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:
Article
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
_version_ 1784615542839050240
author Bógalo, Juan
Llada, Martín
Poncela, Pilar
Senra, Eva
author_facet Bógalo, Juan
Llada, Martín
Poncela, Pilar
Senra, Eva
author_sort Bógalo, Juan
collection PubMed
description 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.
format Online
Article
Text
id pubmed-8673935
institution National Center for Biotechnology Information
language English
publishDate 2022
publisher Elsevier B.V.
record_format MEDLINE/PubMed
spelling pubmed-86739352021-12-16 Seasonality in COVID-19 times Bógalo, Juan Llada, Martín Poncela, Pilar Senra, Eva Econ Lett Article 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. Elsevier B.V. 2022-02 2021-12-15 /pmc/articles/PMC8673935/ /pubmed/34931098 http://dx.doi.org/10.1016/j.econlet.2021.110206 Text en © 2021 Elsevier B.V. All rights reserved. Since January 2020 Elsevier has created a COVID-19 resource centre with free information in English and Mandarin on the novel coronavirus COVID-19. The COVID-19 resource centre is hosted on Elsevier Connect, the company's public news and information website. Elsevier hereby grants permission to make all its COVID-19-related research that is available on the COVID-19 resource centre - including this research content - immediately available in PubMed Central and other publicly funded repositories, such as the WHO COVID database with rights for unrestricted research re-use and analyses in any form or by any means with acknowledgement of the original source. These permissions are granted for free by Elsevier for as long as the COVID-19 resource centre remains active.
spellingShingle Article
Bógalo, Juan
Llada, Martín
Poncela, Pilar
Senra, Eva
Seasonality in COVID-19 times
title Seasonality in COVID-19 times
title_full Seasonality in COVID-19 times
title_fullStr Seasonality in COVID-19 times
title_full_unstemmed Seasonality in COVID-19 times
title_short Seasonality in COVID-19 times
title_sort seasonality in covid-19 times
topic Article
url 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
work_keys_str_mv AT bogalojuan seasonalityincovid19times
AT lladamartin seasonalityincovid19times
AT poncelapilar seasonalityincovid19times
AT senraeva seasonalityincovid19times

Ejemplares similares