Ooms, Marius; Groot, Björn de; Koopman, Siem Jan - Society for Computational Economics - SCE - 1999
This paper discusses a time-series model for daily tax revenues. The model is an unobserved-components model with trend and seasonal components that vary over time. The seasonalities for inter-month and intra-month movements are modelled using stochastic cubic splines. The model is made...