The bets-fit two-component (2-C) model for AMGN is as follows:
AMGN(t)= 0.90DIARY(t-13) – 4.70AB(t) +18.69(t-1990) + 539.7
where DIARY in the index of diary and related products leading the stock price by 13 months, AB is the index of alcoholic beverages leading by 0 months, (t-1990) is the elapsed time.
Figure 1. Observed and predicted share prices, AMGN.
The bets-fit two-component (2-C) model for AMGN is as follows:
ANF(t)= -3.76OFH(t-1) – 2.76TS(t-5) +18.69(t-1990) + 539.7
where OFH in the index of other food at home leading the stock price by 1 month, TS is the index of transportation services leading by 5 months, (t-1990) is the elapsed time.
Figure 2. Observed and predicted share prices, Abercrombie and Fitch.
The bets-fit two-component (2-C) model for Ashland Inc., ASH, is as follows:
ASH(t)= -8.57SEFV(t-2) – 2.29MISS(t-5) +83.36(t-1990) + 1090.6
where SEFV in the index of food away from home leading the stock price by 2 month, MISS is the index of miscellaneous services leading by 5 months, (t-1990) is the elapsed time.
Figure 3. Observed and predicted share prices, Ashland Inc., ASH
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