In Order to Perform Cointegration,you Need to Identify

Multiple Choice

In order to perform cointegration,you need to identify

A) a second independent variable that is correlated with the dependent variable but uncorrelated with the first independent variable.
B) an independent variable that moves with the dependent variable and produces residuals that are I(0) when the dependent variable is regressed on it.
C) an independent variable that moves with the dependent variable and produces residuals that are I(1) when the dependent variable is regressed on it.
D) an independent variable that moves with the dependent variable and produces non-stationary residuals.