Research Article
Electric Load Forecast Using Combined Models with HP Filter-SARIMA and ARMAX Optimized by Regression Analysis Algorithm
Table 1
The parameter estimating of the ARIMA model.
| ARIMA model | | AR(1) | AR(2) | AR(11) | SAR(1) |
| ARIMA | Coefficient (-statistic) | −0.742 (−3.265) | −0.225 (−1.699) | 0.345 (4.954) | 0.543 (4.956) | ARIMA | Coefficient (-statistic) | −0.368 (−2.353) | −0.277 (−2.488) | | −0.660 (−3.991) |
| | | MA(1) | MA(11) | MA(13) | SMA(1) |
| ARIMA | Coefficient (-statistic) | −1.148 (−17.508) | −0.421 (−6.468) | 0.536 (7.110) | 0.401 (1.638) | ARIMA | Coefficient (-statistic) | 0.614 (5.127) | 0.341 (3.251) | | |
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