Cointegration
Posted: Wed Jan 04, 2017 6:32 am
Hi everyone,
I know that cointegration between two variables implies a long run relationship between them.
But how should I interprete it? What does the long run relationship really means?
Thank you in advance.
I know that cointegration between two variables implies a long run relationship between them.
But how should I interprete it? What does the long run relationship really means?
Thank you in advance.