Cointegration

Wikidata

https://www.wikidata.org/wiki/Q1751675

OpenAlex ID

https://openalex.org/C145162277 (API record)

OpenAlex Description

statistical property of collections of time series data

OpenAlex Level [?]

2

Broader Concepts

• Econometrics
• Machine learning
• Statistics

Narrower Concepts

• Augmented Dickey–Fuller test
• Error correction model
• Unit root test

Associated Authors

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