Investment Forecasting with Multivariate Linear Regression in the Construction Industry of Pakistan

Mehdi, Masood (2021): Investment Forecasting with Multivariate Linear Regression in the Construction Industry of Pakistan.

Abstract

This study is about the investment forecasting in the construction industry of Pakistan. The main task of this study is to identify the key variables, which are responsible for the changes in the investment scenario in this sector. A research done by Sir John Thomson, is taken as the plate form on with I m going to workout my thesis. He research on the investment forecasting with the multivariate linear regression. I used the same mathematical method, which he mentioned in his research. His work is also mentioned in the appendix.

The main tool, which is used for the forecasting, is regression and a model is been formed by this technique. Four variables are selected which are GNP, GFCF, Whole Sale rate of building material, Year Effect and the effect of previous year growth. The model, which is generated, is as follows.

Y= -669.038 + 0.05324x1 – 0.131x2 – 1.609x3 + 0.521x4 – 29.908x5

The interpretation and further description is mentioned in the thesis.

The forecasting of the growth of construction is showing progress in the coming years.

• Item Type: MPRA Paper
• Language: English
• Keywords: Investment Forecasting
• Subjects: G - Financial Economics > G1 - General Financial Markets

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