What does cointegration mean?
Definitions for cointegration
coin·te·gra·tion
This dictionary definitions page includes all the possible meanings, example usage and translations of the word cointegration.
Wiktionary
cointegrationnoun
The condition of two non-stationary time series whose linear combination is stationary
Wikipedia
Cointegration
Cointegration is a statistical property of a collection (X1, X2, ..., Xk) of time series variables. First, all of the series must be integrated of order d (see Order of integration). Next, if a linear combination of this collection is integrated of order less than d, then the collection is said to be co-integrated. Formally, if (X,Y,Z) are each integrated of order d, and there exist coefficients a,b,c such that aX + bY + cZ is integrated of order less than d, then X, Y, and Z are cointegrated. Cointegration has become an important property in contemporary time series analysis. Time series often have trends—either deterministic or stochastic. In an influential paper, Charles Nelson and Charles Plosser (1982) provided statistical evidence that many US macroeconomic time series (like GNP, wages, employment, etc.) have stochastic trends.
Wikidata
Cointegration
Cointegration is a statistical property of time series variables. Two or more time series are cointegrated if they share a common stochastic drift.
Numerology
Chaldean Numerology
The numerical value of cointegration in Chaldean Numerology is: 3
Pythagorean Numerology
The numerical value of cointegration in Pythagorean Numerology is: 6
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"cointegration." Definitions.net. STANDS4 LLC, 2024. Web. 23 Apr. 2024. <https://www.definitions.net/definition/cointegration>.
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