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Commodity Futures Forecasts

By Evgeny IlyukhinCommoditiesApr 06, 2016 09:26PM ET
www.investing.com/analysis/commodity-futures-forecasts-(by-may-1,-2016)-200124222
Commodity Futures Forecasts
By Evgeny Ilyukhin   |  Apr 06, 2016 09:26PM ET
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The monthly commodity futures contracts in US dollars over the period from December 2015 to April 2016 (commodity exchanges data) and forecasted period by May 1, 2016 (author’s calculations) are presented in tables below. The commodities are classified and placed in alphabetical order. The commodity metrics and names of exchanges are provided.

Forecasted values: increase in green; decrease in red. Forecasts are projected with an autoregressive integrated moving average (ARIMA) model based on monthly historical data starting April 1990 with minimum of 78 observations. Significant increases are expected for Natural Gas (5.13%) and Sugar (6.57%). Significant decreases are not expected, although the energy group of commodities are mainly going down by May 2016.

Energy, Grains, Meats
Energy, Grains, Meats
Metals, Softs
Metals, Softs

Commodity Futures Forecasts
 

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Commodity Futures Forecasts

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