Christophe Aubin, Denis Fougère, Emmanuel Husson, and Marc Ivaldi, "Real-time Pricing of Electricity for Residential Customers: Econometric Analysis of an Experiment," Journal of Applied Econometrics, Vol. 10, Supplement, 1995, S171-S191. Please note that the provided data are confidential. They belong to Electricit\'e De France. Requests to use them must be addressed to Marc Ivaldi, who will forward them. email : ivaldi@cix.cict.fr In any case, the data file provided in the JAE archive is just a small subset of the data from the real-time pricing experiment. There are 2 files. - TEMPO.ASC, an ascii file containing data used for the estimation of the model presented in the paper. (This file is zipped in tempo.zip) - TEMPO.PRG, a program for maximizing the log-likelihood function of the model using the Kalman filter. TEMPO.ASC contains the following variables : CLIENT = reference number of a customer XHP = average daily consumption of electricity at peak periods XHC = average daily consumption of electricity at off-peak periods PHP = peak rate PHC = off-peak rate CODE = type of experiment (useless here) JOUR = type of day (1=blue, 2=white, 3=red) TEMP = average temperature ASSHP = dummy = 1 if management system is on at peaks, 0 if off ASSHC = dummy = 1 if management system is on at off-peaks, 0 if off