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Re: AugmentedDickeyFuller and different result in R

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#2148
andreynado
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Thanks for the hint. But as you’ve noticed I don’t have problem coding in Java. My problem is the statistics theory. I chose ADF test because I was able to understand it. Or at least to somehow use the results. But Johansen test does not have a version for dummies. Have a look at Wikipedia. This is not for engineers, it’s too academic. 🙂

Now I have the following example:

But how should I interpret the results? What are the eigenvalues? Remember that I only need to rate a pair of stocks for cointegration somehow. (E.g. grade from 1 to 10, or a percentage, etc.)