ACADSTAFF UGM
| Title | : | An Empirical Comparative Forecast Accuracy of Exponential Smoothing and Nonlinear Autoregressive Models on Six Major Rates |
| Author | : |
Dr. Agus Sihabuddin, S.Si., M.Kom. (1) |
| Date | : | 2017 |
| Keyword | : | forecast, exponentian smoothing, nonlinear auto regressive forecast, exponentian smoothing, nonlinear auto regressive |
| Abstract | : | The usefulness of exchange rates forecasting accuracy is very important. It motivates the development of different forecasting methods with varying accuracy results. In this study, an empirical comparative forecast accuracy among major exchange rates is carried using exponential smoothing (ES) and nonlinear autoregressive (NAR). The major exchange rates with monthly data from January 1975 until April 2014 are USDAUD, USDCAD, USDJPY, USDGBP, USDEUR, and USDCHF. The forecasting performance was evaluated using two popular measures: directional statistics and mean square error. |
| Group of Knowledge | : | Ilmu Komputer |
| Original Language | : | English |
| Level | : | Internasional |
| Status | : |
Published
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| No | Title | Action |
|---|---|---|
| 1 |
An_Empirical_Comparative_Forecast_Accura.pdf
Document Type :
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