Permanent and temporary components of a time series in market analysis and forecasting

Crawford G. Robert Associate Professor of Managerial Economics, Brigham Young University, Provo, Utah, 84604, USA

Geurts D. Michael J. Darwin Gummell Professor of Business Management, Brigham Young University, Provo, Utah, 84604, USA

Rinne J. Heikki Associate Professor of Business Management, Brigham Young University, Provo, Utah, 84604, USA

Abstract

A method of decomposing a time series into a permanent and a temporary component is described in this paper. The methodology is applied to Heinz Catsupmarket share data. The changes in permanent and temporary components of marketshare are related to the changes in the relative price. The results indicate that therelative price explains more of the variation in the permanent component of sales thanin the temporary component of sales.

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Permanent and temporary components of a time series in market analysis and forecasting

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Permanent and temporary components of a time series in market analysis and forecasting

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