Natural Gas Consumption
Time-series analysis of US natural gas consumption data across 15 years (from Jan 2005 to Dec 2019).
Data
- NG Consumption.csv: natural gas consumption data by sector; dataset dowloaded from https://www.eia.gov/totalenergy/data/browser/csv.php?tbl=T04.03 and renamed as it is
- df_ensembled.xls: dataset extracted from "NG Consumption.csv" with the code in Data preparation.ipynb and to be imported in Gretl; it contains the three required time series
Programs
- Data preparation.ipynb: jupyter notebook file where data are prepared for being imported in Gretl (http://gretl.sourceforge.net/)
- gridsearch.inp: code which performs best order selection processes for ARIMA and VAR models (in Gretl)
- Model fitting and performance assessment.inp: code which fits ARIMA and VAR models with the best orders and computes performance measures (in Gretl)