cointegration

基本解释

Unit-root test; Cointegration test and so on.
统计数据的检验
There is a cointegration relation between spot price and FFA price.
远期运费价格和现货价格之间存在协整关系;
Unit root testing is the foundation of cointegration model and VEC model.
摘要单位根检验是协整建模及误差修正分析的基础与前提。
There is a cointegration relationship and long run equilibrium among TXF, T50Index and T50ETF .
一、三变数存在共整合现象，显示具有长期的均衡关系。
Combining with R/S analysis, a practical algorithm for judgment of the nonlinear cointegration was worked out.
最后结合R/S分析，给出一个判断非线性协整关系的实用算法。