<p>No, cointegration occurs when two series have the same stochastic trend. In order to have a stochastic trend, they should be nonstationary. Stationary variables do not have a trend. You can perform standard inference. </p>

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2015-12-05T09:45:11.013Z
2015-12-05T09:45:11.013Z
Wecon
<p>I am analysing a time series and all the variables are stationary using augmented Dickey–Fuller test (ADF). Does it make sense to test for co-integration in stationary series?</p>

<econometrics><time-series><applied-econometrics>
Co-integration in stationary series
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# Co-integration in stationary series

(Asked by: username_0 on 2015-12-04)

I am analysing a time series and all the variables are stationary using augmented Dickey–Fuller test (ADF). Does it make sense to test for co-integration in stationary series?

**Tags:** econometrics, time-series, applied-econometrics

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## 1 answers

### Answer by username_1 on 2015-12-05. Score: 2 | Accepted answer

No, cointegration occurs when two series have the same stochastic trend. In order to have a stochastic trend, they should be nonstationary. Stationary variables do not have a trend. You can perform standard inference.


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