np_daily_des.dat

Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach" by Rafa&#322 Weron, p

% COMPILED BY   : Rafal Weron
% DATE          : 2006.09.25 
% FILENAME      : NP_daily_des.dat 
%
% FORMAT        : DATE (in YYYYMMDD format)
%                 LOG_DES_PRICE: logarithm of the deseasonalized with respect 
%                   to the weekly period and the annual sisusoidal cycle:
%                       44.2731*sin(2*pi*(x+97.914)/365)-0.027134*x
%                   average daily Nord Pool system price for the 
%                   period 1997.01.03-2000.04.27.
%                   
% COMMENTS      : to reconstruct prices type:
%                 > s = [0.4499,-6.6698,-9.3132,4.7636,4.8047,3.6276,2.3373];
%                 > x = (1:1211)';
%                 > PRICE = remst(exp(LOG_DES_PRICE)+44.2731*sin(2*pi*(x+97.914)/365)-0.027134*x,7,-s);
%
19970103	5.3546924
19970104	5.3779714
19970105	5.3955472
19970106	5.3264466
19970107	5.3647478
19970108	5.3608694
19970109	5.3363770
19970110	5.3373320
19970111	5.2930569
19970112	5.2587995
19970113	5.2130469
19970114	5.0962211
19970115	5.0574831
19970116	5.0802301
19970117	5.1068368
19970118	5.1008888
19970119	5.0035046
19970120	5.0500000
19970121	5.0278097
19970122	4.9927728
19970123	5.0290341
19970124	5.0808767
19970125	5.0282699
19970126	5.0154065
19970127	4.9920450
19970128	4.9993316
19970129	4.9783880
19970130	4.9906387
19970131	5.0266300
19970201	5.0592332
19970202	5.0661662
19970203	4.9777746
19970204	4.9964876
19970205	4.9806774
19970206	4.9569275
19970207	4.8830802
19970208	4.8466971
19970209	4.8540976
19970210	4.7971930
19970211	4.7609742
19970212	4.7646235
19970213	4.8532506
19970214	4.8701582
19970215	4.9661796
19970216	4.9622571
19970217	5.0099840
19970218	4.8902926
19970219	4.8575520
19970220	4.8286009
19970221	4.7927920
19970222	4.7858170
19970223	4.7803963
19970224	4.7236700
19970225	4.7137759
19970226	4.7084367
19970227	4.7840248
19970228	4.7838516
19970301	4.7877549
19970302	4.7885636
19970303	4.7216293
19970304	4.6705340
19970305	4.6573043
19970306	4.6666116
19970307	4.6999695
19970308	4.7348613
19970309	4.7057353
19970310	4.6247312
19970311	4.6220350
19970312	4.6677516
19970313	4.6789047
19970314	4.7105787
19970315	4.8184747
19970316	4.8410513
19970317	4.7528224
19970318	4.7943653
19970319	4.8321044
19970320	4.8942280
19970321	4.9030344
19970322	4.8798632
19970323	4.9105380
19970324	4.8881132
19970325	4.8502320
19970326	4.8309973
19970327	4.8125526
19970328	4.7553296
19970329	4.8063202
19970330	4.8205482
19970331	4.7027010
19970401	4.8116229
19970402	4.7795822
19970403	4.8063151
19970404	4.8431744
19970405	4.8884176
19970406	4.8596345
19970407	4.8395971
19970408	4.8529919
19970409	4.8545548
19970410	4.8466591
19970411	4.8518679
19970412	4.9251007
19970413	4.8689753
19970414	4.8638183
19970415	4.8833321
19970416	4.9089445
19970417	4.8993425
19970418	4.9056400
19970419	4.9815819
19970420	4.9902885
19970421	4.9574285
19970422	5.0268807
19970423	5.0695863
19970424	5.0522742
19970425	5.0719062
19970426	5.0427444
19970427	5.0254475
