Yen-vs-US-Dollar
PublicPython-written project that utilizes Time Series analysis, along with a Linear Regression model, to forecast the price of the Japanese Yen vs. the US Dollar. ARMA, ARIMA, and GARCH forecasting models included, as well as decomposition using the Hodrick-Prescott filter. In-Sample and Out-of-Sample performance metrics used to evaluate Linear Regression model.
arima-modelarmacurrenciesfinancial-modelingforecasting-modelsgarch-modelhodrick-prescott-filterlinear-regressionmetricspandas
Creat：2020-11-24T05:31:30
Update：2024-04-15T03:31:13
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