AIRLINE_GUESS - Initial Values (Guess) for Model's Parameters

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


AIRLINE_GUESS ([x], order, s)

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).
Required. Is the length of seasonality (expressed in terms of lags, where s 1). 


AIRLINE_GUESS(.) function is deprecated as of version 1.63; use AIRLINE_PARAM(.) 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.
  4. AIRLINE_GUESS returns the model's parameters in the following order:
    1. $\mu$.
    2. $\theta$.
    3. $\Theta$.
    4. $\sigma$.
  5. The AIRLINE_GUESS sets the $\mu$ and $\sigma$ equal to the differenced (i.e., $Z_t=(1-L)(1-L^s)Y_t$) sample average, and standard deviation respectively, and it sets the $\theta = 0$ and $\Theta=0$.

Files Examples

Related Links



Article is closed for comments.

Was this article helpful?
0 out of 0 found this helpful