本次香港代写主要为计量经济相关的assignment
FIN B373F Applied Econometrics and Financial Forecasting Assignment
介绍
汇率是一国货币的汇率，以该国货币表示
另外一个国家。在系统中，它可以提供和
对特定货币相对于其他货币的需求。此外，汇率
以央行等金融活动的重大影响为导向
机制。 …
文献评论
时间序列预测是一种依赖于历史数据序列的模型。 …
数据
数据摘自一个全球市场研究数据库网站，该网站提供了大量
来自200多个国家的数据。 …
方法
本文以自回归综合移动平均（ARIMA）模型为主要研究对象。
方法。 Jenkins 和 Box (1976) 引入的 ARIMA 模型，其中包括
自回归移动平均参数与模型公式的差异。 …
第 1 步：修复测试
如上所述，该模型由三部分构成…
第 2 步：确定模型的顺序
完成平稳性检验后，我们将使用自相关函数（ACF）和偏
相关函数 (PACF) 用于定义 p 和 q 的参数。 …
我们还将使用信息标准来确定模型的顺序…
第 3 步：估计模型的参数
我们使用最小二乘法来估计模型的参数
第 4 步：诊断检查
这一步的目的是检查ARIMA模型的误差项应该是白噪声
扰动项，如果是，则存在ARIMA模型的相干性……
第 5 步：预测
在我们完成步骤 4 中的测试并找到合适的模型后，我们可以预测…
Introduction
The exchange rate is the currency rate of one country express in terms of the currency of
another country. In the system, it can set by the foreign exchange market over the supply and
demand for the particular currency in relation to other currencies. In addition, the exchange rate
is guided by the significant impact of the activities of central banks and other financial
institutions. …
Literature Review
Time series forecasting is the model which relies on historical data series. …
Data
The data is extracted from a global market research database website providing substantial
data from over 200 countries. …
Methodology
In this paper, Autoregressive integrated moving average (ARIMA) model is used as the main
methodology. ARIMA model introduced by Jenkins and Box (1976), it includes the
autoregressive moving average parameters and differencing in the formulation of this model. …
Step 1: Stationary test
As mentioned above, the model constructed by three parts …
Step 2: Identifying the order of the model
After finish the stationary test, we will use the autocorrelation function (ACF) and the partial
correlation function (PACF) to define the parameters of p and q. …
We will also use information criteria to determine the order the model …
Step 3: Estimating the parameters of the model
We use least squares to estimate the parameters of the model
Step 4: Diagnostic checking
The objective of this step is to check the error terms of ARIMA model should be white noise
disturbance terms, if it is, there is the coherence of ARIMA model….
Step 5: Forecasting
After we finish the test in step 4 and find the suitable model, we can forecast …