Journals / Kocaeli Üniversitesi Sosyal Bilimler Enstitüsü Dergisi / 2003 / Cilt: 1 Sayı: 6

Box-jenkıns modelleri ile aylık döviz kuru tahmini üzerine bir uygulama

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2020-04-21
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AI Summary & Key Takeaways

AI Insight
⚡ TL;DR(Too Long; Didn't Read)

The most convenient forecast model is determined for the exchange rate series including 132-month period between January 1991 and December 2002.\r\n

📌 3 Key Takeaways

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Objective & Hypothesis:\r\n In this study, Box-Jenkins method of future forecasting processes was applied on the exchange rate.
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Key Findings & Data:General information about time series has been given, Box-Jenkins’ models are analyzed and application stages of Box- Jenkins’ method is explained.
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Conclusion & Impact:The most convenient forecast model is determined for the exchange rate series including 132-month period between January 1991 and December 2002.\r\n
🔬Design:Modeling & Simulation
📍Scope:2002 Verileri
⚙️Variables:Zaman Serileri · Box-Jenkins Modeli · Tahmin

Abstract

\r\n In this study, Box-Jenkins method of future forecasting processes was applied on the exchange rate. General information about time series has been given, Box-Jenkins’ models are analyzed and application stages of Box- Jenkins’ method is explained. The most convenient forecast model is determined for the exchange rate series including 132-month period between January 1991 and December 2002.\r\n

Özet

\r\n Bu çalışmada geleceği tahmin metotlarından Box Jenkins metoduyla döviz kurları üzerinde bir uygulama yapılmıştır. Zaman serileri hakkında genel bilgiler verilmiş, Box- Jenkins modelleri incelenmiş ve Box-Jenkins metodunun uygulama safhaları izah edilmiştir. Ocak 1991 ve Aralık 2002 dönemini kapsayan 132 aylık döviz kuru serisi için en uygun tahmin modeli tespit edilmiştir.\r\n

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Cite This Article

BİRCAN, Y. D. D., KARAGÖZ, Y. D. Y. (2020). Box-jenkıns modelleri ile aylık döviz kuru tahmini üzerine bir uygulama. Kocaeli Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, Cilt: 1 Sayı: 6. https://ajindex.com/articles/1043354

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