Daily Uganda Shilling/United States Dollar Exchange Rates Modeling by Box-Jenkins Techniques

Ette Harrison Etuk; Bazinzi Natamba

Volume 2, Issue 4 , April 2015, , Pages 425-431

Abstract
  A 180-point daily exchange rate series of the Uganda shilling (UGX) and the United States dollar (USD) covering from 25 August 2014 to 20 February 2015 is analyzed by seasonal Box-Jenkins methods. A time-plot of the series shows an upward trend indicating a relative depreciation of the UGX. A seven-day ...  Read More