How to identify relationships between stationary series?

1. I have 20 predictor variables and 1 response variable.
2. The predictor variables are non-stationary and hence I differenced them to get a stationary series for 20 predictors.
3. When I check the correlations between 20 predictors and 1 response (all stationary) the correlations are less than 0.01.

Does that mean I cannot use these predictors?

How else can I approach this problem?