ISSN:
1572-9982
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Wirtschaftswissenschaften
Notizen:
Summary This paper offers an empirical appraisal of nine seasonal adjustment methods on the basis of seven criteria (percentage change, orthogonality, idempotency, two tests on residuals, stability, estimation accuracy of known seasonals). The results hardly favour any method explicitly but suggest that the user has to think about the purposes in his mind. Our tests offer the ingredients for an appropriate decision framework. If e.g. predictive power, i.e. stability, along with absence of residual seasonal and trend-cycle movement is wanted, the X-11 method of the Bureau of the Census and the Burman procedure of the Bank of England should be preferred.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF01712804
Permalink