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Econometrics student needs to find data! Rate this Topic:
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scottnlena
Posted : Saturday, April 02, 2011 11:42:51 AM

Registered User
Joined: 4/18/2005
Posts: 4,090
Hello guys!

I'm looking for monthly averages or closing pricesfor oil, light sweet, dosen't realy matter but i need reliable data on the prices.  

Gold would also be nice but I do have a source for the "london fix" monthly averages.  I'm not certain where to find what I'm looking for.  I've found several private sites but I'd prefer a govt. site or some similar credible site for that.

I'm working on my Sr. Paper and compiling a multiple regression analysis of connection between gold prices and several other economic variables.

I may also need monthly closes for the SP-500 for some time period.  I know TC-2000 is a great source for this.  That can be exported rith into excel.

Thanks for any help.  Hope all here are donig well.
diceman
Posted : Saturday, April 02, 2011 12:14:49 PM
Registered User
Joined: 1/28/2005
Posts: 6,049
What about usIng ETF's for SP500, gold? (I wouldnt use it for oil)

SPY and GLD



Thanks
diceman
william4567
Posted : Saturday, April 02, 2011 2:32:03 PM
Gold Customer Gold Customer

Joined: 11/22/2006
Posts: 100
I'm sure you already looked in Yahoo Finace and MSN Money if the Worden data isn't to your liking.
A quick Google search found this for Light Sweet Crude
http://www.eia.doe.gov/emeu/international/oilprice.html

william
wwrightjuly4
Posted : Saturday, April 02, 2011 10:38:41 PM
Gold Customer Gold Customer

Joined: 4/10/2006
Posts: 954

I would like to hear your observations if you can boil it down for the mentally challenged.

Here's some data on gold dont know if it is verifiable, certifiable, for reference.

http://www.kitco.com/scripts/hist_charts/yearly_graphs.plx
funnymony
Posted : Saturday, April 02, 2011 10:53:34 PM

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Joined: 2/5/2006
Posts: 1,148
stockcharts also has a wide variety of commodities,etc. government and r"eliable" in the same sentence? lol.
scottnlena
Posted : Sunday, April 17, 2011 2:06:42 AM

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Joined: 4/18/2005
Posts: 4,090
Thanks guys.  It will be boiled down for the mentally challenged by the mentally challenged.  Yea I found the gold "london fix".  but the issue more convoluded for for Oil.  Ultimately I need to make a choice between LS Crude or Brent Crude (which included LSC as I understand).  I'm dissapointed to hear that ETF's aren't good for oil.  whay would that be?  USO could be something.  My desire was to avoid keying it in point by point.  So monthly charts are serriously not on the fun scale and error possibilities go up.  Next would be a data list that blocks copy and paste.

I don't know that the paper will be that great a tool for trading.  But variants may be.  I'm going to look at derived demand functions for gold as an investment in the face of:

Stock prices
Oil
Govt Debt.
Inflation 
GDP growth rates
Ballance of trade
unemployment

I expect some variable to be insignificant, and I'll need to make interaction terms and check for homoskedasticity, running "White" tests, preditiction intervals hypothesis tests of significance.  Avg Homework is 14-19 pages, this is the final paper so It should be at least that long I'm guessing.  Unless I get zero statistical significance between any of the variables, which is OK.

Hope all are doing well.  Thanks again!
Oh if someone could post SPY prices, monthly close,  Jan 2006 to current from the TC export function that would be wonderful!  Or Sp-500. 
scottnlena
Posted : Sunday, April 17, 2011 2:23:13 AM

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Joined: 4/18/2005
Posts: 4,090
Executive decision:
I'll use the ETF but I only have freestock charts.com right now which
1. won't export values like TC 2000 will and 
2. dosen't go back far enough.

I need monthly close from 2006 to current please.  Ticker USO, or OIL will do fine.
scottnlena
Posted : Sunday, April 17, 2011 2:25:04 AM

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Joined: 4/18/2005
Posts: 4,090
Oh wait, it could be that they aren't that old.  DARN!
wwrightjuly4
Posted : Monday, April 18, 2011 1:25:56 PM
Gold Customer Gold Customer

Joined: 4/10/2006
Posts: 954

http://www.eia.doe.gov/dnav/pet/hist_xls/WTOTUSAw.xls

http://www.eia.doe.gov/dnav/pet/hist/LeafHandler.ashx?n=PET&s=WTOTUSA&f=W

http://www.eia.doe.gov/petroleum/data.cfm
ben2k9
Posted : Monday, April 18, 2011 7:54:37 PM

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Joined: 7/1/2008
Posts: 889
don't use USO or any etf for oil, they are horrible.

beware Worden monthly data doesn't use month-end, it uses rolling month

Google S&P500 historical performance and you can get an excel file straight from S&P with monthly figures
weineda
Posted : Tuesday, April 19, 2011 3:03:32 PM
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Joined: 2/17/2011
Posts: 1
have you tried economic research at the st. louis fed

http://research.stlouisfed.org/fred2/
scottnlena
Posted : Thursday, April 21, 2011 11:12:34 PM

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Joined: 4/18/2005
Posts: 4,090
I found everything I need guys thanks.  Found west texas crude and a LONG series of consistent prices.  It's ok if it's a general proxy for oil.  I'm not looking at that finite a relationship.  Some accuracy will be lost but it will still be in there.  The issue now is that I need to integrate quarterly GDP data with monthly data on everything else.  I'd like to do a cubic spline but I haven't seen a clear description of how it's done with out fancy software.  I think it's impractical in excel as a 4 yer segment requires a 12X12 linear program to convert quarterly data to monthly data so I'll likley use a simpler if less accurate method of evenly distributing the gains between months.  The graph will look a little stepwise  but I'm ok with that.
jas0501
Posted : Friday, April 22, 2011 1:33:24 PM
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Joined: 12/31/2005
Posts: 2,499
QUOTE (scottnlena)
I found everything I need guys thanks.  Found west texas crude and a LONG series of consistent prices.  It's ok if it's a general proxy for oil.  I'm not looking at that finite a relationship.  Some accuracy will be lost but it will still be in there.  The issue now is that I need to integrate quarterly GDP data with monthly data on everything else.  I'd like to do a cubic spline but I haven't seen a clear description of how it's done with out fancy software.  I think it's impractical in excel as a 4 yer segment requires a 12X12 linear program to convert quarterly data to monthly data so I'll likley use a simpler if less accurate method of evenly distributing the gains between months.  The graph will look a little stepwise  but I'm ok with that.


you can use Excel chart to fit an nth degree polynomial to the quarterly data as one possible solution.
johnlc
Posted : Friday, April 22, 2011 10:47:52 PM
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Joined: 2/21/2007
Posts: 797
Scott:   are you trading still or just doing stock market research?   You've been absent for quite a while.
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