Uses of Record Class
com.quantfinlib.hedging.CointegrationTest.EngleGrangerResult

Packages that use CointegrationTest.EngleGrangerResult

Package	Description
com.quantfinlib.hedging	Hedging algorithms across asset classes.

Uses of CointegrationTest.EngleGrangerResult in com.quantfinlib.hedging

Methods in com.quantfinlib.hedging that return CointegrationTest.EngleGrangerResult

Modifier and Type	Method	Description
static CointegrationTest.EngleGrangerResult	CointegrationTest.engleGranger(double[] pricesA, double[] pricesB)	Engle-Granger test with no augmentation lags and the asymptotic critical values (the original behaviour); see CointegrationTest.engleGranger(double[], double[], int).
static CointegrationTest.EngleGrangerResult	CointegrationTest.engleGranger(double[] pricesA, double[] pricesB, int lags)	Engle-Granger test with lags augmentation lags in the ADF regression and MacKinnon finite-sample critical values.