Message-ID: <30729370.1075840060076.JavaMail.evans@thyme> Date: Thu, 17 May 2001 14:12:28 -0700 (PDT) From: timothy.heizenrader@enron.com To: sean.crandall@enron.com Subject: crystal-ball-test.xls Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Heizenrader, Timothy X-To: Crandall, Sean X-cc: X-bcc: X-Folder: \ExMerge - Crandall, Sean\Inbox X-Origin: CRANDELL-S X-FileName: YEAR AG1 AUG SEP OCT NOV DEC JAN FEB MAR AP1 APR MAY JUN JUL AG1 AVE YEAR 28-29 15264 10180 9002 8911 10336 11404 9392 7710 8217 9323 10923 13537 15024 10385 10448 10563 28-29 29-30 10448 9272 8559 8717 10009 11228 8405 8749 8434 9343 9598 13941 15335 9920 10964 10218 29-30 30-31 10964 9369 8539 8666 9874 11504 8352 7635 8646 9726 8090 14531 13286 10577 10475 10057 30-31 31-32 10475 9378 8584 8674 9626 10489 8406 8813 11208 17435 17049 16080 19247 14536 14750 11902 31-32 32-33 14750 12114 9216 9139 11747 13179 16684 13295 14215 14248 14782 15917 20920 19324 14568 14298 32-33 33-34 14568 15330 11708 11982 14093 20052 23776 16504 17644 24495 23412 20753 15536 10744 10535 16807 33-34 34-35 10535 9395 8665 8526 10684 12207 15411 12441 10581 12116 14087 15308 17069 15417 14490 12447 34-35 35-36 14490 13396 9055 8999 10656 11493 10437 9476 10560 10818 18448 19420 15027 10637 10444 12028 35-36 36-37 10444 9298 8483 8664 10672 11420 9145 7710 8307 9071 8875 12132 14784 10922 10366 10090 36-37 37-38 10366 9260 8492 8519 10607 11256 15346 12492 14576 13820 18377 18238 17394 14482 10476 13109 37-38 38-39 10476 9231 9027 9168 10359 11177 13162 7744 9076 15036 15945 16488 15272 11233 10374 11504 38-39 39-40 10374 9290 8520 9032 10892 11449 9989 10072 13456 15934 16379 15501 15444 9664 10444 11667 39-40 40-41 10444 9339 8529 8613 9584 11299 8880 7863 8166 9854 14122 14830 15119 9621 8940 10365 40-41 41-42 8940 8274 8475 8472 9726 12771 14436 10703 10644 14811 15307 14656 15178 13180 11480 11825 41-42 42-43 11480 9491 8521 9052 10498 12152 15271 14767 14767 21531 22834 16934 19348 16294 14956 14189 42-43 43-44 14956 12688 8780 9059 10431 11234 10835 7759 7759 10438 10753 14589 14144 9454 9068 10705 43-44 44-45 9068 7688 8533 8635 9555 9012 8780 8481 8331 9221 9651 14453 15135 13324 10663 10171 44-45 45-46 10663 9313 8385 8524 9364 10919 14972 13713 14460 15467 18283 20460 16268 15261 15182 13265 45-46 46-47 15182 11907 9479 9233 11120 15899 17752 15297 15513 18000 17273 19952 15096 15004 14205 14627 46-47 47-48 14205 9739 9168 14021 12739 14055 17550 16472 16513 14522 17303 23726 25540 14831 14955 16041 47-48 48-49 14955 14667 10091 9893 10866 11152 14371 11722 15957 17735 17966 18473 17080 12286 10991 13712 48-49 49-50 10991 9228 8433 8434 10461 12636 16956 16100 16201 19673 18591 18036 23334 18799 14578 14885 49-50 50-51 14578 15980 10548 11642 13897 18351 17408 17812 18505 23934 21761 22081 17514 15577 14941 16788 50-51 51-52 14941 13508 9845 12908 11547 13914 17015 12877 13414 18268 22431 22205 16224 14475 14019 14916 51-52 52-53 14019 9799 8452 8946 10496 11369 14416 15722 12849 11187 13806 15833 18942 16758 15092 13182 52-53 53-54 15092 12998 9379 9750 11398 12902 17489 14332 16531 17828 16259 20858 21740 17662 15397 15260 53-54 54-55 15397 15331 13988 11092 12118 13643 17332 11070 10258 13864 11347 13745 18392 19916 14618 14126 54-55 55-56 14618 15492 9683 11426 12740 17717 17745 16396 16837 22319 24474 24510 23720 16829 15598 17171 55-56 56-57 15598 13138 9399 10290 10769 13291 15513 12271 15558 16599 13662 23156 21259 11574 11621 14381 56-57 57-58 11621 9215 8434 8976 10424 11418 15362 14869 13868 15619 14790 22012 15551 11968 11473 13208 57-58 58-59 11473 9663 8836 9651 11618 15336 18184 16405 17031 21968 17927 17394 21178 17564 15104 15309 58-59 59-60 15104 13648 14048 16122 14935 16326 17729 12412 14954 21806 17643 14980 16979 15957 15472 15711 59-60 60-61 15472 12118 9118 9593 11426 11721 17776 16024 16304 18115 13912 19216 22099 13390 12171 