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RMB Exchange Rate Forecasting Model Based on Exponential Smoothing and Gray Correlation

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Abstract:

This paper through the establishment of a Holts linear trend exponential smoothing model, make use of SPSS Clementine for 2005-2010 analysis and forecast of RMB against the U.S. dollar exchange rate, the predicted curve is better than the expectations of the prediction accuracy. To further analyze the dynamic changes of the RMB against the U.S. dollar, method of gray correlation factors that affect the exchange rate is used

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Periodical:

Applied Mechanics and Materials (Volumes 401-403)

Pages:

1480-1483

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.401-403.1480

Citation:

Cite this paper

Online since:

September 2013

Authors:

Bing Xiang Liu, Yan Wu, Xiang Cheng

Keywords:

Exponential Smoothing, Gray Correlation, RMB Exchange Rate

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© 2013 Trans Tech Publications Ltd. All Rights Reserved

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References

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