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Forecasting Foreign Exchange Rate by Using ARIMA Model A Case of VNDUSD Exchange Rate by Daniel Caballero Rosas is a document available to read on EtoBox.
The paper forecasts the VND/USD exchange rate for 2016 using the ARIMA model based on historical data from 2013 to 2015. It demonstrates that the ARIMA model is suitable for short-term exchange rate forecasting in Vietnam, as validated by comparing forecasted results with actual data. The methodology involves a four-step process including model recognition, variable estimation, model testing, and forecasting.
- Author
- Daniel Caballero Rosas
- Language
- EN