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Thanks for your reply. To be honest I was suspicious about the very same reason. Now you confirmed it. I downloaded both ADF and Engle Granger Tables for critical values and in fact I now see significant differencies. Maybe I was just disappointed for tests not confirming my hopes of cointegration b...

Hi everyone, this is my very first post, so in case of any mistake i apologize in advance. This is my problem: i was making some analysis on a currency pairs in order to develop a pairs trading strategy. I was pretty sure about the fact that the following two procedures were the same: 1)make a two s...