article Open Access
Impact of exogenous and endogenous variables in time series analysis, exchange rate in turkey as case study
International Journal of Statistics and Applied Mathematics · 2022 · Vol. 7(5) · pp. 10–14
Mohd Adib Ibrahim✉(Yıldız Technical University)Ahmed Alturfi(Yıldız Technical University)
Abstract
This study aimed to investigate the impact of exogenous and endogenous variables in time series Analysis, the study sample consisted of data from 2014 to 2018. The analysis ARIMA, ARIMAX was carried out on exchange rate and interest rate in Turkey during 2014 to 2018 (Monthly data), the results indicated that arimx model explains better the change in dependent variable more than arima model,Also the results are statistically more significant.
Stock Market Forecasting MethodsAutoregressive integrated moving averageTime seriesEconometricsStatisticsSeries (stratigraphy)Exchange rateSample (material)VariablesVariable (mathematics)Mathematics
Citations
1
FWCI
0.17
field-weighted impact
References
10
Percentile
55%
vs. same field & year
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