{"_buckets": {"deposit": "3fefe466-e2ef-48fc-b565-26e4b26fd42f"}, "_deposit": {"created_by": 141, "id": "8053", "owner": "141", "owners": [141], "owners_ext": {"displayname": "", "username": ""}, "pid": {"revision_id": 0, "type": "depid", "value": "8053"}, "status": "published"}, "_oai": {"id": "oai:meral.edu.mm:recid/00008053", "sets": []}, "author_link": [], "item_1583103067471": {"attribute_name": "Title", "attribute_value_mlt": [{"subitem_1551255647225": "TIME SERIES ANALYSIS OF FOREIGN EXCHANGE RATE IN CLMV COUNTRIES", "subitem_1551255648112": "en"}]}, "item_1583103085720": {"attribute_name": "Description", "attribute_value_mlt": [{"interim": "This paper is concerned with the monthly exchange rate between the\nKHR/USD, LAK/USD, MMK/USD and VND/USD. The objectives of this paper is to\ninvestigate the statistical model which models the most appropriate for forecasting of\nforeign exchange rate in CLMV countries and to forecast the future value of foreign\nexchange rate in CLMV countries based on fitted models. In the analysis, the suggested\nmodel is confirmed by following the Box-Jenkins methodology. In this paper, monthly\ndata of foreign exchange rate in CLMV countries from April 2012 to December 2020\nby the International Financial Statistics are studied. After applying Box-Jenkins\nmethodology, the best fitted SARIMA (1, 0, 0) (2, 1, 0)12 model in Cambodia, ARIMA\n(1,2,1) model in Lao, ARIMA (1,1,0) model in Myanmar and ARIMA (0,1,0) model in\nVietnam have been obtained. Finally, forecasting has been made for foreign exchange\nrate in CLMV countries from January 2021 to December 2021. The predicted rate of\nUSD are found that Cambodia will increase from January 2021 to September 2021 and\nthen will decrease from November 2021 to December 2021, Lao will continue to grow\nthe next year, Myanmar will increase the next year and Vietnam will continue to grow\nthe next year. It was found the forecast values fall within the 95% lower and upper\nlimits. Therefore, the ARIMA model is suitable and this model helpful for the\ngovernment functionaries, monetary policymakers, economists and other stakeholders."}]}, "item_1583103108160": {"attribute_name": "Keywords", "attribute_value_mlt": [{"interim": "CLMV countries, ARIMA model, FOREIGN EXCHANGE RATE, TIME SERIES"}]}, "item_1583103120197": {"attribute_name": "Files", "attribute_type": "file", "attribute_value_mlt": [{"accessrole": "open_access", "date": [{"dateType": "Available", "dateValue": "2021-09-13"}], "download_preview_message": "", "file_order": 0, "filename": "EI MOH MOH NYEIN, AS.pdf", "filesize": [{"value": "1.7 MB"}], "format": "application/pdf", "future_date_message": "", "is_thumbnail": false, "licensetype": "license_0", "mimetype": "application/pdf", "size": 1700000.0, "url": {"objectType": "fulltext", "url": "https://meral.edu.mm/record/8053/files/EI MOH MOH NYEIN, AS.pdf"}, "version_id": "aeb8c4a0-aef9-4b58-9164-6032e2d22da5"}]}, "item_1583103233624": {"attribute_name": "Thesis/dissertations", "attribute_value_mlt": [{"subitem_awarding_university": "CO-OPERATIVE UNIVERSITY, SAGAING"}]}, "item_1583105942107": {"attribute_name": "Authors", "attribute_value_mlt": [{"subitem_authors": [{"subitem_authors_fullname": "EI MOH MOH NYEIN"}]}]}, "item_1583108359239": {"attribute_name": "Upload type", "attribute_value_mlt": [{"interim": "Other"}]}, "item_1583108428133": {"attribute_name": "Publication type", "attribute_value_mlt": [{"interim": "Thesis"}]}, "item_1583159729339": {"attribute_name": "Publication date", "attribute_value": "2021-07-01"}, "item_title": "TIME SERIES ANALYSIS OF FOREIGN EXCHANGE RATE IN CLMV COUNTRIES", "item_type_id": "21", "owner": "141", "path": ["1607960099348", "1608035612363"], "permalink_uri": "https://meral.edu.mm/records/8053", "pubdate": {"attribute_name": "PubDate", "attribute_value": "2021-07-01"}, "publish_date": "2021-07-01", "publish_status": "0", "recid": "8053", "relation": {}, "relation_version_is_last": true, "title": ["TIME SERIES ANALYSIS OF FOREIGN EXCHANGE RATE IN CLMV COUNTRIES"], "weko_shared_id": -1}