西班牙每日销售数据的季节性调整。

IF 1.7 4区经济学 Q2 ECONOMICS Series-Journal of the Spanish Economic Association Pub Date : 2021-01-01 Epub Date: 2021-11-22 DOI:10.1007/s13209-021-00251-7

Ángel Cuevas, Ramiro Ledo, Enrique M Quilis

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引用次数: 1

摘要

我们提出了一个程序来执行季节性调整的日常销售数据。该模型根据西班牙税务局编制的增值税申报表格即时提供信息系统中的日常信息进行调整。该程序通过未观测分量模型在日频率上进行信号提取和预测。每日信息允许对西班牙经济的短期经济状况进行永久更新的监测。

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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 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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来源期刊

Series-Journal of the Spanish Economic Association ECONOMICS-

CiteScore

2.30

自引率

7.70%

发文量

审稿时长

13 weeks

期刊介绍： SERIEs is a single-blind peer-reviewed open access journal. In the Journal Citation Reports (JCR) the impact factor of the journal in 2020 is 1.088 and, in Scopus, we are in the top quartile according to Scimago Journal Ranking and the CiteScores. SERIEs - Journal of the Spanish Economic Association is the result of a merger between the two most important academic economics journals in Spain: Spanish Economic Review (SER) and Investigaciones Económicas (IE). The new journal publishes scientific articles in all areas of economics. We welcome both theoretical and empirical papers and place great value on applying high quality standards. SERIEs seeks to maintain the reputation gained by its predecessors as the most prominent economics journals in Spain, and to become a major internationally recognized journal. The journal is receptive to high-quality papers on any topic and from any source. At the same time, as official journal of the Spanish Economic Association, SERIEs is very interested in high-quality empirical papers about the Spanish and the European economy. The publication costs are covered by Spanish Economic Association so authors do not need to pay an article-processing charge. The journal operates a single-blind peer-review system, where the reviewers are aware of the names and affiliations of the authors, but the reviewer reports provided to authors are anonymous. SERIEs encourages authors to share their data where possible. For further details on the data policy for the journal please see the Springer Nature page here: https://www.springernature.com/gp/authors/research-data-policy/repositories-general/12327166 Officially cited as: SERIEs-Journal of the Spanish Economic Association

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