Empirical identification of typological trajectories of the time-series dynamics
Автор: Kryukov P.A., Kryukova V.V.
Журнал: Форум молодых ученых @forum-nauka
Статья в выпуске: 6-2 (22), 2018 года.
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The article describes the main statistical criteria for checking the time series for the presence of a trend. An empirical test of the dynamics of the exchange rate behavior on the hourly data is performed on the example of the time series of the EUR/USD exchange rate. The author's method of empirical identification of typological trajectories of the exchange rate dynamics is proposed. The results that can be used to build a forecast model of the exchange rate are presented.
Criteria, exchange rate, dynamics, trend, method
Короткий адрес: https://sciup.org/140283467
IDR: 140283467