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Modeling and forecasting of Philippines' exchange (Philippine Peso to United States Dollar) : a time series analysis / by Mary Roace C. Leaño.

By:

Leaño, Mary Roace C [author]

Contributor(s):

Botin, Paul Vincent E [adviser]

Material type: Text

TextLanguage: English Publication details: Indang, Cavite : 2016. Cavite State University- Main Campus,Description: xi, 44 pages : 28 cm. illustrations ; Content type:

text

Media type:

unmediated

Carrier type:

volume

Subject(s):

DDC classification:

332.4 L47 2016

Online resources:

Click here to view thesis abstract and table of contents

Production credits:

College of Arts and Science (CAS)

Abstract: LEANO, MARY ROACE C. Modeling and Forecasting the Philippines' Exchange Rate (Philippine Peso to United States Dollar): A Time Series Analysis. Undergraduate Thesis. Bachelor of Science in Applied Mathematics. Cavite State University, Indang, Cavite. Adviser: Paul Vincent E. Botin. Exchange rate has a vital role in the country's level of trade, which in turn was very critical in a free market economy. This manuscript focused on the Philippines' exchange rate particularly the exchange of Philippine peso to US dollar. This study was conducted to determine an appropriate mathematical model for the exchange rate from 1945 to 2015. Also, it aimed to forecast the exchange rate in 2016 to 2025. The researcher decided to use time series analysis in order to construct an appropriate mathematical model in predicting the future values. In this research study, it was evident that the trend of the exchange rate of Philippine peso and United States dollar gradually increases. Thus, the highest exchange was recorded in 2004 while 1945 to 1959 recorded the lowest value on the other hand. The researcher then performed the statistical methods of time series analysis. Using the actual data, a mathematical formula was generated to forecast the values of the exchange rate in the succeeding years. The researcher was able to predict the values of average exchange rate in 2016 to 2025. Based on the results, the exchange rate would continue to fluctuate. The researcher concluded that the best time to invest in international investments is in 2021, because in this year, the lowest forecasted value was observed. Also, it is a good year for the government to pay the countries' international debt. These predictions would help the government to decide when to be aggressive in making bigger decisions in monetary.

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Holdings ( 1 )
Title notes ( 5 )

Holdings
Item type	Current library	Collection	Call number	Materials specified	URL	Status	Notes	Date due	Barcode
Theses / Manuscripts	Ladislao N. Diwa Memorial Library Theses Section	Non-fiction	332.4 L47 2016 (Browse shelf(Opens below))		Link to resource	Room use only	T-6310		00011431

Thesis (BS Applied Mathematics) Cavite State University

Includes bibliographical references.

College of Arts and Science (CAS)

LEANO, MARY ROACE C. Modeling and Forecasting the Philippines' Exchange Rate (Philippine Peso to United States Dollar): A Time Series Analysis. Undergraduate Thesis. Bachelor of Science in Applied Mathematics. Cavite State University, Indang, Cavite. Adviser: Paul Vincent E. Botin.
Exchange rate has a vital role in the country's level of trade, which in turn was very critical in a free market economy. This manuscript focused on the Philippines' exchange rate particularly the exchange of Philippine peso to US dollar. This study was conducted to determine an appropriate mathematical model for the exchange rate from
1945 to 2015. Also, it aimed to forecast the exchange rate in 2016 to 2025.
The researcher decided to use time series analysis in order to construct an appropriate mathematical model in predicting the future values. In this research study, it
was evident that the trend of the exchange rate of Philippine peso and United States
dollar gradually increases. Thus, the highest exchange was recorded in 2004 while 1945 to 1959 recorded the lowest value on the other hand. The researcher then performed the
statistical methods of time series analysis. Using the actual data, a mathematical formula
was generated to forecast the values of the exchange rate in the succeeding years. The
researcher was able to predict the values of average exchange rate in 2016 to 2025.
Based on the results, the exchange rate would continue to fluctuate. The
researcher concluded that the best time to invest in international investments is in 2021,
because in this year, the lowest forecasted value was observed. Also, it is a good year for the government to pay the countries' international debt. These predictions would help the government to decide when to be aggressive in making bigger decisions in monetary.

Submitted copy to the University Library. 05/29/2017 T-6310