FORECASTING THE EXCHANGE RATE IN RUSSIA USING THE BOX-JENKINS METHODOLOGY

dc.contributor	Казанский (Приволжский) федеральный университет
dc.contributor.author	Mohammad Ali	ru_RU
dc.contributor.author	Varlamova J.A.	ru_RU
dc.date.accessioned	2020-11-20T14:00:48Z
dc.date.available	2020-11-20T14:00:48Z
dc.date.issued	2020
dc.identifier.uri	https://dspace.kpfu.ru/xmlui/handle/net/159724
dc.description.abstract	This study aims to find a standard model for forecasting the exchange rate of the Russian ruble against the US dollar, using the Box-Jenkins method, as the study relies on daily data issued by the Russian Central Bank from 10/01/2018 to 02/04/2020 using 756 views [1]. The study relied on a descriptive-analytical method. Using the Box-Jenkins methodology, which is based on a study on time series stationary and finding an appropriate model using an ARIMA model, we found that the suggested model for forecasting the exchange rate of the Russian ruble against the US dollar is ARIMA(0, 1, 2).	en_US
dc.relation.ispartofseries	ЭКОНОМИКА В МЕНЯЮЩЕМСЯ МИРЕ	ru_RU
dc.subject	Forecasting	en_US
dc.subject	exchange rate	en_US
dc.subject	Box-Jenkins methodology	en_US
dc.subject	ARIMA models	en_US
dc.title	FORECASTING THE EXCHANGE RATE IN RUSSIA USING THE BOX-JENKINS METHODOLOGY	ru_RU
dc.type	article
dc.identifier.udk	33
dc.description.pages	157-161