Johansen cointegration test

[khor1984]

Hi, if my series do not have unit root (stationary), can i do Johansen cointegration test?

[Khagani]

Cointegration tests checks the long run relationship between variables. If your variables are stationary, then you do not need to apply cointegration test (in this case Johansen)

[redpen]

Some papers run Johansen cointegration even if the variables have been found to be I(0). If two variables are I(0) is it wrong to run a cointegration test?

[womatar]

The purpose of testing for cointegration is to see if a group of non-stationary variables share a relationship that is stationary. So there I don't see a reason to do this for stationary variables. Straight OLS can give you residuals that are not serially correlated.