VAQT QATORLARIDA KOINTEGRATSIYA MAVJUDLIGINI ANIQLASHDA RAQAMLI TEXNOLOGIYALARDAN FOYDALANISH

This article highlights the possibilities of leveraging digital technologies to identify co-integration when analyzing the relationships between non-stationary time series. Furthermore, the study elucidates the order of integration of time series, the co-integration vector, and the determination of the co-integration rank through the Dickey–Fuller test, the Engle–Granger two-step method, Johansen’s multivariate framework, and Phillips–Ouliaris residual-based tests. Taking the Central Bank of the Republic of Uzbekistan as an empirical case, the presence of co-integration between bank revenues and operational expenses is proven, and the adequacy of the co-integrating regression model is evaluated based on the fulfillment of the Gauss–Markov assumptions for the residual terms. It is demonstrated that executing all computations via digital econometric software enables rapid verification, visual assessment, and robust statistical evaluation of the empirical findings.

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