<div dir="ltr"><div><div>Hello Mike.<br><br></div>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).<br>
<br></div>Éric.<br></div><div class="gmail_extra"><br><br><div class="gmail_quote">2013/4/10 Mike <span dir="ltr"><<a href="mailto:autor52@hotmail.com" target="_blank">autor52@hotmail.com</a>></span><br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
Dear All<br>
<br>
I am not an expert in Scilab or statistics, however I got into a situation<br>
where I need to work with it.<br>
<br>
I used the Banerji test to figure out if my test series is leading the<br>
reference series and I got this result:<br>
<br>
-------------------------------------------------------------------<br>
<br>
rba =<br>
banerji(turning_reference('P'),turning_reference('T'),turning_test('P'),turning_test('T'))<br>
<br>
Banerji test of leading profile<br>
H0 : no k-periods leading of competing series<br>
<br>
# of extra-cycle in the reference series detected: 0<br>
<br>
H0 sum rejection prob.<br>
k<<a href="tel:1%20%2021%20%20%2099.804688" value="+12199804688">1 21 99.804688</a><br>
k<2 12 98.4375<br>
k<3 3 70.3125<br>
k<4 -6 3.90625<br>
<br>
*<br>
* *<br>
<br>
rba =<br>
<br>
<br>
Banerji test estimation results<br>
<br>
-------------------------------------------------------------------<br>
<br>
Am I right when I interpret this output as a fact that my test series is<br>
leading for k<1 and k<2?<br>
<br>
Thank you for your help.<br>
<br>
Mike<br>
<br>
<br>
<br>
--<br>
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</blockquote></div><br></div>