Two series are said to be cointegrated if:
A)both series are I(1) but a linear combination of them is I(0).
B)both series are I(0) but a linear combination of them is I(1).
C)both series have the same set of explanatory variables but a different dependent variable.
D)both series have the same dependent variable but a different set of explanatory variables.

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The Answer of Two series are said to be cointegrated if:
A)both series are I(1) but a linear combination of them is I(0).
B)both series are I(0) but a linear combination of them is I(1).
C)both series have the same set of explanatory variables but a different dependent variable.
D)both series have the same dependent variable but a different set of explanatory variables.

Two Series Are Said to Be Cointegrated If