Date: Thu, 4 Mar 1999 15:07:53 0800
ReplyTo: Ramu Thiagarajan <ramut@MCM.COM>
Sender: "SAS(r) Discussion" <SASL@UGA.CC.UGA.EDU>
From: Ramu Thiagarajan <ramut@MCM.COM>
Subject: decay rates
ContentType: text/plain; charset=usascii
Hello: I am trying to determine the decay rates of profits of
corporations. I have
the timeseries 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
