Cointegration test

[henriqueld]

Hello, everyone!
I'm sorry to bother you (and even more so if this isn't the appropriate forum section for my silly questions), but would you help me, please?
I've been asked to model Brazil's investment as a proportion of GDP through time and estimate the parameters by GMM. The eleven variables are collected in quarterly frequency from 2002 1Q to 2015 2Q. As it turns out, most of the variables are not stationary. No surprise here; but that implies that GMM is not a proper method of estimation in my case... unless the variables cointegrate. So I ran a Johansen Cointegration test in the group of variables (I've placed the table at the bottom of the post). Now, is that the proper way to test cointegration between variables? If so, how do I interpret the results? And how should I estimate the model in each case?

Thank you in advance for your help and patience. I'll be here to answer any questions.