[Scilab-users] Interpretation of Banerji test result

[Eric Dubois]

Hello Mike.

This is right. More precisely, at a standard 5% level, you accept the
hypothesis that the turning_test series has a lead of 3 periods over the
turning_reference series and you reject the hypothesis of a 4 periods lead
(but you should accept at a 1% level).

Éric.


2013/4/10 Mike <autor52 at hotmail.com>

> 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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