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Home Q & A Board Biology-Related Homework Help Medicine Medical Administration
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tinkrazy101 tinkrazy101
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6 years ago
The following is not a consequence of Xt and Yt being cointegrated:
 
  A) if Xt and Yt are both I(1), then for some , Yt   Xt is I(0).
  B) Xt and Yt have the same stochastic trend.
  C) in the expression Yt   Xt ,  is called the cointegrating coefficient.
  D) if Xt and Yt are cointegrated then integrating one of the variables gives you the same result as integrating the other.
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CricooCricoo
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6 years ago
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tinkrazy101 Author
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6 years ago
I appreciate what you did here, answered it right Smiling Face with Open Mouth
oscar520000
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Yesterday
This helped my grade so much Perfect
Fleury
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2 hours ago
Thanks
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