基於 ETS 方法的 USD to MNT 貨幣匯率預測

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Title:	基於 ETS 方法的 USD to MNT 貨幣匯率預測 The USD to MNT currency exchange rate forecasting based on Exponential Smoothing methods
Authors:	SAINJARGAL, ENKHTUUL SAINJARGAL, ENKHTUUL
Contributors:	經營管理學系
Keywords:	預測;簡單 ETS;雙 ETS;Holt-Winters 加法 ETS;Holt-Winters 乘法 ETS Forecasting;Simple ETS;Double ETS;Holt-Winters Additive ETS;Holt-Winters Multiplicative ETS
Date:	2021-07-12
Issue Date:	2022-10-31 05:37:46 (UTC+0)
Publisher:	亞洲大學
Abstract:	目的:本研究旨在預測、分析和評估蒙古圖格里克對美元的波動。本研究的目的如下： (1) 識別影響國際匯率的因素；（2）確定影響蒙古國匯率的因素； (3) 研究匯率預測的確定方法和理論模型。方法:本研究將通過蒙古中央銀行或蒙古統計信息服務中心 2017 年 1 月至 2021 年 4 月的數據，基於指數平滑法 (ETS) 預測未來八個月的美元/蒙古國匯率。數據分析將使用 EViews 11 SV(x64) 執行。研究局限:首先是第 1-3 章存在一些局限；很少有研究將蒙古的匯率與其他國家的匯率進行比較。第二個限制是難以在互聯網上訪問有關蒙古匯率和經濟的最新量化和歷史數據。 Purpose – This study aims to forecast, analyze, and evaluate the Mongolian tugrik fluctuation against the US dollar. The objective of this study follows; (1) Identify the factors that impact the international exchange rate; (2) Identify the factors that impact the exchange rate in Mongolia; (3) Investigate determining methods and theoretical models for forecasting exchange rates.Methodology – This study will forecast the USD/MNT exchange rate next eight months based on Exponential Smoothing Methods (ETS) through data from The Central Bank of Mongolia or Mongolian Statistical Information Service from 2017 January to 2021 April. Data analysis will perform with EViews 11 SV(x64).Research Limitations – The first is that there are some limitations in Chapters 1-3; few studies are comparing the exchange rate of Mongolia with the exchange rates of other countries.The second limitation was the difficulty accessing the latest updated quantitative and historical data on Mongolia's exchange rate and economy on the Internet.
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