The major indicator that attracts a person to invest in a company is the performance of the firm. Various measures such as ROA, ROE, and Tobin's Q have been tagged on performance. But the traditional and objective measure is the net profit of the company. Using purposive sampling of 25 companies...

In this chapter, a vector subset autoregressive process is fitted using a block modified Choleski decomposition method and a leaps-and-bounds algorithm to attain the best subset autoregression for each size (number of non-zero coefficient matrices). Model selection criteria are then employed to...