cointegration analysis

[varvaruchka]

Hi to everybody!
I will appreciate if someone could clarify my doubts.
I am working on the investigating cointegrating relationship between the emerging stock markets ( 175 monthly observations)
I have 175 (monthly) observations.
I performed lag length test and FPE and AIC indicated the lag length: 6.
When I perform cointegration test taking into account this value, I have that only Max. Eig test indicates 1 cointegrating equation, but Trace test 0.
When i use the lag 5, both of them indicate 1 cointegratig equation.
So for further work I should use the lag 5?
thank in ahead for your help!