All the data we used in this research comes from Chicago Board of
Trade (CBOT), the data of wheat, corn and soybeans come from
Chicago Nearby contract of wheat, corn and soybeans futures
closing price, unit: Cents/bushel,crude oil price comes from UK
North Sea Brent crude oil spot price, unit: USD/ barrel. All
observations time series period is from July 2001 to June 2011. The
observations are the 1st’s data of every month. The data is shown in
Table 1.