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공적분 검정 (요한센 / 엥글-그레인저)×ARIMA (Autoregressive Integrated Moving Average) 모형×
분야계량경제학계량경제학
계열Regression modelRegression model
기원 연도19882015
창시자Engle & Granger (1987); Johansen (1988)Box & Jenkins (Box-Jenkins methodology)
유형Time-series cointegration testUnivariate time-series model
원전Johansen, S. (1988). Statistical Analysis of Cointegration Vectors. Journal of Economic Dynamics and Control, 12(2-3), 231-254. DOI ↗Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021
별칭Johansen cointegration test, Engle-Granger cointegration test, long-run equilibrium test, Eşbütünleşme Testi (Johansen/Engle-Granger)Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli
관련55
요약The cointegration test examines whether non-stationary time series that each contain a unit root share a stable long-run equilibrium relationship. The single-equation residual approach was introduced by Engle and Granger (1987) and the system-based rank approach by Johansen (1988).ARIMA is a univariate time-series forecasting model that combines autoregressive, integrated (differencing), and moving-average components to predict a single continuous series from its own past. It is the centrepiece of the Box-Jenkins methodology set out in Box, Jenkins, Reinsel & Ljung's Time Series Analysis (5th ed., 2015).
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