I am trying to test for cointegration between two series. I searched the documentation and I cannot find an applicable operator. Could you please explain how I can use rapidminer to test for this?
The dataset I am using as a toy example is 3 months of daily GLD (Gold) and GDX (Gold Miners) opening prices. Here's the excel file, with the data on the first sheet (ignore volume): http://dl.getdropbox.com/u/39904/Blog%20Datasets/GLDGDX%20Cointegration%20Data.xls