volumes.sep {perARMA}R Documentation

Volumes of energy, Nord Pool Spot Exchange, from 1st and 2nd September 2010.

Description

One-dimenssional discrete time series, which conatins 48 real-valued observations of volumes of energy traded on the Nord Pool Spot Exchange. These are omitted before the last two days of volumes data and are used to compare the predicted values of the series volumes with real values in volumes.sep.

Usage

data(volumes.sep)

Format

The format is: Time-Series [1:48] from 1 to 48: 25281 24576 24306 24266 24515 ...

Source

Data were found on http://www.npspot.com ( Downloads -> Historical market data ) selecting Elspot volumes and hourly resolution to download file Elspot\_volumes\_2010\_hourly.xls.

Examples

data(volumes.sep)
message(volumes.sep)

[Package perARMA version 1.7 Index]