Open XiangZhangSC opened 1 year ago
In the book "quantitative trading with R", the author said "the check for cointegration relies on the statistical analysis of resulting residuals".
Does it mean qq-plot? I suppose the residuals should be normally distributed.
A definition of cotegration can be found in the notes of the above book.
In the book "quantitative trading with R", the author said "the check for cointegration relies on the statistical analysis of resulting residuals".
Does it mean qq-plot? I suppose the residuals should be normally distributed.
A definition of cotegration can be found in the notes of the above book.