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This paper analyzes the time series behavior of quarterly earnings (operating and net) of a sample of 109 Brazilian listed companies during the period 1995 to 2008. To perform the study, we used five models of earnings forecasting that were p reviously estimated in the international literature, here called common-structure m odels, as well as using the Box end Jenkins (BJ) method to verify the possibility of finding a mod el appropriate to the conditions of the Brazilian market. Empirical evidence is provided showing that only operating earnings can be predicted. It is not possible to apply BJ method to predict net income, as it presents a random behavior, described by a random walk with drift. Also, it is not possible to identify any common-structure ARIMA model for all companies. A model should be identified individually for each company.

Propriedades das Séries Temporais dos Lucros Trimestrais das Empresas Brasileiras Negociadas em Bolsa