Created
May 25, 2021 08:48
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| import matplotlib.pyplot as plt | |
| import pandas as pd | |
| from johansen import coint_johansen | |
| df_x = pd.read_csv ("yourfile.csv",index_col=0) | |
| df_y = pd.read_csv ("yourfile.csv",index_col=0) | |
| df = pd.DataFrame({'x':df_x['Close'],'y':df_y['Close']}) | |
| coint_johansen(df,0,1) |
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