Statistical analysis and forecasting of average electricity prices in the Russian Federation

The current economic and political situation both in the Russian Federation and the world as a whole has given particular relevance to the study of energy prices, aimed at developing tools for information support of the strategic planning system at the micro, meso and macro levels. The article presents the results of the analysis of the dynamics and forecasting of average prices for electricity supplied to the population and industrial enterprises in the Russian Federation in monthly dynamics for 2000-2018. A comparative analysis of indicators of the intensity of the dynamics led to the conclusion that prices for the population are rising at a higher rate. The study of the structure of the analyzed time series based on spectral analysis, as well as the calculation of the autocorrelation and private autocorrelation functions proved the presence of trend and cyclical components. Taking into account the structure of time series, modeling and forecasting of average prices for electricity supplied to the population and industrial enterprises for a polynomial second degree were carried out taking into account the variability of adaptive polynomial models, as well as autoregression models of the integrated moving average...