Time series analysis in forecasting (using the example of the dollar-ruble exchange rate)

this article analyzes the time series of the dollar exchange rate - this is the process of studying changes in the dollar exchange rate against the ruble in a certain period of time. The relevance of the topic is due to the economic importance of the dollar, as it is the key reserve currency of many countries and has a huge impact on the global economy. Also, forecasts based on the study of the dollar’s variation series allow investors to make informed decisions about the allocation of capital. By calculating the autocorrelation of the 1st and 2nd order, the author found out the dependence of the current levels of the series on the immediately preceding levels. And based on other econometric indicators and auxiliary calculations, conclusions were drawn whether there is a linear trend in the time series being studied and whether seasonality affects it.