Identifying 'which' variables are cointegrated in CVAR

[Tom1990]

Happy New Year everyone!

I have have a quick question RE the Johansen procedure.

I have 5 variable VARs for several countries with cointegration (1/2 relationships) identified in each. This may be a silly question but is there are a formal procedure for identifying which variables in the system cointegrate?

Thanks for the help,

Tom