I am building a business cycle index, which include 4 variables that drive the index. Each variable I also include autoregessive coefficients that are all significant and negative. I was wondering what is the significance of this? In other words, what is the significance of have autoregessive terms that are negative and significant(adsbygoogle = window.adsbygoogle || []).push({});

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# A What do significant autoregressive coefficients mean?

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