U.S. Average Egg Price and Producer Price Index Analysis with Fractional Integration

A 5.5 KB dataset containing results from a fractional cointegration vector autoregression (FCVAR) analysis of U.S. average egg price and Producer Price Index (PPI) series. The dataset, authored by Aitor Sarasola-Cullen and last updated on 2026-03-25, investigates long memory and mean reversion properties to determine the long-term behavior and equilibrium relationship between these economic indicators.

Use Cases

• Modeling long memory in price series based on the fractional integration methodology described.
• Testing for mean reversion in economic indicators based on the analysis of the PPI series.
• Investigating cointegration relationships between commodity prices and broader price indices based on the described equilibrium analysis.
• Forecasting egg price trends using statistical properties of the series mentioned in the description.

Strengths

• Dataset is openly licensed under CC-BY-4.0.
• Specific analysis methodology (fractional cointegration vector autoregression) is clearly described.
• File size is 5.5 KB, indicating a focused and manageable dataset.

Limitations

• Row count and column definitions are unknown, limiting suitability assessment.
• Column-level documentation is absent; field semantics must be inferred after download.
• The temporal coverage of the underlying price series is not explicitly stated.

Provenance

Source

figshare, authored by Aitor Sarasola-Cullen.

Collection Method

Analysis results from applying fractional cointegration vector autoregression (FCVAR) methodology to price series.

Time Range

The description references 'past years' but no specific range is provided.

Freshness

Last updated 2026-03-25 17:41:07; freshness should be verified.

Geography

United States.