Cointegration and Application
Liu Jian-qiu · Harbin Ligong Daxue xuebao · 2001
This thesis begins with the basic conception and methodogy of cointegration analysis, then give an analysis of a sample. Integrating the merits of short term dynamic model and long term equilibrium models in the analysis of time series, then the thesis put forward efficient methods to model the non-smooth time series, and analyzes TEDA energy system.