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Re: AugmentedDickeyFuller and different result in R

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#2145
andreynado
Member

Thank you for your response.

Perhaps you can give me an advice in my goal in generat as I’m a newbie in statistics and I only need to achieve an engineering goal. Is my current approach rating two stock price series for cointegration correct? Is the ADF test used correctly? How should I handle the pValue to rate two stocks as cointegrated. Or are there any other classes in the library suiting my goal better?