The order of entering variables in panel cointegration

[Shaz]

Hi,

I am desperate for an answer please. I have run the pedroni test but the results depend on what variable is entered first. The dependent variable is employment and independent variables are GDP and FDI. When running pedroni test if i enter the variables in this format > EMP GDP FDI i find no cointegration but if I enter FDI GDP EMPL there is cointegration. what does this mean and how should i proceed please?