Crude Oil Price Data for developing a hybrid ARIMA-phGMDH forecasting model
| Main Author: | Sarpong- Streetor, Richard Manu Nana Yaw |
|---|---|
| Other Authors: | Sokkalingam, Rajalingam A/L, Ching, Dennis Ling Chuan |
| Format: | Dataset |
| Terbitan: |
Mendeley
, 2019
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| Subjects: | |
| Online Access: |
https:/data.mendeley.com/datasets/np8pvsmdjm |
Daftar Isi:
- The data presented is in two parts, the Primary data and Secondary data. The Primary data was used in the modelling of hybrid ARIMA-phGMDH forecasting models. The Primary data consist of screened crude oil price for Three crude oil international markets; West Texas Intermediate (WTI), European Brent and the Organization of the petroleum exporting countries (OPEC) Reference Basket Prices. The Primary data has been partitioned into in-sample data and out of sample data. The secondary data includes forecast values for ARIMA, NARNET and developed hybrid ARIMA-phGMDH. It also includes Errors from forecast models