Yıldıran, Cenk Ufuk; Fettahoæglu, Abdurrahman - In: Cogent Economics & Finance 5 (2017) 1, pp. 1-11
This paper conducts a USDTRY rate forecast by ARIMA method using 3,069 daily observations between the dates of 3 January 2005 and 8 March 2017 and generates both long-term and short-term models. Existing works related to USDTRY rate forecast using ARIMA method generate static models, and none of...