cointegration
🇺🇸
/koʊaɪntɪɡ'reɪʃn/
🇬🇧
/kəʊaɪntɪɡ'reɪʃn/
A situation where two or more things, like stock prices, move in the same direction over time, even if they don't always match exactly.
The cointegration of these two stock prices suggests a long-term equilibrium relationship between them.
这两种股票价格的协整关系表明它们之间存在长期均衡关系。