Abstract
Daily series of economic activity have not been the object of as a rigorous study as financial series. Nevertheless, the possibility of having adequate models available at a reasonable cost would give companies and institutions powerful management tools. On the other hand, the peculiarities that these series show advise specific treatment, differentiated from that of the series which show a higher level of time aggregation. In this article the previous problem is illustrated and an automatic methodology for the analysis of such series is proposed.
This research has been supported by DGICYT under grant PB93-0236.
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© 1996 Physica-Verlag Heidelberg
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Espasa, A., Revuelta, J.M., Cancelo, J.R. (1996). Automatic Modelling of Daily Series of Economic Activity. In: Prat, A. (eds) COMPSTAT. Physica-Verlag HD. https://doi.org/10.1007/978-3-642-46992-3_5
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DOI: https://doi.org/10.1007/978-3-642-46992-3_5
Publisher Name: Physica-Verlag HD
Print ISBN: 978-3-7908-0953-4
Online ISBN: 978-3-642-46992-3
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