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Re: AugmentedDickeyFuller and different result in R

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#2149
Ryu
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The quickest way to get your code work is to copy and paste what you need from MovingCointegration.java.
http://www.numericalmethod.com/wiki/numericalmethod/browser/algoquant/algoquant/src/com/numericalmethod/algoquant/model/analysis/MovingCointegration.java

The key lines are:

All you need for your purpose is [tt:1uc36ece]beta[/tt:1uc36ece], the cointegrating coefficients. (coint.beta() in your code).

Hope it helps.