The issue of obtaining an accurate prediction of electricity consumption has been widely discussed by many previous works. Various techniques have been used such as statistical method, time-series, heuristic methods and many more. Whatever the technique used, the accuracy of prediction depends on the availability of historical data as well as the proper selection of the data. Even the data is exhaustive; it must be selected so that the prediction accuracy can be improved. This paper presented a test method named Data Selection Test (DST) method that can be used to test the historical data to select the correct data set for prediction. The DST method is demonstrated and tested on practical electricity consumption data of a selected commercial building. Three different prediction methods are used (ie. Moving Average, MA, Exponential Smoothing, ES and Linear Regression, LR) to evaluate the prediction accuracy by using the data set recommended by the DST method.