A Threshold Autoregressive Model for Wholesale Electricity Prices
A Threshold Autoregressive Model for Wholesale Electricity Prices
A Threshold Autoregressive Model for Wholesale Electricity Prices
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Proposed <strong>Model</strong><br />
E&D <strong>Model</strong><br />
0.0 0.2 0.4 0.6 0.8<br />
0.0 0.1 0.2 0.3 0.4<br />
frequency<br />
0.0 0.2 0.4 0.6 0.8<br />
0.0 0.1 0.2 0.3 0.4<br />
frequency<br />
Figure 6: Plots of the empirical CDFs of both models with 95% confidence bands <strong>for</strong> the empirical<br />
CDF of a uni<strong>for</strong>m(0,1) sample, obtained using the cpgram command in S-Plus.<br />
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