{
  "calculator": "cointegration-half-life-solver",
  "title": "Cointegration Half-Life Solver",
  "site": "AI Fin Hub",
  "input": {},
  "defaults_used": {
    "a": [
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    "intercept": 7.795525592898031,
    "rSquared": 0.9967180176430689,
    "halfLifeDays": 2.04350670359609,
    "theta": 0.3391949629233756,
    "observations": 120,
    "treatedAsReturns": {
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    "adfCritical": {
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      "5%": -3.34,
      "10%": -3.04
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    "adfStat": -4.439899673192092,
    "adfPValue": 0.0076861442577481785,
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    "meanReverting": true
  },
  "provenance": {
    "run": "https://aifinhub.io/api/run/cointegration-half-life-solver",
    "page": "https://aifinhub.io/cointegration-half-life-solver/",
    "methodology": "https://aifinhub.io/methodology/cointegration-half-life-solver/",
    "contract": "https://aifinhub.io/contracts/cointegration-half-life-solver.json",
    "engine": "https://aifinhub.io/engines/cointegration-half-life-solver.js",
    "engine_sha256": "43d857fe1d677eba6edc108fef326732c440bf2179efbb6fd2565935430cb218",
    "build": "9e8a56a16bda662ba90601b49561a2b176e9c379"
  },
  "disclaimer": "Planning estimates only — not financial, tax, or investment advice.",
  "license": "https://creativecommons.org/licenses/by/4.0/",
  "cite": "AI Fin Hub, Cointegration Half-Life Solver (engine 43d857fe1d67), https://aifinhub.io/api/run/cointegration-half-life-solver"
}