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Clive Granger Zitate

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A potentially useful property of forecasts based on cointegration is that when extended some way ahead, the forecasts of the two series will form a constant ratio, as is expected by some asymptotic economic theory.

Clive Granger

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Deutsche Übersetzung

Eine potenziell nützliche Eigenschaft von Prognosen, die auf Kointegration basieren, besteht darin, dass die Prognosen der beiden Reihen, wenn sie etwas vorgezogen werden, ein konstantes Verhältnis bilden, wie dies von einigen asymptotischen Wirtschaftstheorien erwartet wird.

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