Forecasting of Singapore’s official foreign exchange reserves

2025

Forecasting of Singapore’s official foreign exchange reserves

For this econometrics project, I leveraged time series analysis to forecast the official foreign exchange reserves of Singapore using monthly data from the Monetary Authority of Singapore (MAS). This work explores the real-world application of ARIMA modeling techniques to predict future values of a critical macroeconomic indicator. The forecasts provide insights valuable to policymakers, demonstrating how data-driven approaches can inform economic decision-making and highlight Singapore’s ability to respond to global financial volatility