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Date:         Thu, 4 Mar 1999 15:07:53 -0800
Reply-To:     Ramu Thiagarajan <ramut@MCM.COM>
Sender:       "SAS(r) Discussion" <SAS-L@UGA.CC.UGA.EDU>
From:         Ramu Thiagarajan <ramut@MCM.COM>
Subject:      decay rates
Content-Type: text/plain; charset=us-ascii

Hello: I am trying to determine the decay rates of profits of corporations. I have the time-series of growth rates (15 years of data) and would like to determine how quickly the growth rates decay over time. I suppose I could lag the observations for each firm and figure out from the magnitude of the coefficients, how rapidly the profits are coming down. Other thoughts, statistical techniques? Any suggestions will help.

thanks

--ramu


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