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 ?
If such a relationship is found to exist, the variables are said to cointegrate.
29) The failure to cointegrate over the extended sample period is reflected in Figures 4 and 5, which show the recursive residuals and the standard cumulative sum (CUSUM) test.
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).
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.
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.
petroleum consumption, the real price of oil, and real GNP appear to be non-stationary I(1) processes that do not cointegrate.
However, in most practical situations I(2) variables will cointegrate to the I(1) level at least.
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.
Although the parameter estimates do not change appreciably, the resulting equation does not cointegrate.
The equation still cointegrates at the 1 per cent level, but further tests reveal that the dynamic error correction model based on this long-run equation suffers from parameter instability.