DCOILWTICO

Daily spot prices for West Texas Intermediate (WTI) crude oil
in U.S. dollars per barrel.

datasets

Implements the Polynomial Maximization Method ('PMM') for parameter estimation
in linear and time series models when error distributions deviate from normality.
The 'PMM2' variant achieves lower variance parameter estimates compared to ordinary
least squares ('OLS') when errors exhibit significant skewness. Includes methods
for linear regression, 'AR'/'MA'/'ARMA'/'ARIMA' models, and bootstrap inference.
Methodology described in Zabolotnii, Warsza, and Tkachenko (2018) <doi:10.1007/978-3-319-77179-3_75>,
Zabolotnii, Tkachenko, and Warsza (2022) <doi:10.1007/978-3-031-03502-9_37>, and
Zabolotnii, Tkachenko, and Warsza (2023) <doi:10.1007/978-3-031-25844-2_21>.

Serhii Zabolotnii

EstemPMM

Polynomial Maximization Method for Non-Gaussian Regression

DCOILWTICO function

A data frame with observations for each trading day:<dl>
<dt>observation_date</dt>
<dd>Date of observation in YYYY-MM-DD format</dd><dt>DCOILWTICO</dt>
<dd>Crude Oil Price: West Texas Intermediate (WTI) in USD per barrel</dd>
</dl>

Format

WTI Crude Oil Prices — DCOILWTICO

A data frame with observations for each trading day:<dl>
<dt>observation_date</dt>
<dd>Date of observation in YYYY-MM-DD format</dd>

<dt>DCOILWTICO</dt>
<dd>Crude Oil Price: West Texas Intermediate (WTI) in USD per barrel</dd>


</dl>

DCOILWTICO: WTI Crude Oil Prices

Description

Usage

Arguments

Format

Examples