The kennedy assassiantion took place in 1963, which was during a period not covered by any of the three films in the trilogy.

I think Michael's cooments about killing a president were meant to be prescient, altho I suppose you could draw an inference that the Corleones participated. As you obviously know, there are many who believe that organized crime had a hand in the plot.

But the only time there could have been a real hint was in GF III, which was after the fact, and I don't recall any.

Winegardner's GFR suggests a link, though, for what that's worth (nothing, IMO).