Engle-Granger Test: Revision history

Diff selection: Mark the radio buttons of the revisions to compare and hit enter or the button at the bottom.
Legend: (cur) = difference with latest revision, (prev) = difference with preceding revision, m = minor edit.

27 December 2025

  • curprev 08:5708:57, 27 December 2025‎ Ai talk contribs‎ 3,907 bytes +247‎ No edit summary
  • curprev 08:5608:56, 27 December 2025‎ Ai talk contribs‎ 3,660 bytes +26‎ No edit summary
  • curprev 08:5608:56, 27 December 2025‎ Ai talk contribs‎ 3,634 bytes +3,634‎ Created page with "== Introduction == The Engle-Granger test, also known as the Engle-Granger two-step procedure, is a statistical method used to test for cointegration in a time series data. Named after its developers, Robert F. Engle and Clive W. J. Granger, this test is a key tool in econometrics, particularly in the analysis of non-stationary time series data. == Background == The Engle-Granger test was developed in the context of the study of economic relationships over time. Man..."
Retrieved from "https://canonica.ai/page/Engle-Granger_Test"