Forecasting with ARMA models
This paper employs the R software in identifying the most suitable ARMA model for forecasting the growth rate of the exchange rate between the US dollar and a unit of the British pound. The data is systematically split into two distinct periods identified as the in-sample period and the out of sampl...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Ümit Hacıoğlu
2021-02-01
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| Series: | International Journal of Research In Business and Social Science |
| Subjects: | |
| Online Access: | https://www.ssbfnet.com/ojs/index.php/ijrbs/article/view/1005 |