| Abstract [eng] |
In master thesis we presented basic facts of time series analysis and quantile regression. Models were applied to 2018 Lithuania‘s electricity prices and electricity exchange with other countries data. Time series analysis models were used to forecast electricity prices for January 1, 2019. Models included ARMA, GARCH and VAR. They were compared taking into consideration errors and information criteria. Quantile regression was used estimate how electricity exchange affects electricity price at certain quantiles. |
