energy

Price of the energy in Spain with other economic data. Data from January 1, 2002 to October 31, 2008 (daily data, working days: Monday to Friday)

datasets

Estimation, inference and diagnostics for Univariate Autoregressive Markov Switching Models for Linear and Generalized Models. Distributions for the series include gaussian, Poisson, binomial and gamma cases. The EM algorithm is used for estimation (see Perlin (2012) <doi:10.2139/ssrn.1714016>).

Josep Sanchez-Espigares

MSwM

Fitting Markov Switching Models

energy function

A data frame with 1785 observations on the following 7 variables.<dl class="dl-horizontal">
	<dt><code>Price</code></dt><dd>Average price of energy (Cent/kwh)</dd>
	<dt><code>Oil</code></dt><dd>Oil price (Euro/barril)</dd>
	<dt><code>Gas</code></dt><dd>Gas price (Euro/MWh)</dd>
	<dt><code>Coal</code></dt><dd>Coal price (Euro/T)</dd>
	<dt><code>EurDol</code></dt><dd>Exchange rate between Dolar-Euro (USD-Euro)</dd>
	<dt><code>Ibex35</code></dt><dd>Ibex 35 index divided by one thousand</dd>
	<dt><code>Demand</code></dt><dd>Daily demand of energy (GWh)</dd>
 </dl>

Format

Price of energy in Spain — energy

A data frame with 1785 observations on the following 7 variables.<dl class='dl-horizontal'>
	<dt><code>Price</code></dt><dd>Average price of energy (Cent/kwh)</dd>
	<dt><code>Oil</code></dt><dd>Oil price (Euro/barril)</dd>
	<dt><code>Gas</code></dt><dd>Gas price (Euro/MWh)</dd>
	<dt><code>Coal</code></dt><dd>Coal price (Euro/T)</dd>
	<dt><code>EurDol</code></dt><dd>Exchange rate between Dolar-Euro (USD-Euro)</dd>
	<dt><code>Ibex35</code></dt><dd>Ibex 35 index divided by one thousand</dd>
	<dt><code>Demand</code></dt><dd>Daily demand of energy (GWh)</dd>
 </dl>

energy: Price of energy in Spain

Description

Usage

Arguments

Format

References