cornWheat

The to prices (in U.S. Dollars) per bushel and the log returns of corn and wheat from 1986-01-03 to 2014-10-10.
Each observation corresponds to the price on that day, but not all days are present in this dataset.

datasets

Provide routines for filtering and smoothing, forecasting, sampling and Bayesian analysis of Dynamic Generalized Linear Models using the methodology described in Alves et al. (2024)<doi:10.48550/arXiv.2201.05387> and dos Santos Jr. et al. (2024)<doi:10.48550/arXiv.2403.13069>.

Silvaneo Vieira dos Santos Junior

kDGLM

Bayesian Analysis of Dynamic Generalized Linear Models

Mariane Branco Alves

Hélio dos Santos Migon

cornWheat function

A data frame with 7,253 rows and 5 columns:<dl>
 <dt>date</dt>
<dd>The date of the observation.</dd> <dt>corn.price, wheat.price</dt>
<dd>The price (in U.S. Dollars) per bushel of corn and wheat, respectively.</dd> <dt>corn.log.return, wheat.log.return </dt>
<dd>The log returns for corn and wheat, respectively.</dd>
</dl>

Format

Corn and wheat prices from 1986 to 2014 — cornWheat

A data frame with 7,253 rows and 5 columns:<dl>
 <dt>date</dt>
<dd>The date of the observation.</dd>

 <dt>corn.price, wheat.price</dt>
<dd>The price (in U.S. Dollars) per bushel of corn and wheat, respectively.</dd>

 <dt>corn.log.return, wheat.log.return </dt>
<dd>The log returns for corn and wheat, respectively.</dd>


</dl>

cornWheat: Corn and wheat prices from 1986 to 2014

Description

Usage

Arguments

Format