Hello,
I heard the ADF CoIntegration is already coded in R, Matlab and C#. Some posts it is already available in Python too. Is this Augmented Dickey Fuller CoIntegration function available in EasyLanguage already or could someone code it, because it is beyond my coding abilities and I would like to test mean-reverting behavior with that function. The Hurst exponent does not help me, I tried already. Thanks.