s*********e 发帖数: 1051 | | a***s 发帖数: 130 | 2 Great, and very informative blog. Thanks for sharing.
I just wonder if you could let me know where i can find this data "credit_
count.csv" in your blog. Is it possible that you could send it to me or just
a subset? I just want to play with it with your codes.
Thanks very much. | w*******9 发帖数: 1433 | 3 Cointegration could be put into better use for relatively longer time series
as it is intended to describe a situation of long term equilibrium, but the
bad stats guys, especially the economics guys, tend to treat this method as
a golden rule and apply this to whatever data they have. Actually, with
short time series and many covariates to choose from, I seriously doubt the
power of the usual cointegration tests. |
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