And the stationary characteristics after the first order difference, so it can be concluded that there may be a cointegration relationship between the two. Therefore, OLS is used to perform linear regression analysis on the logarithmic series of the two prices, and then the equation residuals are obtained to check whether they are stable, thereby analyzing the relationship between p2005 and y2005 contract prices, and determining whether there is a long-term stable cointegration thesis. After calculation, the results in the following table can be obtained:
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