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Forecasting accounting data: A multiple time-series analysis

✍ Scribed by S. C. Hillmer; D. F. Larcker; D. A. Schroeder

Publisher
John Wiley and Sons
Year
1983
Tongue
English
Weight
938 KB
Volume
2
Category
Article
ISSN
0277-6693

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✦ Synopsis

Abstract

This paper examines the relative forecasting performance of multivariate time‐series analysis. One hundred consecutive monthly observations for three accounting series were obtained from a manufacturing division of a large corporation. Regression, univariate time‐series, transfer‐function, and multiple time‐series models were identified, estimated, and used to forecast each accounting series. The multiple time‐series model yielded the smallest forecast variances.

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