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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