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Cointegration
Meaning
Noun
●
In Mathematics:
The
condition
of two
non-stationary
time series
whose
linear combination
is stationary
Sourced from
Wiktionary
Origin
cointegration
English
co-
English
integration
English
Sourced from
Etym
Related
Autocorrelation
Causality
Multicollinearity
Correlation
Stationarity
Ols
Econometric
Heteroscedasticity
Regression
Granger
Collinearity
Heteroskedasticity
Garch
Endogeneity
Relation
Null Hypothesis
Time Series
More
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