This project focuses on the time series analysis of USD to INR currency conversion rates and predicting the future rates using different forecasting models. It then compares the accuracies of the models to determine the best one.
The dataset was obtained from Investing.com for the years 2009-2019 (https://www.investing.com/currencies/usd-inr-historical-data). It contains 3958 observations and 6 different attributes. The 'Price' column was used for the analysis.
The best model was chosen based on comparing the average training and testing set accuracies for each model and choosing the one which worked the best in most cases.
- R
- fpp
- fpp2
- data.table
- ggplot2