oil: Crude Oil Data.
In dynmix: Estimation of Dynamic Finite Mixtures
oil R Documentation
Crude Oil Data.
Description
Selected data from oil market.
Usage
data(oil)
Format
oil is matrix object such that columnwise are
WTI – WTI spot price in USD per barrel
MSCI – MSCI World Index
TB3MS – U.S. 3-month treasury bill secondary market rate
TWEXM – Trade weighted U.S. dollar index (Mar, 1973 = 100)
PROD – U.S. product supplied for crude oil and petroleum products in thousands of barrels
Details
The data are in monthly frequency. They cover the period between Feb, 1990 and Dec, 2016. MSCI, TB3MS, TWEXM and PROD are lagged one period back.
Source
The data are provided by Federal Reserve Bank of St. Louis, MSCI and U.S. Energy Information Administration.
https://www.msci.com/end-of-day-data-search
Examples
data(oil)
dynmix documentation built on July 9, 2023, 7:22 p.m.
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| oil | R Documentation |
Crude Oil Data.
Description
Selected data from oil market.
Usage
data(oil)Format
oil is matrix object such that columnwise are
WTI – WTI spot price in USD per barrel
MSCI – MSCI World Index
TB3MS – U.S. 3-month treasury bill secondary market rate
TWEXM – Trade weighted U.S. dollar index (Mar, 1973 = 100)
PROD – U.S. product supplied for crude oil and petroleum products in thousands of barrels
Details
The data are in monthly frequency. They cover the period between Feb, 1990 and Dec, 2016. MSCI, TB3MS, TWEXM and PROD are lagged one period back.
Source
The data are provided by Federal Reserve Bank of St. Louis, MSCI and U.S. Energy Information Administration.
https://www.msci.com/end-of-day-data-search
Examples
data(oil)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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