predicted: Sample Panels of Commodities Spot Prices Forecasts.

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

Sample Panels of Commodities Spot Prices Forecasts.

Description

Forecasts obtained from various methods applied to various commodities prices.

Usage

data(forecasts)

Format

predicted is list of forecasts of spot prices of selected 56 commodities. For each commodity matrix of forecasts generated by various methods is provided. Columns correspond to various methods.

Details

The forecasts were taken from Drachal and Pawłowski (2024). They cover the period between 1996 and 2021, and are in monthly freqency. Variables and methods names are the same as in that paper, where they are described in details.

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")}

See Also

observed

Examples

data(forecasts)
# WTI prices predicted by BSR rec method
t2 <- predicted[[3]][,1]

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