; ESTIMATING THE PHILIPPINE PESO - U.S. DOLLAR DAILY EXCHANGE RATE (2006-2008) USING AUTOREGRESSIVE MOVING AVERAGE (ARMA) MODEL
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ESTIMATING THE PHILIPPINE PESO - U.S. DOLLAR DAILY EXCHANGE RATE (2006-2008) USING AUTOREGRESSIVE MOVING AVERAGE (ARMA) MODEL

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The study has analyzed the trend of the daily exchange rate of Philippine Peso and US Dollars, which exhibited a fluctuating behavior that reverts back to its original values in the previous periods. Daily data from January 2006 up to December 2008 were used. Autoregressive Moving Average (ARMA) Model was used in the estimation. It appeared that the AR (2) model was the appropriate model in studying the daily exchange rates.

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