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This document presents a forecast of the exchange rate of the US dollar against the Indonesian rupiah. It begins with introductions and background theory. Time series data from June 2009 to May 2019 is analyzed using regression, smoothing, and time series analysis techniques. The best fitting models are regression (Adj R-Sq: 0.8649, MAPE: 0.0579%) and ARIMA (3,1,1) for log-transformed data (AIC: -19634.65, MAPE: 0.0579%). The conclusion is that regression and ARIMA (3,1,1) provide the best forecasts of exch

Author

aliciajeh

Language

EN