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What is Cointegration Testing in Econometrics about?

The document discusses testing for cointegration between non-stationary time series variables. It describes how to test if there is a stable long-run relationship between two I(1) variables by examining the order of integration of the error terms from their cointegrating regression. Specifically, it outlines (1) informally examining the residuals for stationarity, and (2) using two formal tests: the Cointegrating Regression Durbin-Watson test and the Cointegrating Regression Dickey-Fuller test. The results

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fksdajflsadjfskdla

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EN