In econometrics, cointegration is a statistical property describing a long-run equilibrium relationship among two or more time series variables even when the individual series are themselves non-stationary. Cointegrated variables may drift apart in the short run, but a particular linear combination of them remains stationary, meaning the variables move together over time and stay bound by a stable equilibrium relationship. This description is adapted from Wikipedia contributors under CC BY-SA 4.0; changes were made. https://creativecommons.org/licenses/by-sa/4.0/
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Entity-backed identity for the object-kind enum value this mathematical object already carries, resolved to a mathematics concept by an explicit value-to-entity map (phase 3 bucket conversion, docs\design_entity_backed_browse_buckets_20260928.md). The object-kind fact itself stays on the object unchanged.
Sources
1. Cointegration (Wikipedia)
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