Toggle navigation
Categories
ServerfaultXchanger
SuperuserXchanger
UbuntuXchanger
WebappsXchanger
WebmastersXchanger
ProgrammersXchanger
DbaXchanger
DrupalXchanger
WordpressXchanger
MagentoXchanger
JoomlaXchanger
AndroidXchanger
AppleXchanger
GameXchanger
GamingXchanger
BlenderXchanger
UxXchanger
CookingXchanger
PhotoXchanger
StatsXchanger
MathXchanger
DiyXchanger
GisXchanger
TexXchanger
MetaXchanger
ElectronicsXchanger
StackoverflowXchanger
BitcoinXchanger
EthereumXcanger
cointegration related issues & queries in StatsXchanger
Coefficient restriction and cointegration
cointegration
restrictions
Updated April 19, 2018 14:19 PM
0
answers
3
views
0
votes
R code for Granger representation theorem of VECM model
r
var
cointegration
vecm
Updated April 11, 2018 16:19 PM
0
answers
6
views
0
votes
Which cointegration test to apply when variables are I(1) and I(2)?
time-series
cointegration
Updated April 02, 2018 20:19 PM
0
answers
2
views
0
votes
Johansen Test - What is a lag?
hypothesis-testing
python
cointegration
Updated March 31, 2018 20:19 PM
0
answers
3
views
0
votes
Comparing two time series, if the pattern is similar or different.
r
time-series
correlation
cointegration
cross-correlation
Updated March 29, 2018 15:19 PM
0
answers
7
views
-1
votes
ECM (error correction model): interpretation of a I(1) differentiated time serie as its "variation around its long-run trend"
time-series
cointegration
ecm
Updated March 29, 2018 13:19 PM
0
answers
3
views
0
votes
Can we use differenced logarithms of variables when checking for cointegration?
time-series
data-transformation
cointegration
logarithm
Updated March 11, 2018 08:19 AM
1
answers
7
views
0
votes
Phillips–Perron unit root test instead of ADF test?
regression
cointegration
Updated February 25, 2018 19:19 PM
3
answers
16196
views
5
votes
Vector Error Correction Models (sign of the coefficent)
time-series
var
cointegration
vecm
Updated February 23, 2018 23:19 PM
0
answers
3
views
0
votes
Contradictory outputs using Engle and Granger's test vs Johansen's test
time-series
cointegration
Updated February 16, 2018 20:19 PM
0
answers
3
views
0
votes
two co-integrated series implies that residuals are stationary?
stationarity
cointegration
non-stationary
Updated February 14, 2018 21:19 PM
0
answers
3
views
0
votes
Forecast encompassing test for cointegrated time series
time-series
hypothesis-testing
forecasting
cointegration
Updated February 09, 2018 14:19 PM
3
answers
265
views
4
votes
Trend-stationary Residuals in Engle-Granger Cointegration Test
regression
residuals
cointegration
Updated January 22, 2018 22:19 PM
0
answers
2
views
0
votes
VECM - How many cointegrating equations can you have?
time-series
cointegration
vecm
Updated January 21, 2018 21:19 PM
0
answers
2
views
0
votes
Normalization choice in cointegration models
cointegration
vecm
Updated January 17, 2018 18:19 PM
0
answers
4
views
0
votes
Does it make sense to produce a forecast in R using a VECM in this way?
r
forecasting
var
cointegration
vecm
Updated January 11, 2018 12:19 PM
0
answers
4
views
1
votes
VAR in levels for cointegrated data
references
var
cointegration
Updated January 10, 2018 14:19 PM
1
answers
184
views
4
votes
Cointegration testing and seasonality
multiple-regression
seasonality
cointegration
Updated January 04, 2018 15:19 PM
0
answers
4
views
0
votes
spatial non-stationarity, spatial durbin model "in differences" and bounds testing
spatial
cointegration
ardl
Updated January 03, 2018 15:19 PM
0
answers
2
views
1
votes
Should multicollinearity problem be looked into while doing cointegration?
time-series
multicollinearity
autoregressive
cointegration
vecm
Updated January 01, 2018 17:19 PM
3
answers
638
views
3
votes
Is cointegration able to change regarding different time period?
var
cointegration
Updated December 30, 2017 10:19 AM
0
answers
2
views
0
votes
Should cointegration work both side?
