摘要
新加坡的汇率制度为参考一篮子货币的有管理的浮动汇率制度，但是新加坡金管局会不固定周期地对篮子中的货币和权重进行调整。文章通过聚类技术找出一篮子具有相同货币、相同权重的汇率区间，从而为汇率模型分析打下基础。
The Singapore exchange rate system, a managed floating exchange rate system,is determined with references to a basket of currencies.The monetary authority of Singapore adjusts the kind of currency and the percentage of the currency in basket aperiodically.In order to find exchange rate model,the article fred out exchange rate zone of the same currency and the same percentage of the currency by clustering.
出处
《计算机光盘软件与应用》
2011年第7期34-35,共2页
Computer CD Software and Application
关键词
新加坡元
一篮子货币
最小二乘法
时间序列
凝聚层次聚类
Singapore dollar
A basket of currencies
Least square
Time series,Hierarchical clustering
