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MFE Toolbox ver. 1.0.1 for MATLAB


  • Rafal Weron
  • Jakub Jurdziak
  • Adam Misiorek


MFE Toolbox accompanies the monograph "Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach" by Rafal Weron, published by John Wiley and Sons, 2006. The toolbox consists of 58 functions, scripts and data files. Many functions include internally used routines, hence, the total number of functions is much larger. The files are grouped into seven categories: 1.Time series, 2.Distributions, 3.Tests and goodness-of-fit functions, 4.Markov regime switching (MRS) models, 5.GUI functions, 6.Demos, 7.Data files.

Suggested Citation

  • Rafal Weron & Jakub Jurdziak & Adam Misiorek, 2007. "MFE Toolbox ver. 1.0.1 for MATLAB," HSC Software ZIP00001, Hugo Steinhaus Center, Wroclaw University of Technology.
  • Handle: RePEc:wuu:hscode:zip00001

    Download full text from publisher

    File URL:
    File Function: Zipped file with MFE Toolbox codes
    Download Restriction: no

    File URL:
    File Function: HTML manual
    Download Restriction: no


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