A vector of quarters representation for bivariate time series
证明双变量非平稳季度时间序列的多个模型嵌套在具有协整约束的向量自回归中，并扩展了格兰杰表示定理以包含季节性和周期性协整。
In this paper it is shown that several models for a bivariate nonstationary quarterly time series are nested in a vector autoregression with cointegration restrictions for the eight annual series of quarterly observations. Or, the Granger Representation Theorem is extended to incorporate, e.g., seasonal and periodic cointegration.