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A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA)
Muhammad, A., Ahmad, N. & Dos-Santos, M. J. P. L. (2020). Forecast foreign exchange rate: the case study of PKR/USD. Mediterranean Journal of Social Sciences. 11 (4), 129-137
Exportar Referência (IEEE)
M. Asadullah et al.,  "Forecast foreign exchange rate: the case study of PKR/USD", in Mediterranean Journal of Social Sciences, vol. 11, no. 4, pp. 129-137, 2020
Exportar BibTeX
@article{asadullah2020_1713553723422,
	author = "Muhammad, A. and Ahmad, N. and Dos-Santos, M. J. P. L.",
	title = "Forecast foreign exchange rate: the case study of PKR/USD",
	journal = "Mediterranean Journal of Social Sciences",
	year = "2020",
	volume = "11",
	number = "4",
	doi = "10.36941/mjss-2020-0048",
	pages = "129-137",
	url = "http://www.richtmann.org/journal/index.php/mjss/article/view/12189"
}
Exportar RIS
TY  - JOUR
TI  - Forecast foreign exchange rate: the case study of PKR/USD
T2  - Mediterranean Journal of Social Sciences
VL  - 11
IS  - 4
AU  - Muhammad, A.
AU  - Ahmad, N.
AU  - Dos-Santos, M. J. P. L.
PY  - 2020
SP  - 129-137
SN  - 2039-9340
DO  - 10.36941/mjss-2020-0048
UR  - http://www.richtmann.org/journal/index.php/mjss/article/view/12189
AB  - The main aim of this paper is to forecast the future values of the exchange rate of the USD. Dollar (USD) and Pakistani Rupee (PR). For this purpose was used the ARIMA model to forecast the future exchange rates, because the time series was stationary at first difference.  Data reported to five years ranging from the first day of April 2014 to 31st March 2019. The results proved that ARIMA (1,1,9) is the most suitable model to forecast the exchange rate. The difference between the forecasted values and actual values are less than 1%; therefore, it was found that the ARIMA is robust and this model will be helpful for the government functionaries, monetary policymakers, economists and other stakeholders to identify and forecast the future trend of the exchange rate and make their policies accordingly.
ER  -