Seasonal adjustment of the Spanish sales daily data

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 d...

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Detalles Bibliográficos
Autores principales: Cuevas, Ángel, Ledo, Ramiro, Quilis, Enrique M.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2021
Materias:
Original Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8607406/
https://www.ncbi.nlm.nih.gov/pubmed/34840619
http://dx.doi.org/10.1007/s13209-021-00251-7
Descripción
Sumario: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.

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