Cointegration, Advanced Statistics

Cointegration: The vector of not motionless time sequence is said to be cointegrated if the linear combination of the individual series is stationary. Facilitates suitable testing of the hypothesis that there is the relationship between the  nonstationary series.

Posted Date: 7/26/2012 6:44:04 AM | Location : United States







Related Discussions:- Cointegration, Assignment Help, Ask Question on Cointegration, Get Answer, Expert's Help, Cointegration Discussions

Write discussion on Cointegration
Your posts are moderated
Related Questions
ain why the simulated result doesn''t have to be exact as the theoretical calculation

Laplace distribution : The probability distribution, f(x), given by the following formula   Can be derived as the distribution of the difference of two independent random var

Barrett and Marshall Model for conception : A biologically reasonable model for the probability of conception in a particular menstrual cycle, which supposes that the batches of sp

The distribution free or technique which is the analogue of the analysis of variance for the design with two factors. It can be applied to data sets which do not meet the assumptio

Blinding : A procedure used in clinical trials to get rid of the possible bias which might be introduced if the patient and/or the doctor knew which treatment the patient is receiv

Literature controls : The patients with the disease of interest who have received, in the past, one of two treatments under the investigation, and for whom the results have been pu

The estimator of the group by the time period interaction in a study in which the subjects in two different groups are observed in two different time periods. Normally one of th


1) Let N1(t) and N2(t) be independent Poisson processes with rates, ?1 and ?2, respectively. Let N (t) = N1(t) + N2(t). a) What is the distribution of the time till the next epoch

Hello-goodbye effect : The phenomenon initially described in psychotherapy research, but one which might arise whenever a subject is assessed on two occasions, with some interventi