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ARIMA (p,d,q) forecasts are basically 'exogenous' and 'unconditional' forecasts. These constitute the 'Adaptive Expectation' for the forecast variables. The forecasting model is constituted through 'adaptation' of all pieces of information contained in the realization of the stochastic variable concerned. Moreover, the forecast model is 'atheoretic' in view of the fact that no economic theory provides any guideline in the construction of such model. The study in chapter- 3 through chapter-7 involves the identification and estimation of ARIMA(p,d,q) models representing the Univariate Stochastic Process for Exchange Rate , ( the local currency price of dollar), series at level in India, Sri Lanka, Pakistan, Bangladesh and Nepal. The estimated ARIMA (p,d,q) models have then been used for generating one-period ahead forecasts for the corresponding Et series. These forecasts, therefore, constitute the 'unconditional Expectations' for Et series in the economy of the countries concerned.