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2020-08

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cc-by-nc-nd (c) Elsevier B.V., 2020
Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/176536

SutteARIMA: Short-term forecasting method, a case: Covid-19 and stock market in Spain

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https://doi.org/10.1016/j.scitotenv.2020.138883

Abstract

This study aimed to predict the short-term of confirmed cases of covid-19 and IBEX in Spain by using SutteARIMA method. Confirmed data of Covid-19 in Spanish was obtained from Worldometer and Spain Stock Market data (IBEX 35) was data obtained from Yahoo Finance. Data started from 12 February 2020-09 April 2020 (the date on Covid-19 was detected in Spain). The data from 12 February 2020-02 April 2020 using to fitting with data from 03 April 2020 - 09 April 2020 (...)

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COVID-19, Teoria de la predicció, Estadística, Borsa de valors, IBEX 35 (Índex borsari)

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COVID-19, Prediction theory, Statistics, Stock-exchange, IBEX 35 (Stock price index)

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Articles publicats en revistes (Matemàtica Econòmica, Financera i Actuarial)

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AHMAR, Ansari Saleh and BOJ DEL VAL, Eva. SutteARIMA: Short-term forecasting method, a case: Covid-19 and stock market in Spain. Science of the Total Environment. 2020. Vol. 729, num. 138883. ISSN 0048-9697. [consulted: 15 of June of 2026]. Available at: https://hdl.handle.net/2445/176536

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