14706 60-61 61-62 12171 10289 8522 9471 10415 11049 15578 11218 11818 17330 18957 15117 15639 15371 14398 12797 61-62 62-63 14398 10615 8589 10425 11915 15107 16453 14077 11808 17075 14541 14961 15262 14804 14120 13476 62-63 63-64 14120 10142 9279 8949 10342 11192 16083 11237 12355 16418 12948 14667 23723 18027 15144 13555 63-64 64-65 15144 14723 10708 11152 11697 16801 17394 16255 17552 21761 23532 19179 19347 15071 15135 16061 64-65 65-66 15135 15822 10303 10144 11459 12143 17639 8576 11497 19535 15771 15899 15303 14898 14382 13416 65-66 66-67 14382 9380 8776 9116 10626 13085 17541 16384 15687 14718 11755 15452 24970 15626 14996 14365 66-67 67-68 14996 13589 9385 10295 11658 12450 17213 13157 14575 14690 12561 15457 17607 15903 15246 13801 67-68 68-69 15246 13865 11852 11622 12397 14560 17552 16501 16640 22032 22472 22668 17828 15228 11380 16137 68-69 69-70 11380 9265 8709 9848 10555 11561 17364 12270 11752 14436 11854 14668 17925 13458 11396 12631 69-70 70-71 11396 9435 8465 8496 10017 12398 17385 19440 18851 21133 19423 23308 22872 17466 15200 15782 70-71 71-72 15200 16008 9935 9506 11242 12281 17525 18113 24250 22708 17219 23957 26145 16723 15334 17103 71-72 72-73 15334 16021 10815 9842 10739 13228 12505 8087 8866 9699 11836 14990 15369 10432 10416 11776 72-73 73-74 10416 9311 8507 8514 9610 15188 20918 22063 19913 22727 22893 22219 25786 20943 15229 17194 73-74 74-75 15229 16142 10790 9049 10641 12094 16158 12665 14717 13191 12884 16429 21277 19646 14358 14349 74-75 75-76 14358 12810 10027 10823 13445 19796 17374 16310 16560 22850 20428 22095 18162 17275 17254 16424 75-76 76-77 17254 16641 15184 10588 10530 11416 10602 7670 7828 11383 10870 14304 12021 9567 10467 11481 76-77 77-78 10467 9348 8575 8582 9174 10864 9343 12334 14240 18566 16706 16502 15620 15660 14094 12369 77-78 78-79 14094 10827 10969 9368 10508 11166 13746 9128 10374 13056 13998 16554 15310 10978 10430 12007 78-79 79-80 10430 9290 8490 8614 10457 11228 11954 13336 10290 12344 18415 18830 15296 12474 11007 12184 79-80 80-81 11007 9454 8542 9407 11279 16398 17876 16438 16714 14488 14839 16899 16510 15588 15227 14212 80-81 81-82 15227 15006 9967 9523 11218 12925 16688 16043 19508 20810 17725 19145 23221 19023 15263 15970 81-82 82-83 15263 14923 11776 10713 10971 14228 17418 16227 18493 19278 17794 17214 16639 17497 14921 15400 82-83 83-84 14921 14008 10000 8965 13854 14212 17402 16262 16535 18632 18881 14722 19497 17184 14846 15154 83-84 84-85 14846 10787 9510 8989 10761 12814 15713 8783 10363 18082 16918 16353 15051 10637 10359 12440 84-85 85-86 10359 9276 8404 9243 11815 11994 16806 15643 18391 21979 17839 15259 17285 12592 12911 13929 85-86 86-87 12911 9342 8364 8685 11326 12365 11157 8561 12403 12849 14275 15993 16857 9547 10422 11662 86-87 87-88 10422 9337 8565 8732 9793 11252 8838 7666 8253 9147 9334 14571 15132 10746 10000 10222 87-88 AVE. 13134 11573 9516 9699 11061 12962 14941 12835 13659 16250 16045 17522 17997 14332 13585 AVE. MED. 14281 10234 9014 9153 10711 12244 16120 12771 14227 16176 16319 16458 17024 14864 mean 13134 11573 9516 9700 11062 12963 14942 12836 13660 16251 16045 17523 17997 14332 13586 13136 stdev 2207 2617 1467 1442 1210 2294 3529 3614 3754 4458 4031 3195 3453 3114 2045 1890 max 17254 16641 15184 16122 14935 20052 23776 22063 24250 24495 24474 24510 26145 20943 17194 17254 min 8940 7688 8364 8434 9174 9012 8352 7635 7759 9071 8090 12132 12021 9454 10057 8313 correlation foreward 0.824 0.743 0.636 0.758 0.763 0.661 0.783 0.896 0.817 0.814 0.679 0.493 0.685 0.870 correlation backward 0.870 0.824 0.743 0.636 0.758 0.763 0.661 0.783 0.896 0.817 0.814 0.679 0.493 0.685 sim 14365 11181 9837 9461 14003 13437 16411 12981 12036 18142 9828 20429 20240 12475 14365 days 15 16 30 31 30 31 31 28 31 15 15 31 30 31 365 energy 215480 229845 430960 445325 430960 445325 445325 402229 445325 215480 215480 445325 430960 445325 5243344