Forecasting the foreign currency prices using the Box Jenkins approach

Date

1989

Editor(s)

Advisor

Yeldan, Dilek

Supervisor

Co-Advisor

Co-Supervisor

Instructor

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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.

Source Title

Publisher

Course

Other identifiers

Book Title

Degree Discipline

Business Administration

Degree Level

Master's

Degree Name

MBA (Master of Business Administration)

Citation

Published Version (Please cite this version)

Language

English

Type