ASSOCIATION OF FORECASTING METHODS FOR THE PURPOSE OF INCREASING THE ACCURACY OF FORECAST CURRENCY COURSE
Now the analysis of the behavior of the foreign exchange market serves as the basis for making various economic decisions, such as: investment, currency exchange, storage of capital in foreign currency, etc. This article discusses the methods of forecasting the exchange rate. The main idea is to combine different methods of forecasting in order to improve the accuracy of the forecast. The paper uses three methods: weighted moving average, exponential smoothing and the least squares method, based on which the aggregate forecast is based. The aim of the work is to build a short-term forecast of the exchange rate, based on which the effectiveness of the aggregate forecast is estimated. To solve this problem, the dollar-ruble currency pair was chosen. The study conducted a statistical analysis of the data and predicted future values for the short term. Based on the results of the work, it can be concluded that the aggregate forecast increases the accuracy of the exchange rate forecast.