Forecasting Exchange Rate of Pakistan Using Time Series Analysis

<table class="table-group" id="tab7"><tr><td><table class="table"><tr><td class="thead-hr" colspan="4"><hr/></td></tr><tr class="thead"><td class="align_left">ARCH-LM (F-statistic)</td><td class="align_center">Obs <i>R</i>-squared</td><td class="align_center">Prob. <i>F</i> (1,1209)</td><td class="align_center">Prob. Chi-square (1)</td></tr><tr><td class="thead-hr" colspan="4"><hr/></td></tr><tr><td class="align_left">21.85163</td><td class="align_center">21.49920</td><td class="align_center">0.000</td><td class="align_center">0.000</td></tr><tr class="table-tr"><td colspan="4"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

<div>ARCH-LM test for the residuals of USD/PKR series.</div>

Mathematical Problems in Engineering

tab7

Table 7

Table 7: Forecasting Exchange Rate of Pakistan Using Time Series Analysis 