cointegration
nounEtymology From co- + integration.
1
Mathematics, Sciences The condition of two non-stationary time series whose linear combination is stationary
- Related terms
- cointegrated, cointegrative
noun
Etymology From co- + integration.
Mathematics, Sciences The condition of two non-stationary time series whose linear combination is stationary
Entry derived from the Wiktionary, under licence CC BY-SA 4.0 — list of authors.
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