Kizspy Question: 45
(Choose 1 answer)
What is cointegration in the context of time series analysis?
A. The presence of a spurious relationship between two nonstationary variables.
B. The absence of a long-run equilibrium relationship between two stationary variables.
C. The presence of a long-run equilibrium relationship between two nonstationary variables.
D. The absence of a spurious relationship between two stationary variables.
