Calculates the estimated error/standard deviation of the conditional mean forecast.
AIRLINE_FORESD(X, Order, mean, sigma, s, theta, theta2, T)
- is the univariate time series data (one dimensional array of cells (e.g. rows or columns)).
- is the time order in the data series (i.e. the first data point's corresponding date (earliest date=1 (default), latest date=0)).
Order Description 1 ascending (the first data point corresponds to the earliest date) (default) 0 descending (the first data point corresponds to the latest date)
- is the model mean (i.e. mu).
- is the standard deviation of the model's residuals/innovations.
- is the length of seasonality (expressed in terms of lags, where s > 1).
- is the coefficient of first-lagged innovation (see model description).
- is the coefficient of s-lagged innovation (see model description).
- is the forecast time/horizon (expressed in terms of steps beyond end of the time series).
- The underlying model is described here.
Warning: AIRLINE_FORESD() function is deprecated as of version 1.63: use AIRLINE_FORE function instead.
- The time series is homogeneous or equally spaced.
- The time series may include missing values (e.g. #N/A) at either end.
|=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?|