Name

banerji — performs banerji test to evaluate the leading profile of a series against another one

CALLING SEQUENCE

[rba]=banerji(Pr,Tr,Pt,Tt, arg1,…,argn)

PARAMETERS

Input

• 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

Output

• 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

DESCRIPTION

This function provides randomization test to evaluate the leading profile of a serie against another one. It tests the null H0: leads not significant.

EXAMPLE

rba =banerji(Pr,Tr,Pt,Tt,'lead=4');
 
 This Example is taken from banerji_d(): after having performed the bry-boschan turing points dating procedure, the function tests the leading profile of belgium business climate over french one since the 90's. 
 

               

AUTHOR

Emmanuel Michaux 2005