Saturday, March 12, 2022

*** update cajo with new interpretation of rank r

HQ realized that rank=2 for two variable is actually a good combination.  

Moderate cointegration of Rt and Apple driving. 











Northern states are more likely to have Rt ~ T2m









Confirmed by Rt, T2m, Apple-driving










21:30. HQ added adf.test and found many small p-value for T2m, dewpoint and even Rt. Small p-value of ADF-test means alternative hypothesis cannot be rejected.  This means dewpoint are mostly stationary. 

> adftest
Augmented Dickey-Fuller Test
data:  x_nona[, 1]
Dickey-Fuller = -5.2384, Lag order = 5, p-value = 0.01
alternative hypothesis: stationary



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