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MMLU / 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

choices

  1. (ii) and (iv) only
  2. (i) and (iii) only
  3. (i), (ii), and (iii) only
  4. (i), (ii), (iii), and (iv)

subject

econometrics

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Source and history

task_id
cf147f81-1cb2-57b2-a0b9-cd5ebf64cae4
task_key
all--test--cf147f81-1cb2-57b2-a0b9-cd5ebf64cae4
task_revision_id
1
config / split
all / test

Official source

initial import