ARIMA For Power Price Forecasting
ARIMA For Power Price Forecasting
ARIMA For Power Price Forecasting
1 0:00 2674.72
2 0:15 2718.05 2674.72
3 0:30 2673.25 2718.05 2674.72
4 0:45 2499.95 2673.25 2718.05 2674.72
Regression Statistics
0.902884
0.8152
0.808971
141.4028
93
df SS MS F Significance F
3 7849981 2616660 130.86737459 1.604E-32
89 1779533 19994.75
92 9629513
Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
309.7292 113.2983 2.73375 0.0075542551 84.60788 534.8505 84.60788 534.8505
1.116946 0.105953 10.54187 2.451263E-17 0.906419 1.327473 0.906419 1.327473
-0.223168 0.157375 -1.418067 0.1596631539 -0.535868 0.089532 -0.535868 0.089532
-0.032439 0.108078 -0.300146 0.7647655447 -0.247188 0.18231 -0.247188 0.18231
P=0.764
ALPHA=0.05
3 0:30 2673.25 2718.05 2674.72
4 0:45 2499.95 2673.25 2718.05
0:00 1953.91
DAY OPENING=1953.91
DATA POINACTUAL FORCAST
1 0:00 2674.72
2 0:15 2718.05
3 0:30 2673.25 2688.673
4 0:45 2499.95 2630.417
MOVING AVE
3500
5 1:00 2455.64 2542.947
3000
6 1:15 2455.26 2470.283 2500
7 1:30 2455.68 2455.527 2000
8 1:45 2455.38 2455.44 1500
VALUE
9 2:00 2448.04 2453.033 1000
10 2:15 2389.92 2431.113 500
11 2:30 2448.63 2428.863 0
12 2:45 2389.92 2409.49 00 15 30 45 00 15 30 45 00 15
0: 1: 2: 3: 5: 6: 7: 8: 10: 11: 1
13 3:00 2389.81 2409.453
14 3:15 2389.42 2389.717 DATE PO
15 3:30 2389.37 2389.533
16 3:45 2349.82 2376.203 ACTUAL
17 4:00 2389.17 2376.12
18 4:15 2389.85 2376.28
19 4:30 2389.61 2389.543
20 4:45 2389.41 2389.623
21 5:00 2395.2 2391.407
22 5:15 2494.37 2426.327
23 5:30 2790.27 2559.947
24 5:45 2932.19 2738.943
25 6:00 2858.86 2860.44
26 6:15 3000.41 2930.487
27 6:30 3058.13 2972.467
28 6:45 2898.97 2985.837
29 7:00 2700.53 2885.877
30 7:15 2599.06 2732.853
31 7:30 2499.53 2599.707
32 7:45 2499.19 2532.593
33 8:00 2499.36 2499.36
34 8:15 2443.68 2480.743
35 8:30 2499.42 2480.82
36 8:45 2499.64 2480.913
37 9:00 2499.96 2499.673
38 9:15 2499.54 2499.713
39 9:30 2389.08 2462.86
40 9:45 2349.32 2412.647
41 10:00 2232.72 2323.707
42 10:15 2319 2300.347
43 10:30 2389.39 2313.703
44 10:45 2389.94 2366.11
45 11:00 2200.86 2326.73
46 11:15 2218.86 2269.887
47 11:30 2389.09 2269.603
48 11:45 2443.23 2350.393
49 12:00 2499.24 2443.853
50 12:15 2499.21 2480.56
51 12:30 2499.1 2499.183
52 12:45 2443.76 2480.69
53 13:00 2218.94 2387.267
54 13:15 2079.72 2247.473
55 13:30 2061.7 2120.12
56 13:45 2061.57 2067.663
57 14:00 2061.68 2061.65
58 14:15 2061.34 2061.53
59 14:30 2061.89 2061.637
60 14:45 2075.86 2066.363
61 15:00 2128.61 2088.787
62 15:15 2200.55 2135.007
63 15:30 2200.79 2176.65
64 15:45 2200.8 2200.713
65 16:00 2218.27 2206.62
66 16:15 2200.76 2206.61
67 16:30 2318.44 2245.823
68 16:45 2128.46 2215.887
69 17:00 2061.7 2169.533
70 17:15 1999.08 2063.08
71 17:30 1989.38 2016.72
72 17:45 1988.55 1992.337
73 18:00 1609.26 1862.397
74 18:15 1499.98 1699.263
75 18:30 1618.36 1575.867
76 18:45 1699.95 1606.097
77 19:00 2349.92 1889.41
78 19:15 2349.54 2133.137
79 19:30 2349.78 2349.747
80 19:45 2189.73 2296.35
81 20:00 1809.95 2116.487
82 20:15 1688.81 1896.163
83 20:30 1699.11 1732.623
84 20:45 1889.72 1759.213
85 21:00 2399.02 1995.95
86 21:15 2189.37 2159.37
87 21:30 2200.37 2262.92
88 21:45 1989.02 2126.253
89 22:00 2200.96 2130.117
90 22:15 2150.85 2113.61
91 22:30 1687.24 2013.017
92 22:45 1613.69 1817.26
93 23:00 1599.67 1633.533
94 23:15 1602.7 1605.353
95 23:30 1799.49 1667.287
96 23:45 1925.44 1775.877
MOVING AVERAGE
5 30 45 00 15 30 45 00 15 30 45 00 15 30 45 00 15 30 45
2: 3: 5: 6: 7: 8: 10: 11: 12: 13: 15: 16: 17: 18: 20: 21: 22: 23:
DATE POINT
ACTUAL FORCAST