Airline - Defining an Airline model

Returns a unique string to designate the specified Airline model.

 

Syntax

AIRLINE(mean, sigma, s, theta, theta2)

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).

 

Remarks

  1. The underlying model is described here.
  2. The long-run mean argument (mean) can take any value or be omitted, in this case a zero value is assumed.
  3. The value of the residuals/innovations standard deviation (sigma) must be positive.
  4. The season length must be greater than one.
  5. 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.
  6. The input argument for the seasonal MA parameter - theta2 - is optional and can be omitted, in which case no seasonal MA component is included.
  7. The function was added in version 1.63 SHAMROCK.

Files Examples

References

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