Crude Oil Price Data for developing a hybrid ARIMA-phGMDH forecasting model

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