The Following Is Not a Consequence of Xt and Yt

Multiple Choice

The following is not a consequence of Xt and Yt being cointegrated:

A) if Xt and Yt are both I(1) ,then for some θ,Yt - θ Xt is I(0) .
B) Xt and Yt have the same stochastic trend.
C) in the expression Yt - θ Xt ,θ is called the cointegrating coefficient.
D) if Xt and Yt are cointegrated then integrating one of the variables gives you the same result as integrating the other.