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  • Forecasting the Profitability of the Company in the Field of Electronic Equipment within the Framework of Strategic Planning

Forecasting the Profitability of the Company in the Field of Electronic Equipment within the Framework of Strategic Planning

Student: Alekhina Yulia

Supervisor: Nerses Khachatryan

Faculty: Graduate School of Business

Educational Programme: Business Informatics (Master)

Year of Graduation: 2016

In this work the main task if to develope an econometric model for forecasting the profitability of the company “Pioneer” within the strategic planning activity. To achieve that goal there is a need to find the economic factors that affect the demand of Pioneer products, to explore various time series models, to assess the quality of each model, compare them with each other and to make a retrospective forecast for the best model. Thus, in the theoretical part of this work there is a broad overview of domestic and foreign literature for the optimal development of predictive algorithm, a correctly identifying independent factors and consideration of various range of models for time series forecasting. Meanwhile, the practical part of the thesis consists of time series definition, its methods of analysis, construction of various econometric models by using the software Eviews 8.0. That software product allows us to compare different econometric models such as autoregression, moving average, autoregression and moving average, integrated model of autoregression-moving average, model autoregressive and distributed lag and a model of vector autoregression, which was proved to be the most meaningful and accurate, and it was decided to build a forecast of profitability on the base of vector autoregression model.

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