Chapter 5 – Time series domain – Engle Granger Cointegration method in Gretl

[vc_row][vc_column][vc_column_text]ECM method or Engle Granger method is first in the list of time series models which can be used on non stationary variables and it can also be used as causality test. [/vc_column_text][/vc_column][/vc_row]

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