Somoni Forecast

Not for Invesment, Informational Purposes Only

Summary of Yesterday

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Statistical Measures

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Trend

Overall Trend

Looking at the provided dataset, it can be seen that the exchange rate of TJS is generally decreasing over time. It started off around the value of 0.12538 and after numerous fluctuations, ended at 0.12518. This represents a decrease in the exchange, even though the change is not very significant.

Seasonality or Recurring Patterns

  • Through an analysis of the time series data, there does not seem to be any notable seasonality or recurring patterns in the change of exchange rates. The data potentially needs to be analyzed with a longer-term perspective or at different aggregated levels (weekly, monthly) for patterns to emerge.

Outliers

From this time-series dataset, there do not appear to be any significant outliers. The exchange rate consistently fluctuates within a relatively tight range, indicating that market conditions remained fairly stable during this period.

These conclusions are sensitive to the data input, and if external factors such as market opening/closing hours, weekends/holidays, or the release of key financial news were taken into account, the analysis outcome could be different. This analysis also does not provide any forecast for future rates, but merely an interpretation of the historical data.

Summary of Yesterday

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Statistical Measures

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Trend

Analysis of Exchange Rate Time Series

Looking at the data, the first step in our analysis is to understand the overall trend of the exchange rates. This involves looking at whether the rates generally increase, stay stable, or decrease over the period shown. At initial glance, it seems that the rate fluctuates within a relatively narrow range (0.12516 to 0.12588). However, there is a noticeable dip and then rise around the 12-hour mark. This could suggest both a general trend and potential evidence of seasonality.

Overall Trend of the Exchange Rates

From the data, the overall trend in the value does not show a noticeable increase or decrease. Instead, the exchange rate appears to be fairly stable, with small fluctuations indicating marginal changes rather than a significant trend in one direction or another. This concludes that overall, the exchange rate has been quite stable within a specific range. However, careful analysis of the given periods, especially the high-frequency ones, might reveal some subtle intra-day trends. It will require a more sophisticated approach to accurately detect and quantify these changes.

Seasonality in the Exchange Rates

The data does not show a clear and strong seasonal pattern in the exchange rate. There isn't a noticeable repeating pattern at the same time each day. However, a slight dip and a rise around the 12-hour mark could indicate some form of daily seasonality, potentially linked to the opening and closing of specific markets. Yet, the pattern isn't strong enough to be considered a notable recurring set pattern. Thus, further analysis with additional data might be required to investigate this.

Outliers in the Exchange Rates

An outlier is a data point that varies significantly from other observations. From the data, no clear outliers are detectable where the exchange rate differs significantly from the expected value based on the trend or seasonality. All values generally lie within the same approximate range, so it's unlikely that there are any values that could be considered outliers.

Ultimately, while these observations provide a starting point, they should be supplemented with more sophisticated statistical tools and models to provide a comprehensive analysis of these time series data.

Summary of Yesterday

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Statistical Measures

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Trend

Overall Trend of Exchange Rates

From a broad perspective, the exchange rates seem to show a mild increase throughout the time series data. Initially, the rate starts from 0.1252 and sees minute changes until it slowly grows towards intervals of 0.1256 and 0.12567 towards the end of the data set. However, it's important to note the fluctuations are quite subtle, indicating the exchange rate's general stability.

Seasonality or Recurring Patterns

Within the confines of the data provided, there is no clear evidence of seasonality in the exchange rates. Even though there are cycles of slight increases and decreases in the rate, they don't seem to adhere to a specific, recurring pattern in the given duration. More historical data would be needed to see if any seasonality exists over a larger interval such as monthly, quarterly, or yearly.

Outliers or Significant Variations

Given the granularity of the data and relative stability of the exchange rate, there are no significant outliers identified in this data set. However, around timestamp "2024-04-23 06:20:02," there is a slightly prominent hike from a value of 0.12527 to 0.12554. Then, there is an unusual increase around "2024-04-23 20:05:02" where the rate jumps from 0.12511 to 0.1256. While this increase doesn't represent a significant outlier, it does stand out within the generally consistent data.

Summary of Last Month

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Statistical Measures

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Trend

1. Overall Trend of the Exchange Rates

Reviewing the data provided, it's observed that the exchange rates seem to remain relatively stable throughout the date. The rate starts around 0.12573, peaking at 0.12583, dropping to a low point around 0.12490, and then rising slightly to end at around 0.12520. This indicates that the overall trend of the exchange rates was fairly stable, with minor fluctuations observed throughout the day.

2. Seasonality or Recurring Patterns

In time-series analysis, seasonality is a key concept. However, in the provided data, no distinct seasonal or recurring patterns are immediately identifiable. The exchange rates fluctuate within a small range throughout the date, without displaying any clear repetitive patterns or predictable variations at regular intervals.

