MEANING
A relationship between nonstationary time series whose suitable linear combination is stationary.
Use it for
Words that belong together
- test for cointegration
- cointegrating relationship
- cointegration analysis
On the page
The researchers tested for cointegration between the two nonstationary price series.
Word forms
- Base
- cointegration
Usage notes
Primary category: academic / formal / analytical. Lexical Type: Word. Forms: Usually uncountable; no ordinary plural in this sense. Commonness: uncommon (editorial estimate; not a corpus frequency statistic). Legacy lexical fields mirror sense 1; numbered fields keep each relevant meaning separate. Research distinction: Oxford definition and Cambridge time-series chapter excerpt verify stationarity of a linear combination of nonstationary series. Correlation and causal claims are excluded. Writing functions: statistical reasoning, methodological precision.
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