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Kointegrace v jednorovnicových modelech
[Co-integration in One-equation Models]

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  • Josef Arlt

Abstract

In modelling of economical time series, it is logical to come out from hypotheses to some economic relationship. If the deviation of time series development is only short time period, with time limit behind it cannot go, we say that time series are in equilibrium. Statisticians call it co-integration of time series. The text draws out a base idea of integration and co-integration of time series. Consequently describe a genesis, content and problems of EC model most frequently used to test the roots and co-integration.

Suggested Citation

  • Josef Arlt, 1997. "Kointegrace v jednorovnicových modelech [Co-integration in One-equation Models]," Politická ekonomie, Prague University of Economics and Business, vol. 1997(5), pages 733-746.
    • Handle: RePEc:prg:jnlpol:v:1997:y:1997:i:5:id:303:p:733-746
    DOI: 10.18267/j.polek.303
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