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Abstract The article is devoted to the study of the relation between forward and pullback attractors of set-valued nonautonomous dynamical systems (cocycles). Here it is proved that every compact global forward attractor is also a pullback attractor of the set-valued nonautonomous dynamical system. The inverse statement, generally speaking, is not true, but we prove that every global pullback attractor of an a-condensing set-valued cocycle is always a local forward attractor. The obtained general results are applied while studying periodic and homogeneous systems. We give also a new criterion of the absolute asymptotic stability of nonstationary discrete linear inclusions. [ABSTRACT FROM AUTHOR]