Time Series Analysis of Natural Gas

Natural gas is an important energy source for much of our industrial, heating and electricity needs. The price of natural gas can fluctuate greatly. I made a time series analysis with external regressors to investigate how well modeling could forecast the price of natural gas. Using data from the US Energy Information Administration, I acquired monthly pricing data for Natural Gas from January of 1990 until present. I also acquired data on a number of related energy features.