Research Article

Crude Oil Spot Price Forecasting Using Ivanov-Based LASSO Vector Autoregression

Table 2

Time spans and observations of training and testing sample.

MonthStart dateEnd dateObs.MonthStart dateEnd dateObs.

Jan, 2018Jan 2, 2018Jan 31, 201821Jan, 2019Jan 2, 2018Jan 31, 201821
Feb, 2018Feb 1, 2018Feb 28, 201819Feb, 2019Feb 1, 2018Feb 28, 201819
Mar, 2018Mar 1, 2018Mar 29, 201821Mar, 2019Mar 1, 2018Mar 29, 201821
Apr, 2018Apr 3, 2018Apr 30, 201820Apr, 2019Apr 1, 2018Apr 30, 201821
May, 2018May 1, 2018May 31, 201821May, 2019May 1, 2018May 31, 201822
Jun, 2018Jun 1, 2018Jun 29, 201821Jun, 2019Jun 3, 2018Jun 28, 201820
Jul, 2018Jul 2, 2018Jul 31, 201821Jul, 2019Jul 1, 2018Jul 31, 201821
Aug, 2018Aug 1, 2018Aug 31, 201823Aug, 2019Aug 1, 2018Aug 30, 201822
Sep, 2018Sep 4, 2018Sep 28, 201819Sep, 2019Sep 3, 2018Sep 30, 201820
Oct, 2018Oct 1, 2018Oct 31, 201823Oct, 2019Oct 1, 2018Oct 31, 201823
Nov, 2018Nov 1, 2018Nov 30, 201820Nov, 2019Nov 1, 2018Nov 27, 201818
Dec, 2018Dec 3, 2018Dec 28, 201817Dec, 2019Dec 2, 2018Dec 31, 201821
2018Jan 2, 2018Dec 28, 20182462019Jan 2, 2019Dec 31, 2019249