Integration, Cointegration, and Stationarity

[@jakobforslin6301]

You did in 20 minutes what a professor could not manage in 5 hours of lecture time. Thank you!

[@0mauSam0]

So far one of the best explainations of cointegration ;)

[@Tripl3Point]

I think these are extremely well done so thank you.

[@Quantopianvideos]

Thanks, Avery! We're working on making more.

[@davidheilbron]

Thank you, very well explained. Nevertheless, not every stationary process is I(0). Take, for example, Y(t)=e(t)-e(t-1), it is stationary but not invertible, therefore, not I(0).

[@chowchowfilm5265]

At the last part, the coefficient from the regression test is positive but the linear combination you used is negative?

[@navketan1965]

Sir, Have you tried pair trading forex using rsi7 ,rsi14,rsi30 (add them up for comparison) say on hourly chart & selling strong pair & buying weak pair--pairs have to be highly correlated(eg aud/usd and nzd/usd OR dow30 & sp500).One can do this on any correlating underlying stocks/commodities/futures/crypto/bonds. Trading on hourly charts there would be tons of opportunities all year around.

[@Azam_Pakistan]

Great job.Keep it up

[@cyberdudecyber]

Great Job! Thanks!

[@akhliddinismailov2412]

I have a question: If I have some variables stationary while others are not stationary in my model but non stationary variable stationary in the first difference. Should I do cointegration test or I can't do it?

[@abdelrahmanfayez2402]

Thank you sir

[@sabreenkhan3498]

Thank u so much

[@abdolreza82]

Python is just a toy compared to R in time-series analysis. I don't understand why people even use it to teach someone any concepts in TS.

[@architsharma292]

cause you cannot make sexy algorithms using the other libraries in R? for the sake of using the same environment throughout the project?

[@bbbfsvx]

rip