keep calendar within Embeded page

I have the calendar embedded within a page but when I want to go to the next month say it takes me to another page and loses the header and any styling

calendar/action~month/exact_date~1459468800/request_format~json/

How can we keep the calendar embedded within the same page when viewing the next and previous month

https://www.ads-software.com/plugins/all-in-one-event-calendar/