Abstract
In this paper we investigated the concept of co-integration methods as an approach to spurious regression model. The effect of employing arbitrary differencing method to detect which spurious regression will result from a true model with time series economic data was carried out. It was found that the concept of co-integration test is a more articulate procedure of determining variables whose spurious will result from truly related variables. Keywords; cointegration, spurious regression, differencing method and time series economic,data.
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