[R] Forecasting prices

Jeff Newmiller jdnewmil at dcn.davis.CA.us
Tue Apr 28 20:34:16 CEST 2015

This is off topic here. You might try stats.stack exchange.com.

Be warned that if someone tells you to study only one method they are probably misleading you (perhaps unintentionally) because every method has the potential to be wrong in some way.
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Sent from my phone. Please excuse my brevity.

On April 28, 2015 8:11:02 AM PDT, randomness <m.kofler at aew.eu> wrote:
>apologies in advance for the generic question but I would highly
>if someone pointed me in the right direction.
>My challenge: I need to forecast Prices (Gas & Electricity Spot). Both
>and electricity Show Autocorrelative and seasonal (hourly, daily,
>behaviour. And there are explaining variables, of which I have
>forecasts out
>of Reuters (temp, production etc). 
>I have looked at dynamic linear Regression and neural Networks so far.
>would be great if someone can provide any Input, which model they would
>suggest using. I got several conflicting opinions so far, which is of
>suboptimal as I would love to Focus on one subject. Of course if you
>suggest any literature or even have some code I would be very grateful.
>Many thanks!
>View this message in context:
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