Seasonal adjustment of the Spanish sales daily data

Abstract 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...

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Autores principales:	Ángel Cuevas, Ramiro Ledo, Enrique M. Quilis
Formato:	article
Lenguaje:	EN
Publicado:	SpringerOpen 2021
Materias:	Tax data Daily time series Short-term forecasts Unobserved components model Public finance K4430-4675 Economic growth, development, planning HD72-88
Acceso en línea:	https://doaj.org/article/0fd43ea300004d8a8a5d5c979e728471
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spelling	oai:doaj.org-article:0fd43ea300004d8a8a5d5c979e7284712021-11-28T12:28:03ZSeasonal adjustment of the Spanish sales daily data10.1007/s13209-021-00251-71869-41871869-4195https://doaj.org/article/0fd43ea300004d8a8a5d5c979e7284712021-11-01T00:00:00Zhttps://doi.org/10.1007/s13209-021-00251-7https://doaj.org/toc/1869-4187https://doaj.org/toc/1869-4195Abstract 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.Ángel CuevasRamiro LedoEnrique M. QuilisSpringerOpenarticleTax dataDaily time seriesShort-term forecastsUnobserved components modelPublic financeK4430-4675Economic growth, development, planningHD72-88ENSERIEs: Journal of the Spanish Economic Association, Vol 12, Iss 4, Pp 687-708 (2021)
institution	DOAJ
collection	DOAJ
language	EN
topic	Tax data Daily time series Short-term forecasts Unobserved components model Public finance K4430-4675 Economic growth, development, planning HD72-88
spellingShingle	Tax data Daily time series Short-term forecasts Unobserved components model Public finance K4430-4675 Economic growth, development, planning HD72-88 Ángel Cuevas Ramiro Ledo Enrique M. Quilis Seasonal adjustment of the Spanish sales daily data
description	Abstract 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.
format	article
author	Ángel Cuevas Ramiro Ledo Enrique M. Quilis
author_facet	Ángel Cuevas Ramiro Ledo Enrique M. Quilis
author_sort	Ángel Cuevas
title	Seasonal adjustment of the Spanish sales daily data
title_short	Seasonal adjustment of the Spanish sales daily data
title_full	Seasonal adjustment of the Spanish sales daily data
title_fullStr	Seasonal adjustment of the Spanish sales daily data
title_full_unstemmed	Seasonal adjustment of the Spanish sales daily data
title_sort	seasonal adjustment of the spanish sales daily data
publisher	SpringerOpen
publishDate	2021
url	https://doaj.org/article/0fd43ea300004d8a8a5d5c979e728471
work_keys_str_mv	AT angelcuevas seasonaladjustmentofthespanishsalesdailydata AT ramiroledo seasonaladjustmentofthespanishsalesdailydata AT enriquemquilis seasonaladjustmentofthespanishsalesdailydata
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Seasonal adjustment of the Spanish sales daily data

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