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USD/IRR Prediction by ARIMA model and Stochastic Simulation (1403 Hijri Year)

Author

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  • Golmohammadpoor Azar, Kamran

Abstract

در این بررسی با استفاده از داده های میانگین نرخ دلار برای بازه زمانی فروردین 1364 تا بهمن 1402 (برگرفته از سایت بانک مرکزی) و به کارگیری مدل آریما و شبیه سازی تصادفی این نرخ برای سال 1403 پیش بین بینی شده است. نتیجه حاکی از این است که از دی 1403 میانگین نرخ دلار از مقاومت 90000 تومان عبور کرده و در اسفند میانگین حدود 98000 تومان خواهد داشت

Suggested Citation

  • Golmohammadpoor Azar, Kamran, 2024. "USD/IRR Prediction by ARIMA model and Stochastic Simulation (1403 Hijri Year)," MPRA Paper 120711, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:120711
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    More about this item

    Keywords

    ARIMA نرخ دلار / ریال ، مدل;

    JEL classification:

    • E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
    • E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications

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