Econometric modeler. Forecasting a SARIMA model
13 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
Hello!
I have data from the first 3 weeks of March regarding electricity prices (for every hour during the first 21 days of the month, there is a specific price). I would like to model the time series as a SARIMA model with the Econometric Modeler App. As price changes depending on the day of the week and the hour of the day, I would like to include that. I have a table with two columns: date for every price (HH-dd-MM-yy) and the correspondent price.
Until now, I have:
- Modelled SARIMA_Value with the Econometric Modeler App. I think it automatically fits the model according to the given parameters p, d, q, P, D, Q. I have included m=3 because there are 3 weeks in my data. However, when importing the data and plotting it, the graph shows the prices but not the dates, the x axis is "Index", but it should be "Date".

2. Used estimate(SARIMA_Value, values_from_first_3_weeks)
I have the following questions:
- How can I include the dates into the Econometric App?
- Am I estimating the model properly?
- How can I forecast the prices for the fourth week?
Thank you!
0 Kommentare
Antworten (0)
Siehe auch
Kategorien
Mehr zu Conditional Mean Models finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!