About: Cointegration

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Statistical property of collections of time series data

Property	Value
dbo:description	statistical property of collections of time series data (en)
dbo:wikiPageExternalLink	http://www-stat.wharton.upenn.edu/~steele/Courses/434/434Context/Co-integration/Murray93DrunkAndDog.pdf https://archive.org/details/appliedeconometr00ende_0 https://archive.org/details/appliedeconometr00ende_0/page/319 https://archive.org/details/econometrics00haya_012 https://archive.org/details/econometrics00haya_012/page/n639
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rdfs:label	Cointegration (en) Cointegración (es) Kointegration (de) Modèle de cointégration (fr) 共和分 (ja) 공적분 (ko) Kointegracja (pl) Cointegração (pt) Коинтеграция (ru)
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