A Representation of Vector Autoregressive Processes Integrated of Order 2
研究了向量自回归过程成为二阶单整的条件，证明了表示定理，并讨论了自回归模型作为误差修正模型的解释。
We investigate vector autoregressive processes and find the condition under which the processes are I (2). A representation theorem forsuch processes is proved and the interpretation of the AR model as an error correction model is discussed.