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
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author Cuevas, Ángel
Ledo, Ramiro
Quilis, Enrique M.
author_facet Cuevas, Ángel
Ledo, Ramiro
Quilis, Enrique M.
author_sort Cuevas, Ángel
collection PubMed
description 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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spelling pubmed-86074062021-11-22 Seasonal adjustment of the Spanish sales daily data Cuevas, Ángel Ledo, Ramiro Quilis, Enrique M. SERIEs (Berl) Original Article 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. Springer Berlin Heidelberg 2021-11-22 2021 /pmc/articles/PMC8607406/ /pubmed/34840619 http://dx.doi.org/10.1007/s13209-021-00251-7 Text en © The Author(s) 2021 https://creativecommons.org/licenses/by/4.0/Open AccessThis article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article's Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article's Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/ (https://creativecommons.org/licenses/by/4.0/) .
spellingShingle Original Article
Cuevas, Ángel
Ledo, Ramiro
Quilis, Enrique M.
Seasonal adjustment of the Spanish sales daily data
title Seasonal adjustment of the Spanish sales daily data
title_full Seasonal adjustment of the Spanish sales daily data
title_fullStr Seasonal adjustment of the Spanish sales daily data
title_full_unstemmed Seasonal adjustment of the Spanish sales daily data
title_short Seasonal adjustment of the Spanish sales daily data
title_sort seasonal adjustment of the spanish sales daily data
topic Original Article
url 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
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