About this document
SARIMA for Currency Exchange Forecasting by Liviu is a document available to read on EtoBox.
The document discusses using a SARIMA model to forecast currency exchange rates between the Indian Rupee (INR) and US Dollar (USD). It involves: 1) Reading historical weekly exchange rate data between 2003-2023. 2) Analyzing conversion rate trends over time using line and bar charts. 3) Performing seasonal decomposition to identify patterns. 4) Using the auto_arima function to identify the SARIMA (p,d,q) parameters and building a SARIMA model. 5) Making predictions for future exchange rates based
- Author
- Liviu
- Language
- EN