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      • Theses - Department of Management
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      Forecasting the foreign currency prices using the Box Jenkins approach

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      Author(s)
      İnan, Belgin
      Advisor
      Yeldan, Dilek
      Date
      1989
      Publisher
      Bilkent University
      Language
      English
      Type
      Thesis
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      Abstract
      In this thesis, the Box Jenkins approach is applied to forecast the future prices of foreign currencies, American Dollar and German Mark, in Turkey’s Black Market using available observations made between the years 1985-1988. The forecasts obtained from this approach are compared to the real available observations. The results show that the Box Jenkins approach is not accurate enough in this case because of the large mean absolute deviation between the forecasted and the observed values of these currencies due to the significant residuals generated in the diagnostic checking stage.
      Keywords
      E’orecast:ing
      foreign currency
      Box Jenkins
      Permalink
      http://hdl.handle.net/11693/17234
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      • Dept. of Management - Master's degree 318
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