https://communities.sas.com/t5/Statistical-Procedures/Cointegration-with-Stationary-Variables/m-p/752523#M36601 <P>hi, i have a general question around cointegration method. I am trying to understand if it is correct or not to use stationary variables in cointegration ?&nbsp;</P> <P>&nbsp;</P> <P>Based on my understanding, we use cointegration in order to avoid differencing the variables and lose some of the information. Therefore we must not use stationary variables in cointegration. Is this correct?&nbsp;</P> <P>&nbsp;</P> <P>Thanks,</P> <P>&nbsp;</P> <P>Ant</P> Wed, 07 Jul 2021 11:27:27 GMT Toni2 2021-07-07T11:27:27Z https://communities.sas.com/t5/Statistical-Procedures/Cointegration-with-Stationary-Variables/m-p/752523#M36601 <P>hi, i have a general question around cointegration method. I am trying to understand if it is correct or not to use stationary variables in cointegration ?&nbsp;</P> <P>&nbsp;</P> <P>Based on my understanding, we use cointegration in order to avoid differencing the variables and lose some of the information. Therefore we must not use stationary variables in cointegration. Is this correct?&nbsp;</P> <P>&nbsp;</P> <P>Thanks,</P> <P>&nbsp;</P> <P>Ant</P> Wed, 07 Jul 2021 11:27:27 GMT https://communities.sas.com/t5/Statistical-Procedures/Cointegration-with-Stationary-Variables/m-p/752523#M36601 Toni2 2021-07-07T11:27:27Z