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 <[email protected]> > 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. > _______________________________________________ > users mailing list > [email protected] > http://lists.scilab.org/mailman/listinfo/users >
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