why does zero correlation between two time series indicate no cointegration if two time series are cointegrated, then they should be correlated in some way. does zero correlation mean correlation between two different series why do we need correlation between two differenced series when a time series is cointegrated, the correlation between its differences between them must be analyzed is zero correlation between two time series the difference? is it ok to check correlation between two different time series do 2 differenced series have zero correlation if a series is cointegrated, its differences should be correlated. what is the correlation between two time series is a linear relationship between two time series independent can difference between two series be cointegrated if two time series are cointegrated and their differences are nonstationary what is the correlation of both of the series is zero correlation necessary do differenced series need to be correlated what is correlation in a linear relationship does zero correlation mean no cointegration why is it difficult to find a linear relation between two different time series do you assume if there is zero correlation what does the correlation between two data sets mean