According to Wikipedia the Johansen cointegration test "is a procedure for testing cointegration of several, say k, I(1) time series". Link
Now, if all my variables are I(0), can I still test co-integration with Johansen? Or: How can I potentially test co-integration?
I found Granger causality with a Wald test of my time series and would like to use the cointegration test to double-check whether I find cointegration where I also found causality (this should be the case).