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Basic Question 0 of 20
If linear regression is used to model the relationship between two time series, and a test shows that one of the two time series has a unit root, we should:
B. safely use linear regression if the time series are co-integrated.
C. not use linear regression if the time series are not co-integrated.
A. not use linear regression.
B. safely use linear regression if the time series are co-integrated.
C. not use linear regression if the time series are not co-integrated.
User Contributed Comments 1
| User | Comment |
|---|---|
| wtwaf | key words: one of the two good question! |
I used your notes and passed ... highly recommended!
Lauren
Learning Outcome Statements
explain the determinants of the term structure of credit spreads and interpret a term structure of credit spreads;
CFA® 2026 Level II Curriculum, Volume 4, Module 29.