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SNDE06_EXAMPLE: MATLAB codes and data for "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models"

Author

Listed:
  • Adam Misiorek
  • Stefan Trueck
  • Rafal Weron

Programming Language

MATLAB

Abstract

This set of Matlab codes illustrates the concepts and methods presented in A. Misiorek, S. Trück, R. Weron (2006) Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models, Studies in Nonlinear Dynamics and Econometrics 10(3), Article 2 (http://dx.doi.org/10.2202/1558-3708.1362). For sample use see the readme.txt file.

Suggested Citation

  • Adam Misiorek & Stefan Trueck & Rafal Weron, 2006. "SNDE06_EXAMPLE: MATLAB codes and data for "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models"," HSC Software ZIP06001, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
    • Handle: RePEc:wuu:hscode:zip06001
    as

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    File URL: http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hscode/SNDE06_example.zip
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