Test whether a price/returns series is stationary or has a unit root (ADF + KPSS + Phillips-Perron fused into one verdict), find its integration order d (the "I" in ARIMA), and test two series for Engle-Granger cointegration (tradeable pairs / spreads). The pre-flight for every mean-reversion, ARIMA
Test whether a price/returns series is stationary or has a unit root (ADF + KPSS + Phillips-Perron fused into one verdict), find its integration order d (the "I" in ARIMA), and test two series for Engle-Granger cointegration (tradeable pairs / spreads). The pre-flight for every mean-reversion, ARIMA, or cross-asset regression model. Guards against spurious regression. Use whenever asked "is this m