= Johansen test
{wiki=Johansen_test}
The Johansen test is a statistical method used to test for the presence of cointegration among a set of non-stationary time series variables. Cointegration refers to a relationship among two or more time series variables that move together over the long run, despite being individually non-stationary. The test helps to identify whether a linear combination of the non-stationary time series is stationary, indicating that the series are cointegrated.
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