You can given the VECM result not the cointegration result.

Below the likelihood ratio test table, there would be a number of other tables.

Only look for the table(s) that has normalized cointegrating coefficients, in which the coefficient of one of the two variables  is normalized to one. There may be more than one table with normalized coefficients (in case of more than two variables)

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If the above mentioned LR test indicates one cointegrating equation, look at the first normalized coefficient table only. If the test indicates two cointegrating equations, look at the second normalized coefficient table, and so on.

A normalized coefficient table presents the estimate of the model (cointegrating equation) with all variables taken to the left hand side. Below each coefficient

estimate, the standard error is given within parentheses.

The ratio of the coefficient to its standard error is the t statistic.

Thanks Mousumi Bhattacharya

please to get a more pointed answer from you i have attached the cointegration results. while thanking you for your assistance, i ask for an illustrative response

I would have two recommendations. First read the relevant sections in your EVIEWS manual. This will have much more detail than could be given here. A quick answer here in a complicated area like this could lead you into deep water. If you wish to clarify some theory-point from the manual you could ask here again. I would also recommend the book "The Cointegrated VAR Model" by Katerina Juselius. I know that this is not an easy read but the topic itself is not easy. 

It is not difficult to find the answer. If you check a sample table in websites, particularly in Eviews website, you can easily find out your answer.

I believe E-views give unnormalized coint. vector so to normalize multiply each estimated coefficient by -1. Then, take the coefficient of the variable you are treating as your dependent variable and use it to divide remaining coefficients so that your dependent variable will now have -1.

Normalizing an equation in a cointegration and error correction test involves setting the coefficient of one variable to a specific value, typically one, to establish a reference point for interpreting the coefficients of other variables in the equation. This normalization simplifies the interpretation of the model and ensures that the estimated coefficients represent deviations from the reference point.