Stacie Beck, "Autoregressive Conditional Heteroskedasticity in Commodity Spot Prices", Journal of Applied Econometrics, Vol. 16, No. 2, 2001, pp. 115-132. The data are in four files: filename size price series comm1.dat 5175 hogs, cattle, soybeans, corn, lumber, wheat, milk comm2.dat 15392 cotton, coffee, cipper, sugar, eggs, cocoa, potatoes fruit.dat 3723 oranges, apples, grapes, pears veg.dat 2300 lettuce, tomatoes, onions All four files, which are in DOS format, are zipped in the file sb-data.zip. The data are in the following format: Series are in columns with headers indicating each series; In every dataset the first 3 columns contain: year, consumer price index, producer price index; Missing prices are indicated by -999; Sources: comm1.dat Commodity Yearbook (Commodity Research Bureau) various comm2.dat Commodity Yearbook (Commodity Research Bureau) various fruit.dat Fruit and Tree Nut Situation and Outlook (USDA) except the series oldapp which is from Commodity Yearbook veg.dat Vegetables and Specialties Situation and Outlook (USDA) price indices (consumer and producer) Bureau of Labor Statistics Stacie Beck