摘要
将自适应变系数EV模型在计算机模拟实验的基础上推广到人民币汇率应用中,并利用该模型对人民币美元汇率的月度数据进行拟合预测.实证研究结果表明:自适应变系数EV模型的拟合效果优于FAR模型、AFAR模型的拟合效果,其预测精度也是这几种模型中最优的,可以为研究人民币美元汇率今后的趋势提供帮助.
The adaptive variable coefficients EV model on the basis of computer simulation ex-periment to the RMB exchange rate applications ,the monthly RMB exchange rate is fitted and predicted by using this model .The empirical results show that adaptive variable coeffi-cients EV model was used for data fitting and forecasting precision is superior to the FAR model and AFAR model ,so this model can offer help for the trends of RMB/USD exchange rate .
出处
《陕西科技大学学报（自然科学版）》
2014年第2期164-168,共5页
Journal of Shaanxi University of Science & Technology
基金
国家自然科学基金项目(51379172)
