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

- 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.

## Files Examples

## References

- Hamilton, J .D.; Time Series Analysis , Princeton University Press (1994), ISBN 0-691-04289-6
- Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0-471-690740

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