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  Citation Number 22
 Views 61
 Downloands 12
Box-Jenkins Modelleri ile Aylık Döviz Kuru Tahmini Üzerine Bir Uygulama
2003
Journal:  
Kocaeli Üniversitesi Sosyal Bilimler Dergisi
Author:  
Abstract:

Bu çalışmada geleceği tahmin metotlarından Box Jenkins metoduyla döviz kurları üzerinde bir uygulama yapılmıştır. Zaman serileri hakkında genel bilgiler verilmiş, BoxJenkins modelleri incelenmiş ve Box-Jenkins metodunun uygulama safhaları izah edilmiştir. Ocak 1991 ve Aralık 2002 dönemini kapsayan 132 aylık döviz kuru serisi içinuygun tahmin modeli tespit edilmiştir.

Keywords:

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Kocaeli Üniversitesi Sosyal Bilimler Dergisi

Field :   Eğitim Bilimleri; Filoloji; Sosyal, Beşeri ve İdari Bilimler

Journal Type :   Ulusal

Metrics
Article : 402
Cite : 5.083
Quarter
Basic Field of Social, Humanities and Administrative Sciences
Q4
478/520

Basic Field of Educational Sciences
Q4
212/239

Basic Field of Philology
Q4
78/84

Kocaeli Üniversitesi Sosyal Bilimler Dergisi