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Table 3: Predicting results of other exchange rate.

Category USD/JPY USD/AUD Value interval 2007.7.10–2009.7.9 2007.7.10–2009.7.9 The number of training sample 223 268 The number of forecasting sample 50 50 50000 50000 C 30000 5000 The forecasting accuracy of training 80.72% 70.04% sample Forecasting accuracy 62% 60%