Application of time series models in forecasting exchange rate
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2013
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Abstract (EN)
ABSTRACT:This thesis will attempt to compare the forecasting performance of alternative forecasting models in relation to exchange rates. The models will be applied will include Naïve, Moving Averages, Simple Exponential Smoothing and Time Series Regression. Forecasting the accuracy of each model will be evaluated by calculating Mean Squared Error of each model based on forecasting errors over the past actual data. Keywords: Exchange Rate, Forecast Accuracy, Naïve, Moving Averages, Simple Exponential Smoothing and Time Series Regression. …………………………………………………………………………………………………………………………
Author
Amin Sokhanvar
How to Cite
Amin Sokhanvar (Master Thesis). Application of time series models in forecasting exchange rate, 2013, Eastern Mediterranean University.
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