observed: Sample Panel of Commodities Spot Prices.

In pEPA: Tests of Equal Predictive Accuracy for Panels of Forecasts

Sample Panel of Commodities Spot Prices.

Description

Observed spot prices of various commodities.

Usage

data(forecasts)

Format

observed is matrix object such that its columns correspond to spot prices of selected 56 commodities.

Details

They cover the period between 1996 and 2021, and are in monthly freqency. Variables names are the same as in the paper by Drachal and Pawłowski (2024). The observed prices were taken from The World Bank (2022).

References

Drachal, K., Pawłowski, M. 2024. Forecasting selected commodities' prices with the Bayesian symbolic regression. International Journal of Financial Studies 12, 34, \Sexpr[results=rd]{tools:::Rd_expr_doi("10.3390/ijfs12020034")}

The World Bank. 2022. Commodity Markets. https://www.worldbank.org/en/research/commodity-markets

See Also

predicted

Examples

data(forecasts)
# WTI prices
t1 <- observed[,3]

pEPA documentation built on April 3, 2025, 7:08 p.m.