Sektoruntersuchung Stromerzeugung ... - Bundeskartellamt

Sektoruntersuchung Stromerzeugung/Stromgroßhandel (B10-9/09) Bericht ● Januar 2011
Anhang 2: Schätzungen Windprognose / Day-Ahead-Preis: Output Sheets
1) Dependent Variable: EEX
Method: Least Squares
Sample: 1 17544
Included observations: 17544
HAC standard errors & covariance (Bartlett kernel, Newey-West fixed
bandwidth = 13.0000)
Variable Coefficient Std. Error t-Statistic Prob.
C 58.21219 1.117833 52.07594 0.0000
WINDPRG -0.001296 0.000145 -8.907785 0.0000
R-squared 0.026188 Mean dependent var 51.89213
Adjusted R-squared 0.026132 S.D. dependent var 32.61683
S.E. of regression 32.18783 Akaike info criterion 9.781168
Sum squared resid 18174506 Schwarz criterion 9.782054
Log likelihood -85798.41 Hannan-Quinn criter. 9.781460
F-statistic 471.7428 Durbin-Watson stat 0.213441
Prob(F-statistic) 0.000000
2) Dependent Variable: EEX
Method: Least Squares
Sample: 1 17544
Included observations: 17544
HAC standard errors & covariance (Bartlett kernel, Newey-West fixed
bandwidth = 13.0000)
Variable Coefficient Std. Error t-Statistic Prob.
301