stationer in first difference

[sartika]

dear all,

i want to do granger causality test, the first step is unit root test.
the result is data stastioner in first difference.
in the next step is cointegration test which data that i must use.
i use level data or first difference data in cointegration test?
and in the same case (stationer in first difference), when i run the granger causality test i must use level data or first difference data.

thank you.