Προβλεψιμότητα των κερδών στην ελληνική βιομηχανία

Part of : Σπουδαί : journal of economics and business ; Vol.41, No.1, 1991, pages 108-122

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108-122
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Abstract:
The primary concern of the article ("Predictability of Earning in the Greek Manufacturing Industry") is to identify patterns in the historical earnings of the Greek manufacturing sector. To this end, the relevant figures of a large number of companies (ranging from 862 to 3337), for the period 1968 - 1987, are analyzed, using ARIMA models and Runs Test. The results suggest that in 19 out of 20 cases. There exists at least one ARIMA model which leads to a satisfactory estimation of the future earnings of the manufacturing industry as a whole. Moreover, that ARIMA models of the type (1,1,1) and (0,0,1) are superior.
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Περιέχει πίνακες και βιβλιογραφία