Quarterly GPPA Earnings Data: Time-series Properties and Predictive Ability Results in the Airlines Industry
Article Abstract:
Preliminary findings about the effects of general purchasing power adjustments (GPPA) on quarterly earnings for twenty-four airlines are featured. GPPA changes do not heavily impact the time-series features of quarterly earnings information. Two Box-Jenkins (BJ) models are specified and recommended for their applicability to the industry. Their structures are well suited to modeling earnings expectations in market research. Generally, forecasting historical cost quarterly earnings had greater accuracy than GPPA forecasting on five horizons. Time-series models for GPPA and historical cost (HC) are compared. Times-series research relates to accounting in various ways: information content and association, income- smoothing, security valuation and forecasting. Tables of parameter combinations, as well as matrix and errors are included.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 1983
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Multiple time-series modelling: another look at the Canadian money and income data
Article Abstract:
A study of multiple vector time series models concludes that by modelling the vector's components, one can arrive at a joint model for the series. However, this is not the only method. Component differencing and overdifferencing are examined. Vector Autoregressive Moving Average models using Canadian money and income data are constructed.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 1993
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Robust seasonal adjustment by Bayesian modelling
Article Abstract:
A seasonal time series model utilizing the Bayesian paradigm is provided.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 1996
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