An analysis of the accuracy of long-term earnings predictions

Keyphrases

• Autoregressive Integrated Moving Average (ARIMA) 100%
• Earnings Prediction 100%
• Long-term Earnings 100%
• Firm-specific 75%
• Annual Earnings 75%
• Earnings per Share 75%
• Time Series Model 50%
• Predictive Ability 25%
• Earnings Persistence 25%
• Holdout 25%
• Prediction Model 25%
• Firm Size 25%
• Quarterly Earnings 25%
• Forecast Error 25%
• Earnings Forecast Accuracy 25%
• Mean Absolute Percentage Error 25%
• Valuation Models 25%
• Common Structure 25%
• Extraordinary Items 25%
• Abnormal Earnings 25%
• Mean Analysis 25%

Economics, Econometrics and Finance

• Profit 100%
• ARMA Model 50%
• Time Series 25%
• Firm Size 12%
• Earnings Announcement 12%

Agricultural and Biological Sciences

• Annuals 100%