AIRLINE_FORECI - Forecasting Airline Model's Confidence Interval

Returns the confidence interval limits of the conditional mean forecast.


AIRLINE_FORECI ([x], order, µ, σ, s, θ, θs, t, return, α)

Required. Is the univariate time series data (a one-dimensional array of cells (e.g., rows or columns)).
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).
Optional. Is the model mean (i.e., mu) or the long run mean of the differenced time series.
Required. Is the standard deviation of the model's residuals/innovations.
Required. Is the length of seasonality (expressed in terms of lags, where s 1).
Optional. Is the coefficient of the non-seasonal MA component (see model description).
Optional. Is the coefficient of the seasonal MA component (see model description).
Required. Is the forecast time/horizon (expressed in terms of steps beyond the end of the time series).
Optional. Is the statistical significance level (i.e., alpha). If missing or omitted, an alpha value of 5% is assumed.
Optional. If true, returns the upper confidence interval limit. Otherwise, returns the lower limit.
Value Return
0 Returns the lower limit.
1 Return the upper limit.


AIRLINE_FORECI(.) function is deprecated as of version 1.63: use AIRLINE_FORE(.) function instead.


  1. The underlying model is described here.
  2. The time series is homogeneous or equally spaced.
  3. The time series may include missing values (e.g., #N/A) at either end.

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