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El "efecto calendario" y la especificación de un modelo de series de tiempo para la demanda de electricidad

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  • Elkin Castaño

Abstract

Many of the time series used in practice are monthly observations and due to the fact that the number of times any weekday occurs, depends on the month in question, the series can be influenced by changes in the number of working days. Some of these series can also be influenced by other calendar effects such as easter and holidays. This paper applies the Bell and Hilmer method, based on transfer functions, when modeling the effects of changes in the number of working days, the easter effect and the use of outlier analysis in order to identify calendar effect's in EEPP's electricity demand, these results are compared with those obtained with the model that doesn't consider such effects.

Suggested Citation

  • Elkin Castaño, 1991. "El "efecto calendario" y la especificación de un modelo de series de tiempo para la demanda de electricidad," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 35, pages 151-170.
  • Handle: RePEc:lde:journl:y:1991:i:35:p:151-170
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