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Basic Question 5 of 5
An analyst tests the two time series errors for a unit root using the Dickey-Fuller test and determines the critical values using the Engle and Granger test. The test fails to reject the null hypothesis. The most accurate conclusion is that:
A. The two series are cointegrated.
B. The two series are not cointegrated.
C. The error terms are covariance stationary.
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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
describe supervised machine learning, unsupervised machine learning, and deep learning;
CFA® 2025 Level II Curriculum, Volume 1, Module 5.