经典题资料第6个专题:Regression with mote than one time series: cointegration 6.2(3)
which single time series model would most likely be appropriate to use in predicting the future stock price of Company 3#?
我理解为什么不用trend model以及不用linear,但我有点不理解的是,company3在题目中给的表格信息里面是 no unit root的呀,也就是应该没有单位根现象,即是stationary的。为什么还需要做一阶差分来修正呢?