EViews.com

Is there a way to model variables with different orders if integration using EViews?
In my case it is one variable I(1) and three I(0). Does this necessarily mean they cointegrate?

I can't find (books or otherwise) how one can deal with different orders of integration. I can't trust the cointegration tests because the orders are different.
I also can't say I expect any cointegration because most of my variables are naturally stationary...

Will be happy for any help or clue...

Thanks!

I(0) variables cannot be cointegrated because they are not integrated.

That makes perfect sense :) - silly me.
So, how can one model this situation of one I(1) with three I(0) variables?
Can I just difference the one variable or (over) difference them all?
If I only difference one, how should I interpret the results, say IRFs?