Browsing 02 Faculty of Engineering by Subject "auto regressive integrated moving average (ARIMA)"

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Sensitivity Analysis of Change of Currency Exchange ARIMA Modeling Parameters between (0,1,1) and (1,1,0) Depending on Economic Policies

Kamal, Rasti Shirzad (Eastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ), 2019)

This thesis contains a literature survey of exchange rates, and forecasting exchange rates by using ARIMA models. The thesis shows that the best forecasting ARIMA parameters are changing in time, looking like the characteristics ...