AIRLINE_RESID – Airline Fitted Values of Standardized Residuals

Returns an array of cells for the standardized residuals of a given airline model.

Syntax

AIRLINE_RESID ([x], order, µ, σ, s, θ, θs)

[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).
θs
Optional. Is the coefficient of the seasonal MA component (see model description).

 Warning

AIRLINE_RESID(.) function is deprecated as of version 1.63: use AIRLINE_FIT(.) function instead.

Remarks

  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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