| Article ID: | iaor1992762 |
| Country: | United Kingdom |
| Volume: | 19 |
| Start Page Number: | 487 |
| End Page Number: | 489 |
| Publication Date: | Nov 1991 |
| Journal: | OMEGA |
| Authors: | Jarrett J. |
| Keywords: | financial |
This note indicates the relative accuracy of Brown-Rozeff and Watts-Griffin time series models of corporate earnings in comparison to Box-Jenkins models. For the situation studied, no one procedure proved superior. This result apparently refutes previous studies. Explanation of this result is offered.