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Lets explore cointegration some more: Equation for Geometric brownian motion 7Bt2BT7D203D20A_7Bt7D2BN285Cmu_7Ba7DT2C5Csigma_7Ba7D5Csqrt7BT7D29bgFFFFFF038;fg000000038;s1" where A stands for the price of stock A 5CDelta20A203D20N285Cmu_7Ba7D5CDelta20t2C5Csigma_7Ba7D5Csqrt7B5CDelta20t7D29bgFFFFFF038;fg000000038;s1" 5CDelta20A203D205Cmu_7Ba7D5CDelta20t2BN2802C5Csigma_7Ba7D5Csqrt7B5CDelta20t7D29bgFFFFFF038;fg000000038;s1" 7Bt7D5B5CDelta20A5D203D205Cmu_7Ba7DbgFFFFFF038;fg000000038;s1" From the geometric Brownian motion equation we can see that the expected change in A over time 28E_7Bt7D5B5CDelta20A5D29bgFFFFFF038;fg000000038;s1" is 5Cmu_7Ba7DbgFFFFFF038;fg000000038;s1"in other words A is not stationary assuming 5Cmu_7Ba7DbgFFFFFF038;fg000000038;s1" isnt zero).
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