Kipimo cha ushirikiano (Johansen / Engle-Granger)
Kipimo cha ushirikiano kinachunguza kama milinganyo ya muda isiyo thabiti ambayo kila moja ina mzizi wa umoja hushiriki uhusiano thabiti wa muda mrefu wa usawa. Njia ya mabaki ya milinganyo moja ilianzishwa na Engle na Granger (1987) na njia ya cheo kulingana na mfumo na Johansen (1988).
Soma mbinu kamili
Ingia kwa akaunti ya bure ili kusoma sehemu hii.
Method map
The neighbourhood of related methods — select a node to explore.
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Vyanzo
- Johansen, S. (1988). Statistical Analysis of Cointegration Vectors. Journal of Economic Dynamics and Control, 12(2-3), 231-254. DOI: 10.1016/0165-1889(88)90041-3 ↗
- Engle, R. F. & Granger, C. W. J. (1987). Co-Integration and Error Correction: Representation, Estimation, and Testing. Econometrica, 55(2), 251-276. DOI: 10.2307/1913236 ↗
Jinsi ya kunukuu ukurasa huu
ScholarGate. (2026, June 1). Cointegration Test (Johansen / Engle-Granger). ScholarGate. https://scholargate.app/sw/econometrics/cointegration-test
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Kipimo cha Vikomo vya ARDL (Kipimo cha Vikomo cha Pesaran)Ekonometriki↔ compare
- Mfumo wa ARIMA (Autoregressive Integrated Moving Average)Ekonometriki↔ compare
- Kipimo cha Granger CausalityEkonometriki↔ compare
- Muundo wa Uhusiano wa Kiotomatiki wa Vecta (VAR)Ekonometriki↔ compare
- Kielelezo cha Usahihishaji Hitilafu cha Kivekta (VECM)Ekonometriki↔ compare
Imerejelewa na
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