banerji — performs banerji test to evaluate the leading profile of a series against another one
[rba]=banerji(Pr,Tr,Pt,Tt, arg1, ,argn)
Pr = a vector of through dates for the reference series
Tr = a vector of through dates for the reference series
Pt = a vector of through dates for the competeting series
Tt = a vector of through dates for the competeting series
arg1, ,argn = arguments which can be:
- 'lead = xx': the number of leads to test (default is 4)
- the string 'noprint' if the user doesn't want to display the results of the regression
rdfa = a results tlist with
- rba('signi') = confidence for rejection of the null hypothesis of lead not significant
- rba('sum_ini') = initial sum of time difference
- rba('dates_extra')= dates of extra-cycle in the reference serie
- rba('PT_extra') = type of each dates (P or T) in the extra-cycles