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- UID
- 223421
- 帖子
- 317
- 主题
- 7
- 注册时间
- 2011-7-11
- 最后登录
- 2014-8-7
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| Cointegration -- just like you do differencing to get rid of the rising or falling trend, cointegration says if the two series are bad (not cov station), then it's ok, if the two series are relared to each other...they are both going wild, but if you take the difference between them, you get a stable mean, etc. |
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发表于 2011-7-13 16:24
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