NO.PZ202208300200000205
问题如下：
DeMolay's caution given in Condition 1 is best described as:
选项：
A.incorrect because only the dependent variable series needs to be tested for the absence of a unit root.
B.incorrect because only the independent variable series needs to be tested for the absence of a unit root.
C.correct.
解释：
When working with two time series in a regression analysis, both of the series must be tested for the presence of a unit root. If neither series has a unit root, you can safely use linear regression to test the relationship between the two time series.
当自变量和应变量的2组时间序列虽然有单位根现象，但是是co-intergrate的时候是可以做回归的么？为什么第二个结论是正确的？
