Overview

This website serves as an online appendix to chapter 6 of the paper “Functional factor regression with an application to electricity price curve modeling” by Otto & Winter (2025). It provides interactive visualizations of the 3-dimensional coefficient surfaces from the regression model output, allowing for a deeper exploration of the analytical results than is possible in a static paper format.

Key Features

  • Interactive 3D visualizations of coefficient surfaces
  • Heatmap visualizations of regression coefficients
  • Statistical significance visualization (t-values and p-values)
  • Model fit metric across the functional domain

The FFR Package

The analysis presented here was conducted using the ffr R package, which implements functional factor regression models. The package provides tools for:

  • Model Estimation: Fit function-on-function linear regression models
  • Factor Determination: Consistently estimate the number of factors using the eigenvalue difference method
  • Statistical Inference: Generate confidence regions for coefficient surfaces
  • Data Preprocessing: Transform irregularly spaced functional data onto consistent grids
  • Visualization: Plot coefficient surfaces, p-values, and more

You can find the package on GitHub.

Getting Started

To explore the visualizations, use the navigation menu at the top of the page. The visualizations are organized by type: