存量時間序列變數，例如：月底的庫存，即為每月之流入與流出量所產生之累計之加總，亦是為每月淨流量之累計。藉由類似存量交易日迴歸變數的計算方式，本文介紹如何經由流量序列之節日迴歸變數的累加，計算出存量序列之節日迴歸變數。當流量變數具有標準特性時，則可利用本文所提出之簡單且實用的方法導出存量序列之節日迴歸變數。本文分別檢驗復活節效應對美國製造業存貨量的影響，以及中國農曆春節效應對臺灣經濟指標存貨量的影響。本文為了上述分析所建構的模型、預測和圖形結果，皆顯示此方法可以有效的處理存量節日效果。亦如流量的節日變數分析，本文的估計結果顯示，存量的節日效果通常大於交易日效果，但小於季節性效果。

Stock economic time series, such as end-of-month inventories, arise as the cumulative sum of monthly inflows and outflows over time, i.e., as accumulations of monthly net flows. In this article, we derive holiday regressors for stock series from cumulative sums of flow-series holiday regressors. This is similar to how stock trading day regressors have been derived. The stock holiday regressors from this approach have a very simple and appealing form when the flow regressors have standard properties. The modeling, forecasting and graphical results we present, for Easter effects in U.S. manufacturing inventories and for Chinese New Year effects in economic indicator inventory series of Taiwan, confirm the utility of this first general approach to modeling stock holiday effects. As with estimated holiday effects from flow series, we find that stock holiday effects are usually larger than trading day effects but smaller than seasonal effects.