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Basic Question 0 of 8
Cointegration in time series analysis refers to the:
A. Independence of two time series.
B. Joint stationarity of two or more non-stationary time series.
C. Absence of autocorrelation in a time series.
D. Seasonal patterns in time series data.
User Contributed Comments 0
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I am using your study notes and I know of at least 5 other friends of mine who used it and passed the exam last Dec. Keep up your great work!
Barnes
Learning Outcome Statements
explain how time-series variables should be analyzed for nonstationarity and/or cointegration before use in a linear regression;
determine an appropriate time-series model to analyze a given investment problem and justify that choice.
CFA® 2025 Level II Curriculum, Volume 1, Module 5.