If two variables, X, and are said to be cointegrated, which of the following statementsare true?i)X, and must both be stationary.ii)Only one linear combination of X, and X, will be stationaryii)The cointegrating equation for X, and' describes the short-run relationshipbetween the two series.iv)The residuals of a regression of" on X, must be stationary.a) (ii) and (iv) onlyb) (i) and (iii) onlyc) (i), (ii) and (iii) onlyd) (i).(ii),(iii) and (iv)

Cointegration used to measure the correlation of non-stationary time series.

If two variables, X, and are said to be cointegrated, which of the following statements are true? X, andmust both be stationary. Only one linear combination of X, and X, will be stationary i) ii) ii) The cointegrating equation for X, andrdescribes the short-run relationship between the two series. iv) The residuals of a regression of on X, must be stationary. a) (ii) and (iv) only b) (i) and (iii) only c) (i), (ii) and (ii) only d) (i),(ii),(iii) and (iv)

If two variables, X, and are said to be cointegrated, which of the following statements are true? X, andmust both be stationary. Only one linear combination of X, and X, will be stationary i) ii) ii) The cointegrating equation for X, andrdescribes the short-run relationship between the two series. iv) The residuals of a regression of on X, must be stationary. a) (ii) and (iv) only b) (i) and (iii) only c) (i), (ii) and (ii) only d) (i),(ii),(iii) and (iv)

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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