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
load(GROCERDIR+'/data/BusinessClimate.dat'); // performs Bry-Boschan turning points dating procedure bounds('1990m1','2005m5') rbe = brybos('clim_be','proc=''bb'''); rfr =brybos('clim_fr','proc=''bb'''); bounds() // French business climate is the reference series Pr = rfr('P') ; Tr = rfr('T') ; Pt = rbe('P') ; Tt = rbe('T') ; // banerji with 4 month lead 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. | ![]() | ![]() |