人民币汇率的动态预测

Development Forecasting of RMB Exchange Rate

人民币汇率作为人民币对外价值的主要体现,它的走势将会影响对外贸易等许多重要宏观经济变量.所以对其未来走势的预测变得更为重要.为克服目前对人民币汇率未来发展预测方法中,用非时变参数模型预测时变参数系统的状态造成的较大预测误差,将时间序列分析与数理统计分析相结合,设计了新的动态预测模型,并获得了相对于传统预测方法较高的预测准确度.该模型为与人民币汇率相似行业的发展预测提供了新思路.

As an major reflect of RMB value, RMB exchange rate influences a lot of important economy variable. Forecasting of RMB exchange rate becomes more significant. In this paper, a new method for RMB exchange rate development forecasting is put forward, which combines time series analysis with mathematical statistics analysis. The forecasting precision has proved to be much higher than that of traditional methods. It is also available to the forecasting of trades akin to RMB exchange rate development.