Hi, I'm doing a analyst of what causes the house prices in a VAR-model using EViews.

My endogenous variables is: GDP, houseprice index, intrest, consumer price index.

And i use 4 lags, since it is quarterly data, and i think it is around 88 data. And all I get is this is cointegration, i know that you should use VEC then, or maybe remove variables, or change the data maybe. But i tried to remove some of the variabel and to the same, and it still say that is cointegration.

Any idea?