A multivariate time-series prediction model for cash-flow data

Keyphrases

• Accounting Data 25%
• Accrual Accounting 25%
• Accruals 25%
• ARIMA Model 25%
• Cash Flow 100%
• Cash Flow Forecasts 50%
• Common Structure 25%
• Cross-sectional Regression 25%
• Firm-specific 25%
• Flow Data 100%
• Flow Metrics 25%
• Holdout 25%
• Multivariate Time Series Prediction 100%
• Predictive Ability 25%
• Regression Model 25%
• Specific Structure 25%
• Time Series Forecasting Model 100%
• Time Series Regression 25%
• Time-series Properties 25%
• Total Assets 25%

Economics, Econometrics and Finance

• Accruals and Deferrals 16%
• ARMA Model 16%
• Cash Flow 100%
• Profit 33%
• Time Series 100%