Cointegration
A long-run relationship that ties nonstationary series together even when they move separately in the short run.
No alternate label listed.
Glossary
Macro terms, data terms, and platform terms in one place
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Platform-specific workflow terms are marked separately from standard macro vocabulary.
Models and projections
A long-run relationship that ties nonstationary series together even when they move separately in the short run.
A multivariate model for cointegrated series that keeps short-run changes tied to a long-run equilibrium.