An empirical analysis of the electricity demand & supply structure in Hokkaidao II - an exploratory data analysis

摘要

Continued from the preceding report I, this one presents the results of time series analysis of the industrial electricity demands in Hokkaido. After this analysis one-step ahead forecasts are computed using the Kalman filter. The data used in this research are about 13 monthly time series for past 11 years extracted from Hokkaido Trades & Industries Almanac '89～99'. The mainly adopted models are SARIMAX & SARIMAs. The regressor variables in those models are the turnouts of 4 sectors of the secondary industries in Hokkaido. The parameters are estimated by the conditional Gaussian maximum likelihood.