Forecasting USDTRY rate by ARIMA method

This paper conducts a USDTRY rate forecast by ARIMA method using 3,069 daily observations between the dates of 3 January 2005 and 8 March 2017 and generates both long-term and short-term models. Existing works related to USDTRY rate forecast using ARIMA method generate static models, and none of the...

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Bibliographic Details
Main Authors: Cenk Ufuk Yıldıran, Abdurrahman Fettahoğlu
Format: Article
Published: Taylor & Francis Group 2017-01-01
Series:Cogent Economics & Finance
Online Access: