R Dataset / Package Ecdat / Oil

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Attachment Size
dataset-51039.csv 3.06 KB
Dataset License
GNU General Public License v2.0
Documentation License
GNU General Public License v2.0
R Dataset Help

On this Picostat.com statistics page, you will find information about the Oil data set which pertains to Oil Investment . The Oil data set is found in the Ecdat R package. You can load the Oil data set in R by issuing the following command at the console data("Oil"). This will load the data into a variable called Oil. If R says the Oil data set is not found, you can try installing the package by issuing this command install.packages("Ecdat") and then attempt to reload the data. If you need to download R, you can go to the R project website. You can download a CSV (comma separated values) version of the Oil R data set. The size of this file is about 3,136 bytes.

Documentation

Oil Investment

Description

a cross-section from 1969 to 1992

number of observations : 53

observation : production units

country : United Kingdown

Usage

data(Oil)

Format

A dataframe containing :

dur

duration of the appraisal lag in months (time span between discovery of an oil field and beginning of development, i.e. approval of annex B).

size

size of recoverable reserves in millions of barrels

waterd

depth of the sea in metres

gasres

size of recoverable gas reserves in billions of cubic feet

operator

equity market value (in 1991 million pounds) of the company operating the oil field

p

real after–tax oil price measured at time of annex B approval

vardp

volatility of the real oil price process measured as the squared recursive standard errors of the regression of pt-pt-1 on a constant

p97

adaptive expectations (with parameter theta=0.97) for the real after–tax oil prices formed at the time of annex B approval

varp97

volatility of the adaptive expectations (with parameter theta=0.97) for real after tax oil prices measured as the squared recursive standard errors of the regression of pt on pte(theta)

p98

adaptive expectations (with parameter theta=0.98) for the real after–tax oil prices formed at the time of annex B approval

varp98

volatility of the adaptive expectations (with parameter theta=0.98) for real after tax oil prices measured as the squared recursive standard errors of the regression of pt on pte(theta)

Source

Favero, Carlo A., M. Hashem Pesaran and Sunil Sharma (1994) “A duration model of irreversible oil investment : theory and empirical evidence”, Journal of Applied Econometrics, 9(S), S95–S112.

References

Journal of Applied Econometrics data archive : http://qed.econ.queensu.ca/jae/.

See Also

Index.Source, Index.Economics, Index.Econometrics, Index.Observations

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Dataset imported from https://www.r-project.org.

All Public Datasets File Size
Test 394 bytes
Q1 332 bytes
prova_Correlatio 593 bytes
profva
test 332 bytes
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