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. 2021 Jan 21;28:100495. doi: 10.1016/j.gfs.2021.100495

Table 3.

Estimated p-scores and Z-scores by channel and method.

Pred. food stores
Non-store retailing
Pred. non-food stores
Food & beverage serving services
ARIMA
Naïve
ARIMA
Naïve
ARIMA
Naïve
ARIMA
Naïve
P Z P Z P Z P Z P Z P Z P Z P Z
Jan 0.26 7.11 0.31 14.80 0.58 4.18 0.69 4.32 0.20 4.80 0.25 19.88 0.08 1.05 0.08 0.98
Feb 0.06 1.69 0.05 1.74 0.27 1.61 0.31 1.64 0.01 0.37 0.00 −0.42 0.08 0.87 0.07 0.91
Mar 0.15 3.95a 0.13 6.27a 0.40 2.22a 0.36 1.78 −0.19 −8.77a −0.20 −14.83a −0.27 −3.85a −0.27 −3.31a
Apr 0.12 3.33 0.10 2.16 0.52 2.69 0.54 2.92a −0.54 −16.18 −0.54 −28.71 −0.88 −11.98 −0.88 −11.54
May 0.11 2.82 0.09 3.05 0.81 3.92 0.84 4.22 −0.41 −15.01 −0.42 −31.67 −0.83 −10.43 −0.83 −9.82
Jun 0.11 3.46 0.09 3.37 0.90 4.84 0.88 4.92 −0.15 −7.52 −0.16 −9.39 −0.72 −7.61 −0.72 −9.11
Jul 0.07 1.87b 0.05 1.44b 0.79 3.86 0.76 3.43 −0.05 −1.58b −0.06 −4.29 −0.45 −6.54 −0.45 −6.21
Aug 0.08 2.17 0.06 1.96 0.68 2.98 0.70 3.28 −0.02 −0.62 −0.03 −1.48b −0.20 −2.45 −0.19 −2.62

Note.

a

Indicates the month where the shock was first felt, that is the point where the estimate is clearly different for the observed value for the first time.

b

Indicates the month of recovery, that is the point where the estimate is not clearly different for the observed value.