问题如下图:
读不懂题的英文?(哪个公司的股价对油价的回归yield valid系数能够用来做长期回归? ) 还有就是答案的后半段是啥,为啥短期不好?
选项:
A.
B.
C.
解释:
NO.PZ201709270100000508 Company #2 Company #3 B is correct. When two time series have a unit root but are co-integrate the error term in the lineregression of one time series on the other will covarianstationary. Exhibit 5 shows ththe series of stoprices of Company #2 anthe oil prices both contain a unit root, anthe two time series are co-integrate a result, the regression coefficients anstanrerrors are consistent ancusefor hypothesis tests. Although the cointegrateregression estimates the long-term relation between the two series, it mnot the best mol of the short-term relationship. 假如company 3: no unit root, no sericorrelation ,是否就可以选择了
Exhibit 5 shows ththe series of stoprices of Company #2 anthe oil prices both contain a unit root, anthe two time series are co-integrate 请问 如何通过Exhibit 5 看出来他们含有单位根?
Company #2 Company #3 B is correct. When two time series have a unit root but are co-integrate the error term in the lineregression of one time series on the other will covarianstationary. Exhibit 5 shows ththe series of stoprices of Company #2 anthe oil prices both contain a unit root, anthe two time series are co-integrate a result, the regression coefficients anstanrerrors are consistent ancusefor hypothesis tests. Although the cointegrateregression estimates the long-term relation between the two series, it mnot the best mol of the short-term relationship. 题目问的是什么意思?没看懂
company #3没有unit root,就算X、Y之间不协整,也可以做多元回归分析吧?
请问company1之所以不入选和他有arch现象有联系么?判断三家公司都不constant的点是在他们都有 sericorrelation of error term的缘故么?从哪里可以看出有过单位根的情况?