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

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dc.contributor.authorAhmar, Ansari Saleh
dc.contributor.authorBoj del Val, Eva
dc.date.accessioned2021-04-21T11:59:59Z
dc.date.available2022-08-31T05:10:23Z
dc.date.issued2020-08
dc.date.updated2021-04-21T12:00:00Z
dc.description.abstractThis 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 (...)
dc.format.mimetypeapplication/pdf
dc.identifier.idgrec704069
dc.identifier.issn0048-9697
dc.identifier.urihttps://hdl.handle.net/2445/176536
dc.language.isoeng
dc.publisherElsevier B.V.
dc.relation.isformatofVersió postprint del document publicat a: https://doi.org/10.1016/j.scitotenv.2020.138883
dc.relation.ispartofScience of the Total Environment, 2020, vol. 729, num. 138883
dc.relation.urihttps://doi.org/10.1016/j.scitotenv.2020.138883
dc.rightscc-by-nc-nd (c) Elsevier B.V., 2020
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es
dc.sourceArticles publicats en revistes (Matemàtica Econòmica, Financera i Actuarial)
dc.subject.classificationCOVID-19
dc.subject.classificationTeoria de la predicció
dc.subject.classificationEstadística
dc.subject.classificationBorsa de valors
dc.subject.classificationIBEX 35 (Índex borsari)
dc.subject.otherCOVID-19
dc.subject.otherPrediction theory
dc.subject.otherStatistics
dc.subject.otherStock-exchange
dc.subject.otherIBEX 35 (Stock price index)
dc.titleSutteARIMA: Short-term forecasting method, a case: Covid-19 and stock market in Spain
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/acceptedVersion

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