19970428	5.0713879
19970429	5.1542819
19970430	5.0529198
19970501	4.9928242
19970502	5.0483490
19970503	5.0385940
19970504	4.9729119
19970505	5.1737892
19970506	5.1474139
19970507	5.0361053
19970508	4.9000596
19970509	4.9912113
19970510	4.9504238
19970511	4.9404981
19970512	5.0214147
19970513	4.9795429
19970514	4.9424917
19970515	4.8301012
19970516	4.8749355
19970517	4.8053335
19970518	4.7078029
19970519	4.6945196
19970520	5.0342185
19970521	5.0719220
19970522	5.0940826
19970523	5.0511644
19970524	4.9961021
19970525	5.0125671
19970526	5.1098954
19970527	5.0546555
19970528	5.1114750
19970529	5.0812245
19970530	5.0530736
19970531	5.0151924
19970601	5.0417429
19970602	5.0679083
19970603	5.0351834
19970604	5.0614552
19970605	5.0710610
19970606	5.0460764
19970607	4.9814105
19970608	4.9435640
19970609	4.9975242
19970610	5.0019731
19970611	5.0419532
19970612	4.9827043
19970613	5.0585935
19970614	5.0409659
19970615	5.0476771
19970616	5.0848676
19970617	5.0770438
19970618	5.1061617
19970619	5.0853845
19970620	4.9274899
19970621	4.9933698
19970622	5.0492331
19970623	5.1538695
19970624	5.1239627
19970625	5.1277939
19970626	5.1444061
19970627	5.1392545
19970628	5.1051372
19970629	5.0199611
19970630	5.0443330
19970701	4.9934809
19970702	4.9951961
19970703	4.9865143
19970704	4.8966633
19970705	4.8494412
19970706	4.7558835
19970707	4.9574486
19970708	4.8591715
19970709	4.6947330
19970710	4.8221524
19970711	4.7806276
19970712	4.7599117
19970713	4.8033089
19970714	4.7213326
19970715	4.6868025
19970716	4.6944555
19970717	4.7350891
19970718	4.8429479
19970719	4.8593618
19970720	4.9523180
19970721	4.9250844
19970722	4.9899771
19970723	5.0143049
19970724	5.0339691
19970725	5.0355645
19970726	5.0515357
19970727	5.0278878
19970728	4.9819393
19970729	4.9844123
19970730	5.0008248
19970731	4.9845356
19970801	4.9546431
19970802	4.9701589
19970803	4.9953228
19970804	4.9790119
19970805	4.9990763
19970806	5.0524777
19970807	5.0126730
19970808	5.0144917
19970809	5.0336073
19970810	5.0193692
19970811	5.0253677
19970812	5.0889103
19970813	5.1348497
19970814	5.1142067
19970815	5.1547757
19970816	5.1831800
19970817	5.1827703
19970818	5.2420863
19970819	5.2408476
19970820	5.2346651
19970821	5.2468018
19970822	5.2166124
19970823	5.1832130
19970824	5.1266206
19970825	5.1698696
19970826	5.1796787
19970827	5.1731570
19970828	5.1602793
19970829	5.1006950
19970830	5.0891075
19970831	5.0660186
19970901	5.0746911
19970902	4.9864378
19970903	4.9127874
19970904	4.9498247
19970905	4.9559302
19970906	4.8491098
19970907	4.8642835
19970908	4.8395696
19970909	4.8785011
19970910	4.8586993
19970911	4.8897404
19970912	4.8619448
19970913	4.6921810
19970914	4.7090535
19970915	4.6993925
19970916	4.6001268
19970917	4.6048643
19970918	4.4539173
19970919	4.5407590
19970920	4.5471337
19970921	4.5544399
19970922	4.6148638
19970923	4.7262318
19970924	4.7611676
19970925	4.6998248
19970926	4.6608922
19970927	4.5926432
19970928	4.6158506
19970929	4.6438390
19970930	4.6515561
19971001	4.7391955
19971002	4.7561799
19971003	4.7548640
19971004	4.7413499
19971005	4.7220211
