本文首先用ADF检验方法分别对油脂期货的价格序列进行平稳性检验，得到两

In this paper, we first use the ADF test method to separately test the stability of the price series of oil and fat futures, and obtain the result that both oil and fat futures are first-order single integer. In the second step, the cointegration test of the price time series proves that there is a long-term equilibrium relationship between soybean oil and palm oil futures. The third step is to use the equilibrium relationship between them to obtain the residual sequence and decentralize it, and then use the spread sequence to carry out the arbitrage operation.

In this paper, the price sequence of grease futures is tested by ADF test method, and the results of both grease futures are first-order single-order. The second step, the co-adjustment test of the price time series proves that there is a long-term equilibrium relationship between the two oil futures seimen soybean oil and palm oil. The third step, using the equilibrium relationship between them to obtain the residual sequence, and decentralize it, and then use the spread sequence for arbitrage operations,

In this paper, we first use ADF test to test the stability of the price series of oil futures, and get the result that both oil futures are single integer. In the second step, the cointegration test of price time series proves that there is a long-term equilibrium relationship between soybean oil and palm oil futures. The third step is to use the equilibrium relationship between them to get the residual sequence, and decentralize it, and then use the spread sequence to carry out the arbitrage operation,