The scripts within this repository can be used to replicate the time series analysis of the proportion of stocked hydroelectric energy (ONS, 2019) in Southeast Brazil (Section 7).
Please use the main files "application.r" and "application_tau090.r," where you will find the instructions for execution.
The codes for fitting the beta-ARMA and KARMA models were obtained from the following repositories: https://github.com/vscher/barma, http://www.ufsm.br/bayer/boot-barma.zip, and https://github.com/fabiobayer/KARMA, respectively. You can find detailed information in the main file "application.r.
Reference: @article{Ribeiro+Pena-Ramirez+Guerra+Alencar+Cordeiro_ubxiiarma2023, author = "Tatiane Fontana Ribeiro and Fernando A. Peña-Ramírez and Renata Rojas Guerra and Airlane P. Alencar and Gauss Moutinho Cordeiro" title = "Forecasting the proportion of stored energy using the Unit Burr XII quantile autoregressive moving average model", journal = "Submitted", volume = "00", pages = "1--34", year = "2023" }