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MMLU-Pro / 7068 / If two variables, x_(t) and y_(t) are said to be cointegrated, which of the…

Problem

Answer published by the source. Consult the official source to check your work against its answer.

question

If two variables, xtx_t and yty_t are said to be cointegrated, which of the following statements are true? i) xtx_t and yty_t must both be stationary ii) Only one linear combination of xtx_t and yty_t will be stationary iii) The cointegrating equation for xtx_t and yty_t describes the short-run relationship between the two series iv) The residuals of a regression of yty_t on xtx_t must be stationary
Plain-text mathematical notation (without MathML)
If two variables, x_(t) and y_(t) are said to be cointegrated, which of the following statements are true?

i) x_(t) and y_(t) must both be stationary


ii) Only one linear combination of x_(t) and y_(t) will be stationary


iii) The cointegrating equation for x_(t) and y_(t) describes the short-run relationship

between the two series


iv) The residuals of a regression of y_(t) on x_(t) must be stationary
Original LaTeX notation
If two variables, $x_t$ and $y_t$ are said to be cointegrated, which of the following statements are true?

i) $x_t$ and $y_t$ must both be stationary


ii) Only one linear combination of $x_t$ and $y_t$ will be stationary


iii) The cointegrating equation for $x_t$ and $y_t$ describes the short-run relationship

between the two series


iv) The residuals of a regression of $y_t$ on $x_t$ must be stationary

category

economics

options

  1. (i) and (iv) only
  2. (iii) and (iv) only
  3. (i) and (iii) only
  4. (ii) and (iv) only
  5. (i), (iii), and (iv) only
  6. (i), (ii), and (iii) only
  7. (ii) and (iii) only
  8. (i) and (ii) only
  9. (ii), (iii), and (iv) only
  10. (i), (ii), (iii), and (iv)

src

ori_mmlu-econometrics

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Source and history

upstream_id / Original problem ID
7068
task_id
5e36a38f-dcde-585f-b709-05ccc19a40e9
task_key
default--test--7068
task_revision_id
1
config / split
default / test

Official source

initial import