Measuring Performance of Long-Term Power Generating Portfolios - Green Energy and Efficiency: An Economic Perspective - page 416

Wind load factor. Sample period: 2006:04 2010:12, a total of 52 monthly

-

observations. Tables A.3 and A.4 .

Table A.3 OLS estimates of wind load seasonality
Coef cient t-ratio

d(1)

8.74421 9.1273

d(2)

− 2.06081 − 2.1511

d(3)

6.25051 6.5244

d(4)

4.19477 4.8954

− −

d(5)

− 4.65959 − 5.4378

d(6)

11.3065 13.1949

− −

d(7)

8.8292 10.3039

− −

d(8)

− 3.88958 − 4.5392

d(9)

1.45744 1.7009

d(10)

1.74116 2.0320

d(11)

12.4732 14.5565

d(12)

4.4757 5.2232

Table A.4 Regression analysis statistics
Mean-dependent var S.D.-dependent var

0.209207 7.129921

−

Sum squared resid S.E. of regression

165.2062 1.916050

R-squared Adjusted R-squared

0.941968 0.927782

F(11, 45) P-value(F)

66.40291 4.57e-24

Log-likelihood Akaike criterion

111.2076 246.4151

−

Schwarz criterion Hannan-Quinn

270.9317 255.9431

rho Durbin-Watson

0.238200 1.473965

Average wind load factor: 0.27. Wind load volatility: 0.9088.
Pumped load factor. Sample period: 1998:01 to 2013:08, i.e. 188 monthly
observations.