Cointegration

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yodish
Posts: 4
Joined: Fri Dec 30, 2016 1:38 pm

Cointegration

Postby yodish » Wed Jan 04, 2017 6:32 am

Hi everyone,
I know that cointegration between two variables implies a long run relationship between them.
But how should I interprete it? What does the long run relationship really means?
Thank you in advance.

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