✦ LIBER ✦

Sales revenues: Time-series properties and predictions

✍ Scribed by A. R. Abdel-Khalik; K. M. El-Sheshai

Publisher: John Wiley and Sons
Year: 1983
Tongue: English
Weight: 712 KB
Volume: 2
Category: Article
ISSN: 0277-6693
DOI: 10.1002/for.3980020405

No coin nor oath required. For personal study only.

✦ Synopsis

This paper compares the predictive ability of ARIMA models in forecasting sales revenue. Comparisons were made at both industry and firm levels. With respect to the form of the ARIMA model, a parsimonious model of the form (0, I , 1) (0, 1,l) was identified most frequently for firms and industries. This model was identified previously by Griffin and Watts for the earnings series, and by Moriarty and Adams for the sales series. As a parsimonious model, its predictive accuracy was quite good. However, predictive accuracy was also found to be a function of the industry. Out of the eleven industry classifications, 'metals' had the lowest predictive accuracy using both firmspecific and industry-specific ARIMA models.

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