Altın yatırımında gelecek planlamaların yapılabilmesi için gerekli olan en önemli adımlardan biri gelecek dönemlerdeki fiyatların tahmin edilmesidir. Buradan yola çıkılarak bu çalışmada Türkiye’nin gelecek dönemlerindeki altın fiyatlarının tahmin edilmesi amaçlanmıştır. Bu amaç doğrultusunda zaman serisi yöntemlerinden ARIMA (Autoregressive Integrated Moving Average), Holt-Winters (Toplamsal ve Çarpımsal modeller), Basit Üssel Düzeltim ve Holt Doğrusal Trend kullanılmıştır. Bu yöntemler ile yapılan tahmin analiz sonuçları da tahmin değerlendirme kriterlerinden RMSE (Root Mean Squared Error) ve Sum of Squared Residuals (SSR) temelinde kıyaslanmıştır. En iyi yöntemle (ARIMA) yapılan tahmin analizleri gerçekleştirildiğinde altın fiyatlarının 2020 yılı içinde de artarak devam edeceği tespit edilmiştir.
One of the most important steps needed to make future plans in gold investment is to predict prices in future periods. This study is aimed at predicting the price of gold in Turkey in the future. For this purpose, time-series methods have been used by ARIMA (Autoregressive Integrated Moving Average), Holt-Winters (Social and Transversal Models), Simple Basic Adjustment and Holt True Trend. The estimated analysis results are also compared on the basis of the estimated assessment criteria RMSE (Root Mean Squared Error) and Sum of Squared Residuals (SSR). When the best method (ARIMA) forecast analysis is carried out, gold prices will continue to rise in 2020.
One of the most important steps required for future planning in gold investment is being forecasted the prices in the future periods. Starting from here, it was aimed to be forecasted Cumhuriyet gold prices of Turkey in the future. For this purpose, ARIMA (Autoregressive Integrated Moving Average), Holt-Winters (Additive and Multiplicative models), Simple Exponential Correction and Holt Linear Trend from time series methods were used. Forecasting analysis results that were made with these methods were also compared on the basis of RMSE (Root Mean Squared Error) and Sum of Squared Residuals (SSR), which are the forecast evaluation criteria. According to the basic criteria, ARIMA was determined to be the best performing method. In the forecast analysis made with the established ARIMA model, it was forecasted that Cumhuriyet gold prices will continue to increase in the first six months of 2021.
Alan : Filoloji; İlahiyat; Sosyal, Beşeri ve İdari Bilimler
Dergi Türü : Ulusal
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