What the author is trying to explain are the concepts of cointegration and stati... | Hacker News

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photon137 on Jan 29, 2015 | parent | context | favorite | on: Avoiding a Common Mistake with Time Series

What the author is trying to explain are the concepts of cointegration and stationarity. A useful introduction here: http://www.uta.edu/faculty/crowder/papers/drunk%20and%20dog....

lazzlazzlazz on Jan 29, 2015 [–]

Great article, thanks very much for posting it. Nobody else seems to have captured the relevant terminology: "cointegration" and "stationarity". Those perfectly captured it for me.

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