Seasonal adjustment of the Spanish sales daily data

Ángel Cuevas, Ramiro Ledo, Enrique M. Quilis

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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Year of publication:	2021
Authors:	Cuevas, Ángel ; Ledo, Ramiro ; Quilis, Enrique M.
Published in:	SERIEs : Journal of the Spanish Economic Association. - Berlin : Springer, ISSN 1869-4195, ZDB-ID 2536381-5. - Vol. 12.2021, 4, p. 687-708
Subject:	Tax data \| Daily time series \| Short-term forecasts \| Unobservedcomponents model \| Spanien \| Spain \| Schätzung \| Estimation \| Zeitreihenanalyse \| Time series analysis \| Saisonkomponente \| Seasonal component \| Prognoseverfahren \| Forecasting model \| Saisonale Schwankungen \| Seasonal variations

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Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1007/s13209-021-00251-7 [DOI] hdl:10419/286547 [Handle]
Classification:	C22 - Time-Series Models ; C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications
Source:	ECONIS - Online Catalogue of the ZBW

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