Automatic modelling of daily series of economic activity

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.