Question: Write a python code on Apple's stock price from January 2 0 2 1 to November 2 0 2 4 . Use Engle Granger 2
Write a python code on Apple's stock price from January to November
Use EngleGranger step method to preform a cointegration test to check if theres a longterm equilibrium relationship between stock returns and factors.
If cointegrated, set up and interpret an Error Correction Model ECM to explore both short and longterm dynamics.
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