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Seasonality in COVID-19 times

COVID-19 hit the economy in an unprecedented way, changing the data generating process of many series. We compare different seasonal adjustment methods through simulations, introducing outliers in the trend and seasonality to reproduce the heterogeneity in the series during COVID-19.

Detalles Bibliográficos
Autores principales: Bógalo, Juan, Llada, Martín, Poncela, Pilar, Senra, Eva
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8673935/
https://www.ncbi.nlm.nih.gov/pubmed/34931098
http://dx.doi.org/10.1016/j.econlet.2021.110206