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Seasonal adjustment of the Spanish sales daily data

Ángel Cuevas, Ramiro Ledo and Enrique M. Quilis ()
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Ángel Cuevas: Research and Statistics Division
Ramiro Ledo: Research and Statistics Division
Enrique M. Quilis: Research and Statistics Division

SERIEs: Journal of the Spanish Economic Association, 2021, vol. 12, issue 4, No 6, 687-708

Abstract: 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.

Keywords: Tax data; Daily time series; Short-term forecasts; Unobserved components model (search for similar items in EconPapers)
JEL-codes: C22 C32 C53 (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s13209-021-00251-7

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SERIEs: Journal of the Spanish Economic Association is currently edited by Nezih Guner

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