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Modelización automática de series diarias de actividad económica

Author

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  • Espasa, Antoni
  • Revuelta, J. Manuel
  • Cancelo, José Ramón

Abstract

Las series diarias de actividad económica no han sido estudiadas tan rigurosamente como las series financieras. No obstante, la posibilidad de contar con modelos adecuados a un coste razonable daría potentes herramientas de gestión a empresas e instituciones. Por otro lado, las particularidades que presentan dichas series recomiendan un tratamiento específico, diferenciado del de las series de mayor nivel de agregación temporal. En este artículo se ilustra el problema anterior y se propone una metodología automática de modelización para dichas series.

Suggested Citation

  • Espasa, Antoni & Revuelta, J. Manuel & Cancelo, José Ramón, 1996. "Modelización automática de series diarias de actividad económica," DES - Documentos de Trabajo. Estadística y Econometría. DS 3640, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:dsrepe:3640
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