Returns an array of cells for the initial/quick guess of the model's parameters
X is the univariate time series data (one dimensional array of cells (e.g. rows or columns)).
Order is the time order in the data series (i.e. the first data point's corresponding date (earliest date=1 (default), latest date=0)).
|1||ascending (the first data point corresponds to the earliest date) (default)|
|0||descending (the first data point corresponds to the latest date)|
mean is the model mean (i.e. mu).
sigma is the standard deviation of the model's residuals/innovations.
s is the length of seasonality (expressed in terms of lags, where s > 1).
theta is the coefficient of non-seasonal MA component (see model description).
theta2 is the coefficient of seasonal MA component (see model description).
Type is an integer switch to select the output array: (1=Quick Guess (default), 2= Calibrated , 3=Std. Errors)
|1||Quick guess (non-optimal) of parameters values (default)|
|2||Calibrated (optimal) values for the model's parameters|
|3||Standard error of the parameters' values.|
maxIter is the maximum number of iterations used to calibrate the model. If missing, the default maximum of 100 is assumed.
- The underlying model is described here.
- The time series is homogeneous or equally spaced.
- The time series may include missing values (e.g. #N/A) at either end.
- AIRLINE_PARAM returns an array of the values (or errors) of the model's parameters in the following order:
- The AIRLINE_GUESS sets the $\mu$ and $\sigma$ equal to the differenced sample (i.e. $Z_t=(1-L)(1-L^s)Y_t$) average, and standard deviation respectively, and it sets the $\theta = 0$ and $\Theta=0$
- The function was added in version 1.63 SHAMROCK.
|=AIRLINE_AIC(Sheet1!$B$2:$B$15,1,$D$3,$D$6,$D$7,$D$4,$D$5)||65.6||Akaike's information criterion (AIC)|
|=AIRLINE_CHECK($D$3,$D$6,$D$7,$D$4,$D$5)||1||Is the AIRLINE model stable?|