not cointegreted,也不能建模吧？

问题如下：

DeMolay's caution given in Condition 1 is best described as:

选项：

incorrect because only the dependent variable series needs to be tested for the absence of a unit root.

incorrect because only the independent variable series needs to be tested for the absence of a unit root.

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.