• Dr. Shyam Charan Barma

This paper presents the results of investigation into the nature of the Exchange Rate variations over the period 2012:I to 2022:XI in the economy of Europe, England and Singapore. Monthly Exchange Rate are found to be I(1) variables. This paper models the ARIMA(p,d,q) structures monthly exchange rates of EUR/IND POUND/IND and SGD/IND, exchange rates and compares the actual data with derived relevant ARIMA(p,d,q) forecasts on the basis using time series analysis over the period from 2012.I to 2022:XI. The official monthly data collected from International Financial Statistics(IMF) are used for present study. The accuracy of the forecast is also examined with relevant statistical measures.

Stationarity, ADF Test, Ordinary Least Square ACF, PACF Box-Jenkins Methodology White Noice Forecast Errors, Mean Absolute Error, Mean Absolute Percentage Error, Root Mean Square Error, ARIMA .

"Forecasting INR Exchange Rates Using ARIMA: A Comparative Study with Euro, Pound, and Singapore Dollar", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.12, Issue 7, page no.g69-g76, July-2025, Available :http://www.jetir.org/papers/JETIR2507618.pdf

"Forecasting INR Exchange Rates Using ARIMA: A Comparative Study with Euro, Pound, and Singapore Dollar", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.12, Issue 7, page no. ppg69-g76, July-2025, Available at : http://www.jetir.org/papers/JETIR2507618.pdf