Search found 2 matches
- Mon May 25, 2015 3:52 am
- Forum: Econometric Discussions
- Topic: Estimating earnings (Model 5 G. Foster)
- Replies: 0
- Views: 1863
Estimating earnings (Model 5 G. Foster)
Hi there. I have a dataset of historical quarterly earnings per share for 8 years. I am trying to use the following formula for the purpose of estimating earnings: E(Qt) =Qt-4 + φ1(Qt-1 -Qt-5) + δ; where φ1 is given by the first order autocorrelation coefficient (r1). E(Qt) is the expected quarterly...
- Wed May 06, 2015 3:26 pm
- Forum: Econometric Discussions
- Topic: Estimating earnings (Model 5 G. Foster)
- Replies: 0
- Views: 1673
Estimating earnings (Model 5 G. Foster)
Hi there. I have a dataset of historical quarterly earnings per share for 8 years. I am trying to use the following formula for the purpose of estimating earnings: E(Qt) =Qt-4 + φ1(Qt-1 -Qt-5) + δ; where φ1 is given by the first order autocorrelation coefficient (r1). E(Qt) is the expected quarterly...