19971006	4.6788236
19971007	4.6845311
19971008	4.6536392
19971009	4.5799439
19971010	4.5725599
19971011	4.6233012
19971012	4.6826379
19971013	4.6795645
19971014	4.7234070
19971015	4.8259201
19971016	4.8940163
19971017	4.7971748
19971018	4.7596369
19971019	4.7851389
19971020	4.7475137
19971021	4.8557538
19971022	4.9242157
19971023	4.9064159
19971024	4.8936508
19971025	4.9047112
19971026	4.9399123
19971027	4.9662533
19971028	4.9070579
19971029	4.8740414
19971030	4.9146133
19971031	4.9064510
19971101	4.9034278
19971102	4.9310451
19971103	5.0674256
19971104	4.9220929
19971105	4.9018657
19971106	4.8947228
19971107	4.8825064
19971108	4.8718328
19971109	4.8693906
19971110	4.8250429
19971111	4.8137035
19971112	4.8320644
19971113	4.8385419
19971114	4.8275711
19971115	4.8691594
19971116	4.8855955
19971117	4.7984892
19971118	4.7854114
19971119	4.8099285
19971120	4.8190610
19971121	4.8461725
19971122	4.9330998
19971123	4.9011956
19971124	4.8911198
19971125	4.9648811
19971126	4.9392821
19971127	4.9631447
19971128	5.0106652
19971129	5.0039461
19971130	4.9754973
19971201	4.9662880
19971202	4.9746854
19971203	5.1309250
19971204	5.2982625
19971205	5.0726944
19971206	5.0002690
19971207	4.9454098
19971208	4.9062812
19971209	4.8540722
19971210	4.8435419
19971211	4.8372363
19971212	4.8500151
19971213	4.9205600
19971214	4.9662853
19971215	4.9407776
19971216	4.9611906
19971217	4.9836031
19971218	5.0146368
19971219	4.9935127
19971220	4.9887362
19971221	4.9663695
19971222	4.8994198
19971223	4.8500567
19971224	4.7285790
19971225	4.7400334
19971226	4.7739132
19971227	4.9185243
19971228	4.9222149
19971229	4.8968326
19971230	4.8566494
19971231	4.7680663
19980101	4.8185585
19980102	4.8652378
19980103	4.8363007
19980104	4.8736669
19980105	4.8368349
19980106	4.8223633
19980107	4.8907115
19980108	4.9152548
19980109	4.9008190
19980110	4.8528162
19980111	4.8700533
19980112	4.8230802
19980113	4.8132039
19980114	4.8203150
19980115	4.8095667
19980116	4.8351085
19980117	4.8708415
19980118	4.8980260
19980119	4.8470269
19980120	4.8863951
19980121	4.9885894
19980122	4.9605236
19980123	4.9213416
19980124	4.9113936
19980125	4.9500063
19980126	4.9318399
19980127	4.9284841
19980128	4.9094503
19980129	4.9290212
19980130	4.9469247
19980131	4.9671151
19980201	5.0159340
19980202	4.9710085
19980203	4.9655241
19980204	4.9442368
19980205	4.9447592
19980206	4.9588333
19980207	4.9595541
19980208	4.9708986
19980209	4.9005366
19980210	4.8781129
19980211	4.8168937
19980212	4.8323139
19980213	4.8440885
19980214	4.8759225
19980215	4.9039027
19980216	4.8438167
19980217	4.8497231
19980218	4.8452367
19980219	4.8299349
19980220	4.8191283
19980221	4.8021440
19980222	4.8123989
19980223	4.7553862
19980224	4.7328890
19980225	4.7446118
19980226	4.7607435
19980227	4.7714967
19980228	4.8454263
19980301	4.9004393
19980302	4.8680394
19980303	4.9033755
19980304	4.8951917
19980305	4.9170260
19980306	4.9365438
19980307	4.9534108
19980308	5.0102677
19980309	4.9411890
19980310	4.9416999
19980311	4.9352051
19980312	4.9364302
19980313	4.9478607
19980314	4.9179346
19980315	4.9201513
