Concept information
Terme préférentiel
cointegration
Définition
- When a linear combination of nonstationary variables is stationary, the variables are said to be cointegrated, and the vector that defines the stationary linear combination is called a cointegration vector. A time series is stationary if its distribution does not vary over time. [Source: The SAGE Encyclopedia of Social Science Research Methods; Cointegration]
Concept générique
Appartient au groupe
URI
http://data.loterre.fr/ark:/67375/N9J-HG66P2CD-H
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