[R-SIG-Finance] forecasting earnings, sales and gross margin of a company...

[Michael]

Hi all,

I am playing with some companies' balance sheets and income statements
and want to apply what I've just learned from Stats class to see if I
can forecast the companies earnings, sales and gross margin in the
short term (3rd and 4th Quarter), mid-term (2009) and long term (2011,
etc. )

I pulled up some data from companies' financial statements over the
past a few years. The companies are techs so don't have long history.
And given regime switching and big changes in the macro condition, I
think long historical data have no use any way... so I have quarterly
and annual data... and I probably need some other time series, for
example the GDP, interest rate, consumer spending, etc.

How do I forecast the performance of the firms using R? I don't have
much experience yet, for example, I probably have to de-trend the
timeseries first, and then do some seasonality adjustment, etc. but I
think it's very fun. Are there good hands-on tutorials about how to do
these things in R, with realistic examples?

Thanks a lot!