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CONSTRUCTING AN EXCHANGE RATE MODEL OF THE LOCAL CURRENCY IN R PROGRAM

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Аннотация

Научная статья посвящена исследованию по выявлению факторов, влияющих на обменный курс национальной валюты в Казахстане с использованием программы R, а также изучению применимости авторегрессионной интегрированной скользящей средней (ARIMA) моделей для построения его прогнозов в краткосрочной перспективе.

Об авторах

N. B. Ussenbayev
University Narxoz
Казахстан


T. B. Akhmetov
University Narxoz
Казахстан


A. O. Agymbai
University of Foreign Languages and Business Career
Казахстан


Y. M. Raushanov
Narxoz University
Казахстан


Список литературы

1. WTO Statistics Database (2016), “Trade Profile. Kazakhstan”, available at: http://stat.wto.org/CountryProfile/WSDBCountryPFView.aspx?Language=S&Country=KZ (Accessed July 2018).

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19. Nwankwo, S. C. (2014) “Autoregressive Integrated Moving Average (ARIMA) Model for Exchange Rate (Naira to Dollar)”, Academic Journal of Interdisciplinary Studies, Vol. 3 No. 4, pp. 429-433.

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23. Hyndman, R., J., George Athanasopoulos, G. (2018) “Lagged Predictors”, Forecasting: Principles and Practice, OTexts, available at: https://otexts.org/fpp2/lagged-predictors.html (Accessed June, 23, 2018)

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Для цитирования:


Ussenbayev N.B., Akhmetov T.B., Agymbai A.O., Raushanov Y.M. CONSTRUCTING AN EXCHANGE RATE MODEL OF THE LOCAL CURRENCY IN R PROGRAM. Central Asian Economic Review. 2018;(4):26-35.

For citation:


Ussenbayev N.B., Akhmetov T.B., Agymbai A.O., Raushanov Y.M. CONSTRUCTING AN EXCHANGE RATE MODEL OF THE LOCAL CURRENCY IN R PROGRAM. Central Asian Economic Review. 2018;(4):26-35.

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