cointegrate


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co·in·te·grate

(kō'in-te-grāt),
A structure resulting from replicative transposition where the transposon is duplicated.

cointegrate

the product generated when one REPLICON fuses with another. This may be mediated by TRANSPOSABLE GENETIC ELEMENTS.
References in periodicals archive ?
Therefore, where, in Dickey-Fuller statistics zero is rejected, the conclusion is drawn up that the variables cointegrate and the Granger regression theory is not applicable.
Since the data cointegrate the Granger causality test may be used only having accordingly adjusted the regression equations (1, 2).
If the variables are found to cointegrate then we estimate the VECM to generate the generalized impulse response functions for each country.
If the data cointegrate, II must be of reduced rank, r [less than] N, where N is the number of variables.
The two vectors that clearly cointegrate are given by the two largest eigenvectors.
However, in most practical situations I(2) variables will cointegrate to the I(1) level at least.
y]), which (in this case) cointegrate into a single equilibrium relationship, another using cointegration on quarterly data over 1915-88, and still another using ordinary least squares on phase-averaged data over 1869-1975 with dummy variables to capture shifts in behavior--yield estimates of some of the coefficients of the long-run money demand functions that fall within a fairly narrow range.
They concluded that exports and GNP did not cointegrate except in the cases of Norway, Iceland, and the Netherlands.
Below we investigate the time-series properties of the data used by Jones, and find that petroleum consumption, the real price of oil, and real GNP all appear to be I(1) processes that do not cointegrate.