Author: William S. HopwoodPublisher:
ISBN:
Category : Prediction theory
Languages : en
Pages : 24
Book Description
Problems with Validity of Time Series Earnings Forecast Models
Author: William S. HopwoodPublisher:
ISBN:
Category : Prediction theory
Languages : en
Pages : 24
Book Description
Problems with Validity of Time Series Earnings Forecast Models
Author: William S. HopwoodPublisher:
ISBN:
Category : Prediction theory
Languages : en
Pages : 24
Book Description
Forecasting: principles and practice
Author: Rob J HyndmanPublisher: OTexts
ISBN: 0987507117
Category : Business & Economics
Languages : en
Pages : 380
Book Description
Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.
The Superiority of Analyst Forecasts as Measures of Expectations
Author: Lawrence D. BrownPublisher:
ISBN:
Category :
Languages : en
Pages : 16
Book Description
If both producers and consumers demand forecasts based solely on their forecasting ability, then the equilibrium employment of analysts, a higher cost factor than time series models, implies that analysts must produce better forecasts than time series models. Past studies of comparative earnings forecast accuracy have concluded otherwise. Using nonparametric statistics that provide proper yet powerful tests, we find that Box-Jenkins time series models consistently produce better forecasts than martingale and submartingale earnings models; but Value Line Investment Survey consistently makes significantly better earnings forecasts than the Box-Jenkins models.
An Empirical Survey of Transfer-function and Univariate Time-series Earnings Expectation Models
Author: William S. HopwoodPublisher:
ISBN:
Category : Income forecasting
Languages : en
Pages : 42
Book Description
Econometrics of Short and Unreliable Time Series
Author: Thomas UrlPublisher: Springer Science & Business Media
ISBN: 3642997821
Category : Business & Economics
Languages : en
Pages : 245
Book Description
The disappearance of central planned economies left politicians, researchers, consultants, and academics with an interest in economies in transition in vagueness about the actual state of the economy and its short and medium term prospects. This volume provides the reader with information on how to deal with the statistical shortcomings of economies in transition. Most economic variables published for these countries tend to encompass a short period of time or they possess a low measurement quality. Moreover, most of the series are subject to structural breaks, due to the change in the patterns of economic reactions over time. The contributions in this volume show various ways to solve or at least to lessen the before mentioned problems.
SAS for Forecasting Time Series, Third Edition
Author: John C. Brocklebank, Ph.D.Publisher: SAS Institute
ISBN: 1629605441
Category : Computers
Languages : en
Pages : 384
Book Description
To use statistical methods and SAS applications to forecast the future values of data taken over time, you need only follow this thoroughly updated classic on the subject. With this third edition of SAS for Forecasting Time Series, intermediate-to-advanced SAS users—such as statisticians, economists, and data scientists—can now match the most sophisticated forecasting methods to the most current SAS applications. Starting with fundamentals, this new edition presents methods for modeling both univariate and multivariate data taken over time. From the well-known ARIMA models to unobserved components, methods that span the range from simple to complex are discussed and illustrated. Many of the newer methods are variations on the basic ARIMA structures. Completely updated, this new edition includes fresh, interesting business situations and data sets, and new sections on these up-to-date statistical methods: ARIMA models Vector autoregressive models Exponential smoothing models Unobserved component and state-space models Seasonal adjustment Spectral analysis Focusing on application, this guide teaches a wide range of forecasting techniques by example. The examples provide the statistical underpinnings necessary to put the methods into practice. The following up-to-date SAS applications are covered in this edition: The ARIMA procedure The AUTOREG procedure The VARMAX procedure The ESM procedure The UCM and SSM procedures The X13 procedure The SPECTRA procedure SAS Forecast Studio Each SAS application is presented with explanation of its strengths, weaknesses, and best uses. Even users of automated forecasting systems will benefit from this knowledge of what is done and why. Moreover, the accompanying examples can serve as templates that you easily adjust to fit your specific forecasting needs. This book is part of the SAS Press program.
The Effect of the Time Horizon on the Relative Ability of Different Time-series Models to Forecast Quarterly Earnings Per Share
Author: William S. HopwoodPublisher:
ISBN:
Category : Income forecasting
Languages : en
Pages : 26
Book Description
Research Projects and Publications
Author: The Effect of the Time Horizon and Other Factors on the Relative Ability of Different Time-series Models to Forecast Quarterly Earnings Per Share
Author: William S. HopwoodPublisher:
ISBN:
Category : Income forecasting
Languages : en
Pages : 30
Book Description