- cointegrating relationship
- коинтегрирующее отношение
The New English-Russian Dictionary of Radio-electronics. F.V Lisovsky . 2005.
cointegrating relationship
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Cointegration — is a statistical property of time series variables. Two or more time series are cointegrated if they share a common stochastic drift. Contents 1 Introduction 2 Test 3 See also 4 Reference … Wikipedia