python
cointegration
Updated December 25, 2017 18:19 PM
0
answers
3
views
0
votes
ARDL model assumptions
assumptions
cointegration
unit-root
ardl
ecm
Updated December 21, 2017 09:19 AM
0
answers
6
views
0
votes
Engle-Granger cointegration testing with a structural break
cointegration
Updated December 20, 2017 08:19 AM
1
answers
220
views
0
votes
Johansen Test gave me cointegration relationships for stationary series
time-series
forecasting
stationarity
cointegration
Updated December 19, 2017 14:19 PM
0
answers
8
views
0
votes
Engle-Granger Two-Step Method and the significance of the found variables
regression-coefficients
cointegration
unit-root
non-stationary
integral
Updated December 14, 2017 22:19 PM
0
answers
3
views
0
votes
Instrumental variables in a cointegrated regression
regression
cointegration
instrumental-variables
Updated December 13, 2017 10:19 AM
1
answers
3
views
0
votes
Cointegration but no Granger-Causality found
cointegration
granger-causality
Updated December 12, 2017 14:19 PM
1
answers
677
views
1
votes
Using Index (ratio) for time series analysis
time-series
forecasting
garch
cointegration
ratio
Updated December 10, 2017 20:19 PM
0
answers
6
views
0
votes
Log-price difference and the Ornstein-Uhlenbeck process
time-series
econometrics
stochastic-processes
cointegration
calculus
Updated December 09, 2017 08:19 AM
0
answers
6
views
0
votes
Granger causality and cointegration
time-series
cointegration
granger-causality
Updated December 07, 2017 12:19 PM
1
answers
5
views
0
votes
Different results from Trace statistics and Maximum statistic with Johansen cointegration test
r
time-series
cointegration
Updated December 05, 2017 22:19 PM
0
answers
6
views
0
votes
Very simple cointegration question
cointegration
Updated December 04, 2017 17:19 PM
0
answers
7
views
1
votes
Model residuals pass stationarity test, but Durbin–Watson test fails
r
regression
autocorrelation
cointegration
spurious-correlation
Updated November 24, 2017 17:19 PM
1
answers
399
views
0
votes
Cointegration structure
time-series
cointegration
augmented-dickey-fuller
Updated November 24, 2017 00:19 AM
1
answers
330
views
4
votes
Understanding of the specification of the Johansen Cointegration test in R
r
time-series
cointegration
Updated November 24, 2017 00:19 AM
1
answers
934
views
4
votes
VAR or VECM for a system of I(0) and I(1) variables?
time-series
var
cointegration
non-stationary
vecm
Updated November 15, 2017 23:19 PM
0
answers
5
views
1
votes
Cointegration and structural change
cointegration
Updated November 07, 2017 19:19 PM
0
answers
4
views
0
votes
Help with VECM interpretation error correction terms, what is the equation?
r
time-series
var
cointegration
vecm
Updated November 07, 2017 15:19 PM
0
answers
6
views
-2
votes
Constructing a VECM with a mix of I(0) and I(1) variables
time-series
cointegration
var
Updated November 06, 2017 00:19 AM
1
answers
1391
views
2
votes
Error correction model: lags in the long-run equation
cointegration
integration
ecm
Updated October 31, 2017 14:19 PM
0
answers
7
views
1
votes
Do I need to use stationary time series data when building linear model with AR error terms?
time-series
autocorrelation
stationarity
cointegration
augmented-dickey-fuller
Updated October 25, 2017 18:19 PM
0
answers
7
views
3
votes
Estimating and justifying a weakly cointegrated regression analysis in panel setting
regression
panel-data
covariance
cointegration
Updated October 15, 2017 21:19 PM
0
answers
4
views
0
votes
How is the ratio of two cointegrated series related to their difference?
time-series
stationarity
cointegration
Updated October 12, 2017 04:19 AM
0
answers
4
views
0
votes
Testing cointegration for variables that are both I(0)?
r
time-series
cointegration
Updated October 09, 2017 19:19 PM
0
answers
6
views
0
votes
Johansen Cointegration Test - Interpret results to find Behavioral Equilibrium Exchange Rate
mathematical-statistics
cointegration
Updated October 04, 2017 05:19 AM
0
answers
3
views
0
votes
Why does the presence of cointegration solve the problem of spurious correlation?
time-series
least-squares
cointegration
spurious-correlation
Updated September 17, 2017 15:19 PM
0
answers
52
views
1
votes
Variable limit for Johansen Test
cointegration
likelihood-ratio
Updated September 13, 2017 13:19 PM
0
answers
5
views
0
votes
Pesaran ARDL Model for testing cointegration relationship - How many variables?
r
stationarity
cointegration
non-stationary
ardl
Updated September 07, 2017 11:19 AM
0
answers
2
views
0
votes
Cointegration if both variables are I(0)?
r
fitting
var
cointegration
Updated September 05, 2017 13:19 PM
0
answers
4
views
0
votes
Showing Page 1 of 0
Query Search
Categories
ServerfaultXchanger
SuperuserXchanger
UbuntuXchanger
WebappsXchanger
WebmastersXchanger
ProgrammersXchanger
DbaXchanger
DrupalXchanger
WordpressXchanger
MagentoXchanger
JoomlaXchanger
AndroidXchanger
AppleXchanger
GameXchanger
GamingXchanger
BlenderXchanger
UxXchanger
CookingXchanger
PhotoXchanger
StatsXchanger
MathXchanger
DiyXchanger
GisXchanger
TexXchanger
MetaXchanger
ElectronicsXchanger
StackoverflowXchanger
BitcoinXchanger
EthereumXcanger