Code to perform cointegration test in Java

I am looking for a librar开发者_JAVA百科y or code to perform a cointegration test in Java between two timeseries. I know this exists in R but I would like a native solution.

Here you go: java cointegration

Although I haven't used it myself, JMulTi appears to provide cointegration tests. The Web site mentions Johansen test and something called the Saikkonen & Lütkepohl test. I see no mention of the Engle-Granger test though.