Residuals have been studied for various forms of rewriting and residual systems have been defined to capture residuals in an abstract setting. In this article we study residuals in orthogonal Pattern Rewriting Systems (PRSs). First, the rewrite relation is defined by means of a higher-order rewriting logic, and proof terms are defined that witness reductions. Then, we have the formal machinery ...

An alternative to the Engle-Granger tests is the Cointegration Regression Durbin-Watson (CRDW) test of Sargan and Bhargava (1983). The test involves a simple regression of one variable on the other, and the standard Durbin-Watson test on the residuals. Recall the null for the DW test is that the residuals form a nonstationary random walk, whereas the alternative hypothesis is that the residuals...