---
title: cointegration
description: Learn how to use the two-step Engle-Granger test to show co-integration
  between two time series in Python. Explore the parameters, input dataset, data columns,
  and the OBBject returned with the test results.
keywords:
- co-integration
- Engle-Granger test
- time series
- data
- columns
- cointegration
- maxlag
- Python
---



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Show co-integration between two timeseries using the two step Engle-Granger test.

Parameters
----------
data: List[Data]
Input dataset.
columns: List[str]
Data columns to check cointegration
maxlag: PositiveInt
Number of lags to use in the test.

Returns
-------
OBBject[Data]
OBBject with the results being the score from the test.

```python wordwrap

```

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## Parameters

This function does not take standardized parameters.

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## Returns

This function does not return a standardized model

---