added in version 1.63 SHAMROCK.

## Files Examples

## Related Links

## References

- James Douglas Hamilton; Time Series Analysis, Princeton University Press; 1st edition(Jan 11, 1994), ISBN: 691042896.
- Tsay, Ruey S.; Analysis of Financial Time Series, John Wiley & SONS; 2nd edition(Aug 30, 2005), ISBN: 0-471-690740.

## Comments

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