主题：【原创】谈谈时间序列的平稳性（1） -- 万里风中虎

Don't quite understand here. Why should we start with something wrong while ADF already gave the right answer? My bottom line: OLS should not be used. Not matter how transparent it is to the audience, it's misleading.

This might be true. But you always have the choice not to bore them with your model details but lead them to your conclusion, as you usually do to industry audience.

It's not a tough call between an overly complicated model and a wrong model.

The results are misleading. The discussion is doomed. Trash in, trash out.

PS. I love most of your posts. This one is an exception.