Time series prediction using the regression model

Authors

  • Agustín Alonso-Rodriguez Real Centro Universitario Escorial Maria Cristina

DOI:

https://doi.org/10.54571/ajee.480

Keywords:

Time series: Indice of Red Electríca de España, demand of electricity, buildings construction, regression model, time series prediction, software: forecast, R, TSstudio

Abstract

In this paper, it is shown how the prediction of a time series can be achieved using the regression model. The time series Indice of Red Eléctrica de España, REE, section: demand of electricity for buildings cons[1]truction, from January 2020 to August 2020, it is used as an illustration.

 

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Author Biography

Agustín Alonso-Rodriguez, Real Centro Universitario Escorial Maria Cristina

Doctor en Ciencias Económicas, especialidad de Economía Cuantitativa, por la Universidad Complutense de Madrid. Cursos de doctorado en Economía por la Universidad de California, San Diego. Profesor de Econometría Decano de Ciencias Empresariales

References

BOX, G. E. P. y JENKINS, G. M., Time Series Analysis: Forecasting and Control. San Francisco: Holden-Day, 1976.

BOX, G. E. P.; JENKINS, G. M. y REINSEL, G. C., Time Series Analysis: Forecasting and Control, tercera edición. Englewood Cliffs: Prentice-Hall, 1994.

CRAN, The Comprehensive R Archive Network. http://cloud.r-project.org/ (http://cloud.r-project.org/) HYNDMAN, R. J. y colaboradores. fpp2, programa descargable desde CRAN.

HYNDMAN, R. J. y ATHANASOPOULOS, G., Forecasting, Principles and Practice, segunda edición. O.Texts. www.otexts.org/fpp2/, 2018.

HYNDMAN R. J. y KHANDAKAR, Y., Automatic Time Series Forecasting: The forecast Package for R. Journal of Statistical Software, 27(2008)1-22 DOI: https://doi.org/10.18637/jss.v027.i03

KRISPIN, R., Hands-On Time Series Analysis with R., Birminghan: Packt Publishing, 2019.

KRISPIN, R., TSstudio, programa descargable desde CRAN.

Red Eléctrica de España, www.ree.es/es/data/publicaciones/indice-redeléctrica.

Published

2021-03-12

How to Cite

Alonso-Rodriguez, A. (2021). Time series prediction using the regression model. Anuario Jurídico Y Económico Escurialense, (54), 261–280. https://doi.org/10.54571/ajee.480

Issue

Section

ECONOMÍA

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