Daily observations of the CEPEA/ESALQ Robusta coffee price indicator, accompanied by an inflation-adjusted dollar series and a derived moving-average column.
spot_rs and spot_us are nominal at-sight prices in Brazilian reais and
U.S. dollars per 60-kg bag. CEPEA converts the dollar value using the
commercial selling exchange rate quoted at 16:30. usd_2022 is calculated
in this package from spot_us using U.S. inflation data and priceR.
CEPEA defines the indicator as type 6 Robusta coffee, screen 13 or above, with 86 defects. It represents wholesale lot transactions to be collected in the producing region, so the indicator does not include freight. The reference regions are Colatina and São Gabriel da Palha in Espírito Santo, and the final indicator is their arithmetic average. CEPEA includes taxes in the reported values and excludes observations outside two standard deviations from the sample mean. For term transactions, CEPEA discounts prices at CDI from 2021-03-01; before that it used NPR. The survey consults cooperatives, brokers, roasters, and exporters.
The indicator is daily and its historical series begins in November 2001. The bundled observations run from 2001-11-08 through 2025-04-17.
Format
A tibble with daily observations:
- date
Observation date (
Date).- spot_rs
CEPEA at-sight price in Brazilian reais per 60-kg bag.
- spot_us
CEPEA at-sight price in U.S. dollars per 60-kg bag.
- usd_2022
spot_usadjusted to 2022 U.S. dollars usingpriceR.- trend_ma
22-observation, right-aligned moving average of
usd_2022. The first 21 observations have no full window and areNA.
Source
Original data: Centro de Estudos Avançados em Economia Aplicada (CEPEA),
Escola Superior de Agricultura Luiz de Queiroz (ESALQ), Universidade de
São Paulo (USP), CEPEA/ESALQ Robusta price series.
See the CEPEA Robusta methodology.
CEPEA identifies its coffee data as available under the
CC BY-NC 4.0 license.
This package distributes an adapted version by adding usd_2022 and
trend_ma.
