Impact of exogenous and endogenous variables in time series analysis, exchange rate in turkey as case study
Author(s): Mohammad Ibrahim and Ahmed Alturfi
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.
Mohammad Ibrahim, Ahmed Alturfi. Impact of exogenous and endogenous variables in time series analysis, exchange rate in turkey as case study. Int J Stat Appl Math 2022;7(5):10-14. DOI: 10.22271/maths.2022.v7.i5a.874
