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Readme file
SERIES C
 Applied Statistics
A threshold autoregressive model for wholesale electricity prices, by
B. R. Rambharat, A. E. Brockwell and D. J. Seppi
Journal of the Royal Statistical Society,
Series C, Applied Statistics, Volume
54 (2005) part 1, 287 - 299
DESCRIPTION OF DATA SET:
The file C5424Rdata.dat contains two columns of data.
Column 1 contains daily maximum wholesale electricity prices in
US dollars per megawatt-hour for the period December 1, 1998, to
November 30, 2001, for Allegheny County, Pennsylvania, USA. These
data were obtained from the web site www.pjm.com, which publishes
wholesale electricity prices for the mid-Atlantic region of the USA.
Column 2 contains daily temperatures in degrees Fahrenheit that
correspond to the daily maximum prices in column 1. These data were
obtained from the National Weather Services web site www.nws.noaa.gov.
CONTACT INFORMATION:
B. Ricky Rambharat
Department of Statistics
Carnegie Mellon University
232 Baker Hall
Pittsburgh
PA 15213-3890
USA
E-mail: br2@stat.cmu.edu
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