Primary and Screened Data For ARIMA-phGMDH Forecasting Models

The Primary data was used in the modelling of hybrid ARIMA-phGMDH forecasting models. The Primary data consist of crude oil price for the three international crude oil markets; West Texas Intermediate (WTI), European Brent and the Organization of the petroleum exporting countries (OPEC) Reference Basket Prices.

本原始数据集用于构建混合自回归积分滑动平均（AutoRegressive Integrated Moving Average, ARIMA）-部分谐波分组数据处理法（partial Harmonic Group Method of Data Handling, phGMDH）预测模型。该数据集包含三大国际原油市场的原油价格数据，分别为西德克萨斯中质原油（West Texas Intermediate, WTI）、欧洲布伦特原油以及石油输出国组织（Organization of the Petroleum Exporting Countries, OPEC）参考篮子油价。