Seasonal adjustment of the Spanish sales daily data

Autor:	Ángel Cuevas, Ramiro Ledo, Enrique M. Quilis
Jazyk:	angličtina
Rok vydání:	2021
Předmět:	Tax data Daily time series Short-term forecasts Unobserved components model Public finance K4430-4675 Economic growth development planning HD72-88
Zdroj:	SERIEs: Journal of the Spanish Economic Association, Vol 12, Iss 4, Pp 687-708 (2021)
Druh dokumentu:	article
ISSN:	1869-4187 1869-4195
DOI:	10.1007/s13209-021-00251-7
Popis:	Abstract We present a procedure to perform seasonal adjustment over daily sales data. The model adjusts daily information from the Immediate Supply of Information System for Value Added Tax declaration forms compiled by the Spanish Tax Agency. The procedure performs signal extraction and forecasting at the daily frequency, by means of an unobserved components model. The daily information allows a permanently updated monitoring of the short-term economic conditions of the Spanish economy.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/0fd43ea300004d8a8a5d5c979e728471 Zobrazit plný text záznamu Full text from SpringerLink View record in DOAJ