Returns an array of cells for the initial/quick guess of the model's parameters

## Syntax

**AIRLINE_PARAM** (**[x]**, order, µ, **σ**, **s**, θ, θ_{s}, return, maxiter)

**[X]**- Required. Is the univariate time series data (a one-dimensional array of cells (e.g., rows or columns)).
**Order**- Optional. Is the time order in the data series (i.e., the first data point's corresponding date (earliest date = 1 (default), latest date = 0)).
Value Order 1 Ascending (the first data point corresponds to the earliest date) ( **default**).0 Descending (the first data point corresponds to the latest date). **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).
**Return**- Optional. Is an integer switch to select the output array: (1 = Quick Guess (default), 2 = Calibrated, 3 = Std. Errors).
Value Return 1 Quick guess (non-optimal) of parameter values ( **default**).2 Calibrated (optimal) values for the model's parameters. 3 Standard error of the parameters' values. **MaxIter**- Optional. Is the maximum number of iterations used to calibrate the model. If missing, the default maximum of 100 is assumed.

## Remarks

- 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:
- $\mu$.
- $\theta$.
- $\Theta$.
- $\sigma$.
- The AIRLINE_PARAM 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 $\theta = 0$ and $\Theta=0$.
- 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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