This paper presents a decomposition forecast of stock prices using time series of weekly stock price data as implemented in Excel. The following decomposition components are presented, analyzed, and interpreted including a moving average, a trend, a periodic function, and two shock variables...

Business fluctuations can be estimated as the product of perturbations that do not need to be broken down into supply and demand shocks. Joint supply and demand (S&D) shocks can help estimate the cycle in the output gap as well as a cycle in trend output. The model is a univariate trend-cycle...

In this paper, we present a generic approach for checking the consistency between the proclaimed style of a mutual fund and the actual fund composition. We use a method of time series decomposition of stock prices to ascertain whether their inclusion in a particular style of fund is justified....