13/02/2018

 There is no relationship between contemporaneous changes in price and demand for this day, however there is a relationship between changes in price and 1-hour-lagged demand. See below for model results.








Change in Demand as Dependent
  Coefficient Std Error p value
Constant -6.97130 70.40710 0.92200
(Change in Demand)t-1 1.04530 0.15510 0.00000
(Change in Demand)t-2 -0.15960 0.15340 0.30400
(Change in Price) -0.14660 17.01940 0.99300
(Change in Price)t-1 18.18570 16.23300 0.26900
(Change in Price)t-2 2.55720 16.98700 0.88100
Adjusted R-squared:  0.829       
       
       
Change in Price as Dependent
  Coefficient Std Error p value
Constant 0.05981 0.63830 0.92580
(Change in Price)t-1 0.17000 0.14700 0.25420
(Change in Price)t-2 -0.32780 0.14550 0.02960
(Change in Demand) -0.00001 0.00140 0.99320
(Change in Demand)t-1 0.00234 0.00200 0.24890
(Change in Demand)t-2 -0.00113 0.00140 0.42280
Adjusted R-squared:  0.1008      



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