Comment on Live Example -1

Arun commented on 28 Nov 2018, 03:55 PM

Dear Karthik,

I have 2 queries.
1. Initially it was told that data available (lock back period) shall be atleast 1 year, it is better if it is 2 years but at the end of module, it is told that 200 days data is best? which statement is correct then?
2. If I see today that two stocks are co-integrated and their residuals are stationary then does it mean that they will remain co-integrated (along with stationary residual) in future too? or we need to check co-integration and stationarity at frequent intervals?

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