Deistler, ManfredWagner, Martin2017-02-032017-02-032017http://hdl.handle.net/2003/3577810.17877/DE290R-17804We consider the cointegration properties of singular ARMA processes integrated of order one. Such processes are necessarily cointegrated as opposed to the regular case. We show that in the left coprime case the cointegrating space only depends upon the autoregressive polynomial at one.enDiscussion Paper / SFB823;5, 2017cointegrationsingular ARMA systems310330620working paperCointegrationARMA-Modell