Timeline for Two prices pass the cointegration test but there is a trend. How to check stationarity?
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 10, 2012 at 14:53 | vote | accept | Victor | ||
| Apr 14, 2012 at 11:24 | comment | added | JohnAndrews | Yes I understand why you say that, but given the two variables you have I think that is the best you can do. What do you propose? | |
| Apr 14, 2012 at 10:31 | comment | added | tagoma | I disagree with the latest part of you explanation that "2. (...) In that case you should model both variables by taking the first differences." | |
| Apr 13, 2012 at 2:33 | comment | added | chrisaycock | This post is identical to this and this. Don't repost. | |
| Apr 13, 2012 at 0:29 | history | answered | JohnAndrews | CC BY-SA 3.0 |