TY  - JOUR
T1  - TURKISH LIRA EXCHANGE RATE FORECASTING USING TIME SERIES MODELS
AU  - Ashour, Marwan Abdul Hameed
AU  - Al-dahhan, Iman A.h.
PY  - 2020
DA  - September
DO  - 10.18769/ijasos.616040
JF  - IJASOS- International E-journal of Advances in Social Sciences
JO  - IJASOS
PB  - OCERINT International Organization Center of Academic Research
WT  - DergiPark
SN  - 2411-183X
SP  - 294
EP  - 300
VL  - 6
IS  - 16
LA  - en
AB  - Financial markets in any country in the world are one of the most important pillars of the economy. The global financial crisis and the current economic and political situation have impacted the regional and international financial markets. To deal with such financial crises in the business markets, a model is essential to describe and address these phenomena which consider variations over time and characterize a suitable and effective model. The aim of this research is to construct a mathematical model for the time series of the Turkish lira compared to the US Dollar by the ARIMA model and to predict the next period ,and to measure the accuracy and efficiency of the model of prediction adopted using statistical error criteria.
KW  - Time series
KW  - Lira exchange rate prediction
KW  - Financial markets
KW  - ARIMA models
CR  - Rout, Minakhi, Babita Majhi, Ritanjali Majhi, and Ganapati Panda. 2014. “Forecasting of Currency Exchange Rates Using an Adaptive ARMA Model with Differential Evolution Based Training.” Journal of King Saud University-Computer and Information Sciences 26(1): 7–18.
UR  - https://doi.org/10.18769/ijasos.616040
L1  - https://dergipark.org.tr/en/download/article-file/1260255
ER  -