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I'm analyzing two financial time series with Johansen method. A high Correlation coefficient using the Pearson method will help me to detect spurious cointegration models to avoid?

If this is not the case, which is the best method would provide clue about it?

Thank you

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I think it's better to ask for an answer to this question on the Cross Validated site. You can find it here –  Quantopic May 10 at 1:08
    
I have exactly the same doubt. :\ –  Gustavo Jun 17 at 10:17

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