19980316	4.8612017
19980317	4.8180505
19980318	4.7982550
19980319	4.8106287
19980320	4.8129814
19980321	4.8945611
19980322	4.8895959
19980323	4.8247022
19980324	4.8600111
19980325	4.8830361
19980326	4.9026786
19980327	4.9077642
19980328	4.9342973
19980329	4.9205502
19980330	4.8841648
19980331	4.8997575
19980401	4.9082471
19980402	4.9559585
19980403	5.0061678
19980404	4.9952843
19980405	5.0168860
19980406	4.9275002
19980407	4.9323933
19980408	4.9393831
19980409	4.9234611
19980410	4.9245363
19980411	4.9887490
19980412	4.9980254
19980413	4.8872195
19980414	5.0004535
19980415	5.0672733
19980416	5.0711055
19980417	5.0727503
19980418	5.0691105
19980419	5.0735593
19980420	5.0644653
19980421	5.0727350
19980422	5.0488145
19980423	5.0708681
19980424	5.0613847
19980425	5.0499299
19980426	4.9681572
19980427	5.0098038
19980428	5.0312094
19980429	5.0005331
19980430	4.9634930
19980501	4.8382892
19980502	4.9766550
19980503	4.9047575
19980504	4.9948707
19980505	5.0458439
19980506	5.0637149
19980507	5.0643887
19980508	5.0210407
19980509	5.0507403
19980510	5.0150389
19980511	4.9952296
19980512	4.9824987
19980513	4.9872902
19980514	4.9965568
19980515	5.0070610
19980516	4.9968689
19980517	4.8687446
19980518	4.9493654
19980519	4.9971376
19980520	5.0633569
19980521	4.9669246
19980522	5.1125020
19980523	5.1486435
19980524	5.1579799
19980525	5.1114275
19980526	5.1401754
19980527	5.1590059
19980528	5.1726916
19980529	5.1491339
19980530	5.1504914
19980531	5.1508164
19980601	5.0775238
19980602	5.1598275
19980603	5.2066333
19980604	5.2239929
19980605	5.1958110
19980606	5.2131678
19980607	5.2274490
19980608	5.2497899
19980609	5.2448578
19980610	5.2173631
19980611	5.2100657
19980612	5.1724111
19980613	5.1454139
19980614	5.1530400
19980615	5.2036628
19980616	5.1977854
19980617	5.2074643
19980618	5.1735460
19980619	5.0753192
19980620	5.1458425
19980621	5.1010828
19980622	5.1435905
19980623	5.2080791
19980624	5.1757015
19980625	5.1873229
19980626	5.1653047
19980627	5.1189637
19980628	5.1458296
19980629	5.1186665
19980630	5.0304606
19980701	5.1310204
19980702	5.1085238
19980703	5.1025842
19980704	4.9908130
19980705	4.8462811
19980706	4.9687939
19980707	4.9605562
19980708	4.9065943
19980709	4.9290179
19980710	4.9214643
19980711	4.9492747
19980712	4.9274190
19980713	4.8955245
19980714	4.7581531
19980715	4.7698925
19980716	4.7994477
19980717	4.8093738
19980718	4.7952632
19980719	4.7756644
19980720	4.7723743
19980721	4.7083912
19980722	4.7157625
19980723	4.6675394
19980724	4.6229355
19980725	4.6304468
19980726	4.6031627
19980727	4.6424399
19980728	4.6672945
19980729	4.7064494
19980730	4.6564305
19980731	4.7029036
19980801	4.6370125
19980802	4.6182539
19980803	4.6369361
19980804	4.7760380
19980805	4.7120228
19980806	4.6860457
19980807	4.5669194
19980808	4.5260520
19980809	4.5460874
19980810	4.6631823
19980811	4.6653138
19980812	4.7756207
19980813	4.7297997
19980814	4.7413599
19980815	4.6482338
19980816	4.7870411
19980817	4.7756105
19980818	4.7252334
19980819	4.6916320
19980820	4.5968387
19980821	4.4438147
19980822	4.2381888
19980823	4.2733525