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Definition of "cointegrated" [cointegrated]

  • Describing time series subject to cointegration (adjective)

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Use "cointegrated" in a sentence
  • "If you look at the CO2 forcing above it looks pretty linear, but how about the total radiative forcing, because, our new hero's are claiming that.......greenhouse gas forcing, global temperature and solar irradiance are not polynomially cointegrated and AGW is refuted."
  • "From a statistical point of view, at the MSA level, house prices and incomes are not cointegrated (see Josh Gallin's 2006 paper in Real Estate Economics)."
  • "So I constructed an econometric approach to estimation and testing of cointegrated systems."