1:06 p.m.
Hi,
this is not new (I guess), but I noticed section 31.4 about
"Cointegration tests" in the chapter "Univariate time series models".
I
find this unfotunate because how can _co_integration be univariate? I
know that sometimes people refer to a single-equation setup as
univariate but I always thought that was at least sloppy and actually wrong.
So I'd like to move that section into the "Cointegration and VECM"
chapter. OK?
thanks
sven
5:39 p.m.
Am 27.10.2020 um 14:06 schrieb Sven Schreiber:
Hi,
this is not new (I guess), but I noticed section 31.4 about
"Cointegration tests" in the chapter "Univariate time series models".
I
find this unfotunate because how can _co_integration be univariate? I
know that sometimes people refer to a single-equation setup as
univariate but I always thought that was at least sloppy and actually
wrong.
So I'd like to move that section into the "Cointegration and VECM"
chapter. OK?
another ping - OK or alternatively should I turn this into a ticket for
later discussion?
thanks
sven
10:33 a.m.
Am 30.10.20 um 18:39 schrieb Sven Schreiber:
Am 27.10.2020 um 14:06 schrieb Sven Schreiber:
> Hi,
>
> this is not new (I guess), but I noticed section 31.4 about
> "Cointegration tests" in the chapter "Univariate time series
models". I
> find this unfotunate because how can _co_integration be univariate? I
> know that sometimes people refer to a single-equation setup as
> univariate but I always thought that was at least sloppy and actually
> wrong.
>
> So I'd like to move that section into the "Cointegration and VECM"
> chapter. OK?
>
another ping - OK or alternatively should I turn this into a ticket for
later discussion?
Hi Sven,
to me it also makes sense to everything related to the topic of
cointegration into a common chapter.
Best,
Artur
5:39 p.m.
Am 31.10.2020 um 11:33 schrieb Artur Tarassow:
Am 30.10.20 um 18:39 schrieb Sven Schreiber:
> Am 27.10.2020 um 14:06 schrieb Sven Schreiber:
>> this is not new (I guess), but I noticed section 31.4 about
>> "Cointegration tests" in the chapter "Univariate time series
models". I
>> find this unfotunate because how can _co_integration be univariate? I
>> know that sometimes people refer to a single-equation setup as
>> univariate but I always thought that was at least sloppy and actually
>> wrong.
>>
>> So I'd like to move that section into the "Cointegration and VECM"
>> chapter. OK?
Hi Sven,
to me it also makes sense to everything related to the topic of
cointegration into a common chapter.
Thanks Artur, I'll do that without any rush after the release I think.
(If nobody objects in the meantime, that is.)
cheers
sven
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Sven Schreiber