论文信息 - Univariate Time-Series Models of Quarterly Accounting Earnings per Share: A Proposed Model

Univariate Time-Series Models of Quarterly Accounting Earnings per Share: A Proposed Model

In this article, we compare several candidate time-series models for the time-series of quarterly accounting earnings per share. One Box-Jenkins model dominates in terms of forecast accuracy. This model is a Box-Jenkins (1,0,0) x (0,1,1) model.

Lawrence D. Brown | L. Brown | Michael S. Rozeff

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