Weakly series of electricity price each hour of each day during 678 weeks in the 8 regions in New England. We have 1344 series corresponding to each of the seven days, one of the 24 hours and for one of the regions \((7x24x8=1344)\). The first series correspond to the price in the first region at 1 am CT of Thursday 01/01/2004, the second to 2 am, same day and so on. Thus the first 192 series (24 hours x 8 regions) are the price of all the hours of Thursday in the eight regions, the next 192 are for Friday and so on. These series were used in the articles Alonso and Pe<U+00F1>a (2019), and Pe<U+00F1>a, Tsay and Zamar (2019). The series have been corrected of missing values at days of changing time in saving energy days.
data(PElectricity1344)An object of class "data.frame".
Alonso, A. M. and Pe<U+00F1>a, D. (2019). Clustering time series by linear dependency. Statistics and Computing, 29(4):655<U+2013>676.
Pe<U+00F1>a, D. Tsay, R. and Zamar, R. (2019). Empirical Dynamic Quantiles for Visualization of High- Dimensional Time Series, Technometrics, 61:4, 429-444.