曲线拟合法在汇率预测中的应用—— 以人民币对美元为例 Introduction to Non-Linear Trend Projection and Application in Foreign Exchange Rates Forecasting— Case Study of U.S. Dollar / RMB
汇率预测已成为了国际商务预测的一个重要组成部分，本文在参考中外文献的基础上，归纳总结其中的趋势外推方法（曲线拟合法），并以人民币对美元汇率中间价之时间序列作为实证分析对象，结果表明所拟合的曲线模型具有较高的精度和良好的预测效果。其中运用 Excel 电子表格软件及其“规划求解”功能建立和求解模型，具有一定的可行性和科学性，并可对其他方面的经济和商务预测起到借鉴的作用。
【关键词】时间序列分析；趋势外推法；曲线拟合；汇率预测
【Abstract】Foreign exchange rates forecasting has become a major issue for international business. This paper introduces time series analysis (non-linear trend projection) and application in foreign exchange rates forecasting with a case study of U.S. Dollar/RMB. The non-linear trend model was built and solved by using Microsoft Excel and the Solver function; the results show that the non-linear trend model has a high degree of accuracy in predicting.
【Keywords】Time Series Analysis; Trend Extrapolation; Non-Linear Trend Projection; Foreign Exchange Rates Forecasting
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