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...

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

Extracted 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

Jun 07, 2022

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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...

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