cointegration analysis of commodity futures data

[imonike]

Hi all,
I am trying to do cointegration analysis of commodity futures data downloaded from the Johannesburg Stock Exchange. I am specifically testing for the presence of a cointegration relationship between the white maize and yellow maize futures. I have commodity futures data starting from November 2006 to mid-April 2010 in my database. When testing I pick a specific contract say "White Maize May 2007" and its yellow maize equivalent, create a time series of each and test. I was wondering if there was a way I could use all the data I have for the 2 commodities to create each commodity's time series without introducing any biases. I suspect this would give more accurate results if this were possible.
Any ideas will be greatly appreciated.

Thank you for your time.