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What the author is trying to explain are the concepts of cointegration and stationarity. A useful introduction here: http://www.uta.edu/faculty/crowder/papers/d
by photon137 12y ago
What the author is trying to explain are the concepts of cointegration and stationarity. A useful introduction here: http://www.uta.edu/faculty/crowder/papers/drunk%20and%20dog.pdf http://www.uta.edu/faculty/crowder/papers/drunk%20and%20dog....
- lazzlazzlazz 12y agoGreat article, thanks very much for posting it. Nobody else seems to have captured the relevant terminology: "cointegration" and "stationarity". Those perfectly captured it for me.