3. Outliers in the Exchange Rates

An outlier in time-series data is a data point that varies significantly from the pattern shown by the rest of the data. Looking at the provided exchange rate data, two such potential outliers might be the lowest value around 0.12490 and the highest value around 0.12583. Other than these insights, the exchange rate seems to adhere to a pattern of minor and gradual fluctuations rather than sharp, abrupt changes.

It's important to keep in mind that these interpretations are based on the data provided, and additional data might reveal longer-term trends, patterns or outliers that are not apparent from this single date's data alone.

Summary of Last Week

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Statistical Measures

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Trend

Understanding the overall trend of the exchange rates

Looking at the dataset, from March 22, 2024 to April 19, 2024, the overall trend of the exchange rate in this period appears to be increasing. This is indicated by an increment in the TJS exchange rate from 0.12377 to 0.12577. There is some fluctuation along the way, but the general trend leans towards an increment. It's important to note that this is an overall view and short term micro trends can still involve both increasing and decreasing periods.

Identifying any seasonality or recurring patterns in the changes of exchange rates

From the provided data, there seem to be no strong recurring patterns that can be readily identified. The exchange rate data does not appear to follow a consistent oscillatory pattern that might suggest seasonality within the span of a day or over the course of the week. This, however, does not exclude the possibility of non-obvious, intricate patterns that may require more sophisticated, time series decomposition analyses to recognize.

Noting any outliers, or instances where the exchange rate differs significantly from what would be expected based on the trend or seasonality

Given the upward trend mentioned earlier, there are instances where the exchange rate drops and these could be considered as outliers. Some of these unusual drops are observed on April 3, 2024, from 0.12424 to 0.12342, then April 11, 2024, from 0.12489 to 0.12355, and finally on April 18, 2024, from 0.12630 to 0.12576. While these instances can be considered as potential outliers, the fact that similar drops are observed on several occasions might suggest that they are part of a larger pattern that is not captured by simple linear analysis.

Summary of Yesterday

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Statistical Measures

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Trend

Understanding the overall trend

From the information provided in the data, the TJS exchange rate has undergone a slight increase over the period from 2024-04-15 to 2024-04-19. The rate started at 0.1257 at the beginning of the dataset and ended at 0.12577 near the end of the dataset. It's noteworthy that there were fluctuations within this time period, with some notable peaks and dips.

Identifying Seasonality

It's difficult to analyze seasonality due to the short time-frame in the dataset. Normally, seasonality would require longer-term data ranging over several months or years to point out any reoccurring patterns that align with specific seasons of the year. There might be daily patterns or changes during validation hours, but this may require a more detailed within-day analysis.

Noting the Outliers

There are few significant outliers in this dataset. One instance is where the data peaked at 0.12653 and reached its lowest point at 0.12522. These instances might suggest possible external influences or market events causing these fluctuations. However, these outliers do not significantly deviate from the overall trend and do not seem to disrupt the general stability of the TJS exchange rate.

Please note that for a more accurate and comprehensive analysis, it would be best to utilize a larger dataset spanning a more extended time frame. This would allow for more valid detection of trends, seasonality, and outliers.

Summary of Yesterday

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  • Difference of Daily High & Low:

Statistical Measures

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  • Standard Deviation:

Trend

Overall Trend of the Exchange Rates

The dataset provided covers exchange rate data for a short duration on 19th April 2024. A quick overview of the data shows that the exchange rate trend fluctuates over time. The exchange rate begins at 0.12551 and ends at 0.12586, indicating a small overall increase during this period. However, during this period, the rates do not follow a strictly increasing or decreasing trend and have several variations, suggesting the presence of different forces influencing these rates.

Identifying Seasonality or Recurring Patterns

Given the limited timestamp range in the data, it is challenging to establish any clear seasonality or recurring patterns in the exchange rates. The dataset shows intraday rates for a single day, which may not be sufficiently long for identifying precise daily patterns or seasonal trends that may exist on a weekly, monthly, or yearly basis.

However, broadly between 06:25:02 to 06:35:02, and between 11:35:03 to 13:40:03, there seem to be tiny spikes. Nevertheless, to ascertain if this is a recurrent pattern, data spanning across multiple days or same time-frames would be needed.

Noting Any Outliers

In terms of outliers, one prominent spike appears at 06:25:02, where the exchange rate jumps from 0.12542 to 0.12602. This instance represents a significant deviation from the flanking exchange rates both before and after this timestamp. It is considerably higher than the trends surrounding it. This rate, and the immediate rates following it, can be counted as outliers in this exchange rate dataset.

Disclaimer

Please note that this analysis is based purely on the timestamped exchange rate values provided in the dataset, without considering external market factors or specific financial news or events. For a more accurate and comprehensive analysis, such factors should be taken into account. Also, due to the timestamp range limitations, the detection of any seasonality or recurring patterns may not be definitive in nature.

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