Cointegrations of couples of time series

Hi everyone,

from an excel spreadsheet in which every columns is a time series representing the prices of an equity,

I found the couples of more correlated titles from a correlation matrix that I found " G_rho " using the properties of the function " Coppie " I think should be the translation for couples

for z=1:371 for i=1:371

Coppie(i,:,z) = [z G_rho(z,i)];

end end

Couples(:,:,:)

How can I test their cointegrations ?

Is a Dickey-Fuller test necessary before proceed to an Engle-Granger test ?

Can someone help me with the codes ?

Thank you