Co-integration check - ADF Test.py

# Importing libraries
import statsmodels.api as stat
import statsmodels.tsa.stattools as ts
import quandl

# Fetching financial data for two securities from Quandl
data1 = quandl.get("CHRIS/MCX_AL1", start_date="2014-04-01", api_key= '') 
data2 = quandl.get("CHRIS/MCX_PB1", start_date="2014-04-01", api_key= '') 

# Printing the first 5 rows of our fetched data
print (data1.head())
print (data2.head())

# Performing ADF test on the closing prices of fetched data
result = stat.OLS(data1['Close'], data2['Close']).fit()
c_t= ts.adfuller(result.resid)

# Checking Co-integration
if c_t[0]<= c_t[4]['10%'] and c_t[1]<= 0.1:    
print("Pair of securities is co-integrated") 
else:    
print("Pair of securities is not co-integrated")