[Scilab-users] Interpretation of Banerji test result
Mike
autor52 at hotmail.com
Wed Apr 10 12:19:57 CEST 2013
Dear All
I am not an expert in Scilab or statistics, however I got into a situation
where I need to work with it.
I used the Banerji test to figure out if my test series is leading the
reference series and I got this result:
-------------------------------------------------------------------
rba =
banerji(turning_reference('P'),turning_reference('T'),turning_test('P'),turning_test('T'))
Banerji test of leading profile
H0 : no k-periods leading of competing series
# of extra-cycle in the reference series detected: 0
H0 sum rejection prob.
k<1 21 99.804688
k<2 12 98.4375
k<3 3 70.3125
k<4 -6 3.90625
*
* *
rba =
Banerji test estimation results
-------------------------------------------------------------------
Am I right when I interpret this output as a fact that my test series is
leading for k<1 and k<2?
Thank you for your help.
Mike
--
View this message in context: http://mailinglists.scilab.org/Interpretation-of-Banerji-test-result-tp4026503.html
Sent from the Scilab users - Mailing Lists Archives mailing list archive at Nabble.com.
More information about the users
mailing list