Currency Exchange Rate Forecasting with ARIMA and STL

July 3, 2014
By

(This article was first published on blog.RDataMining.com, and kindly contributed to R-bloggers)

I have made an example of time series forecasting with R, demonstrating currency exchange rate forecasting with the ARIMA and STL models. The example is easy to understand and follow.

R source files are provided to run the example.

The example was produced with R Markdown. If you want to learn R Markdown, you can try the Rmd source file, which is also provided.

Check the example and source files at http://www.rdatamining.com/examples/time-series-forecasting

forecasting-STL2

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