[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



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