HIGHLIGHTS
- What: The models are then compared, the best model being the one with the least AIC/BIC or the highest LLF.
- Who: Dennis Cheruiyot Kiplangat from the Department of Statistics and Actuarial Sciences, Dedan Kimathi University of Technology, Kenya have published the paper: Forecasting currency exchange rates using EMD-ARIMA Model, in the Journal: (JOURNAL)
- How: In today`s global economy accuracy in forecasting rates is of much importance to any future investment. rates portray non-linear and non-stationary characteristics hence to address these characteristics this paper proposes a hybrid forecasting model . . .
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