IDEAS home Printed from https://ideas.repec.org/c/wuu/hscode/zip16002.html
 

SCAR_EXAMPLE: MATLAB codes and data for "On the importance of the long-term seasonal component in day-ahead electricity price forecasting"

Author

Listed:
  • Jakub Nowotarski
  • Rafal Weron

Abstract

This Matlab script illustrates the concepts and methods presented in J. Nowotarski, R. Weron (2016) "On the importance of the long-term seasonal component in day-ahead electricity price forecasting", Energy Economics 57, 228-235 (http://dx.doi.org/10.1016/j.eneco.2016.05.009) and together with the accompanying codes and data files can be used to replicate the Figures and Tables in the text. To obtain all entries in Table 1, change arxFlag, seasFlag and smoothing parameters. The function scar.m can be used to calibrate both the newly introduced Seasonal Component AutoRegressive class of models (SCAR, SCARX), as well as the classical AR and ARX models. The zip file includes one script (main.m), one m-file (scar.m) and three data files.

Suggested Citation

  • Jakub Nowotarski & Rafal Weron, 2016. "SCAR_EXAMPLE: MATLAB codes and data for "On the importance of the long-term seasonal component in day-ahead electricity price forecasting"," HSC Software ZIP16002, Hugo Steinhaus Center, Wroclaw University of Technology.
  • Handle: RePEc:wuu:hscode:zip16002
    as

    Download full text from publisher

    File URL: http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hscode/scar_example.zip
    File Function: Zipped file
    Download Restriction: no

    Citations

    Blog mentions

    As found by EconAcademics.org, the blog aggregator for Economics research:
    1. The stock market and happiness
      by UDADISI in UDADISI on 2012-08-01 23:55:00

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Tonzer, Lena, 2017. "Uncertainty, financial crises, and subjective well-being," IWH Discussion Papers 2/2017, Halle Institute for Economic Research (IWH).
    2. Anita Ratcliffe & Karl Taylor, 2013. "Who Cares about Stock Market Booms and Busts? Evidence from Data on Mental Wellbeing," Working Papers 2012021, The University of Sheffield, Department of Economics.
    3. Frijters, Paul & Johnston, David W. & Shields, Michael A. & Sinha, Kompal, 2015. "A lifecycle perspective of stock market performance and wellbeing," Journal of Economic Behavior & Organization, Elsevier, vol. 112(C), pages 237-250.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wuu:hscode:zip16002. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Rafal Weron). General contact details of provider: http://edirc.repec.org/data/hspwrpl.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.