QUESTION 6 Cointegration means that: a. Two time series integrated of order 1 will move closely together in the short run b. Two time series integrated of order 1 will be equal in the long run C. A linear combination of the time series will be integrated of order zero d. There will be a nonsense relationship between the two time series

MATLAB: An Introduction with Applications
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QUESTION 6
Cointegration means that:
a. Two time series integrated of order 1 will
move closely together in the short run
b. Two time series integrated of order 1 will
be equal in the long run
C. A linear combination of the time series
will be integrated of order zero
d. There will be a nonsense relationship
between the two time series
Transcribed Image Text:QUESTION 6 Cointegration means that: a. Two time series integrated of order 1 will move closely together in the short run b. Two time series integrated of order 1 will be equal in the long run C. A linear combination of the time series will be integrated of order zero d. There will be a nonsense relationship between the two time series
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