Econometrics: why co-integration is needed - page 18

 

Just a term. There is correlation almost always. It can be 0.0000000001, it can be 0.99999999999

 

And it's not false, as long as no one treats it as a functional relationship.

Does moonlight affect automaton rusting? Fuck knows, although the indicators are correlated (they are all correlated).

Does milk yield affect flight safety? Not impossible :)

 

It's a fact. While we lived, 82% of those who lived before died.

Where's the correlation here?

;)

 

Correlation of what?

 
The second fact is that while the correlation was being dealt with, the original meaning of the branch was lost. Is there a correlation between loss of meaning and "correlation"?
 
tara:

Correlation of what?

Performance...

Mathews per I-beam. Gross.

;)

 
ask:
The second fact was established: while we were dealing with the correlation, the original meaning of the branch had been lost. Is there any correlation between the loss of the meaning of the branch and the "correlation"?


No, I don't think so.

Statistics by themselves are not inherently designed to reveal any functional relationships (imho). It allows us to confirm or refute the relevant assumptions. Imho, the whole point and value of this branch, as well as other initiatives of SanSanych in this forum, is in an attempt to convey this idea and to propose an appropriate technology. I like it.

I have never liked statistics, I have never studied it thoroughly and I failed the exams in an incomprehensible manner. I did, however, pass the theoretical mechanics exam, for example, with an automatic 5.

 
tara:


No, I don't.

Statistics by themselves are not inherently designed to reveal any functional relationships (imho). It allows us to confirm or refute the relevant assumptions. Imho, the whole point and value of this thread, as well as other initiatives of SanSanych in this forum, is in an attempt to convey this idea and to propose an appropriate technology. I like it.


Well, I agree with the conclusion-- I like it, too.
 
Mathemat:

The championship has posted the results of the trade. Teach how to download to test the hypothesis of a link between test results and cointegration.
 

No way.

The man has picked up a good idea. I am even ready to support such a development of the idea. Although he does not believe in electricity, the idea of modulation is very similar to cointegration. I.e. there is a constant component of exchange rate fluctuations - it is plus/minus 100 points in four digits. Therefore, the fluctuation of the additional component gives us the second coefficient of the equation. As a result we have a stationary series. Now let's apply the slope angle to it, i.e. straighten it. Let's apply the result to the indicator and then - freedom to dream. What strategy based on such an indicator will be the most attractive and profitable for trading. I, for instance, have already done the same thing. I trade on the real account and I don't think how else I can implement it. It's true I have made a mess of the forum - I have practically put 30% of my idea.