SutteARIMA: Short-term forecasting method, a case: Covid-19 and stock market in Spain
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 2020-0...
| Autores: | , |
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| Formato: | artículo |
| Estado: | Versión aceptada para publicación |
| Fecha de publicación: | 2020 |
| País: | España |
| Recursos: | Universidad de Barcelona |
| Repositorio: | Dipòsit Digital de la UB |
| OAI Identifier: | oai:diposit.ub.edu:2445/176536 |
| Acesso em linha: | https://hdl.handle.net/2445/176536 |
| Access Level: | acceso abierto |
| Palavra-chave: | COVID-19 Teoria de la predicció Estadística Borsa de valors IBEX 35 (Índex borsari) Prediction theory Statistics Stock-exchange IBEX 35 (Stock price index) |
| Resumo: | 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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