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social science subjects > economics > econometrics > cointegration

Término preferido

cointegration  

Definición

  • 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]

Concepto genérico

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http://data.loterre.fr/ark:/67375/N9J-HG66P2CD-H

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