volumes

<p>One-dimensional discrete time series, which contains 984 real-valued 
observations of volumes of energy traded on the Nord Pool Spot Exchange from
July 6th to August 31st 2010. Analysed series contains the hourly records only from weekdays from the considered period.</p>

Identification, model fitting and estimation for time series with periodic structure.
Additionally, procedures for simulation of periodic processes
and real data sets are included.
Hurd, H. L., Miamee, A. G. (2007) <doi:10.1002/9780470182833>
Box, G. E. P., Jenkins, G. M., Reinsel, G. (1994)  <doi:10.1111/jtsa.12194>
Brockwell, P. J., Davis, R. A. (1991, ISBN:978-1-4419-0319-8)
Bretz, F., Hothorn, T., Westfall, P. (2010, ISBN: 9780429139543)
Westfall, P. H., Young, S. S. (1993, ISBN:978-0-471-55761-6)
Bloomfield, P., Hurd, H. L.,Lund, R. (1994)
<doi:10.1111/j.1467-9892.1994.tb00181.x>
Dehay, D., Hurd, H. L. (1994, ISBN:0-7803-1023-3)
Vecchia, A. (1985) <doi:10.1080/00401706.1985.10488076>
Vecchia, A. (1985) <doi:10.1111/j.1752-1688.1985.tb00167.x>
Jones, R., Brelsford, W. (1967) <doi:10.1093/biomet/54.3-4.403>
Makagon, A. (1999)
<https://www.math.uni.wroc.pl/~pms/files/19.2/Article/19.2.5.pdf>
Sakai, H. (1989) <doi:10.1111/j.1467-9892.1991.tb00069.x>
Gladyshev, E. G. (1961)
<https://www.mathnet.ru/php/archive.phtml?wshow=paper&jrnid=dan&paperid=24851>
Ansley (1979) <doi:10.1093/biomet/66.1.59>
Hurd, H. L., Gerr, N. L. (1991) <doi:10.1111/j.1467-9892.1991.tb00088.x>.

Karolina Marek

perARMA

Periodic Time Series Analysis

Anna Dudek

Harry Hurd

Wioletta Wojtowicz

volumes function

<p>The format is:
 Time-Series [1:984] from 1 to 984: 24888 24316 23755 23354 23290 ...</p>

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volumes: Volumes of energy, Nord Pool Spot Exchange

Description

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Examples