vecrank lag selection

Dear all

My doubt is about the command to see how many cointegration relationships exist.
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​This command has de option to establish a maxlag option and it evaluates if that lag is of good behaviour on the underlying var.

I have three variables to evaluate under this command. Indep export and dep income and price. All yearly.
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My question is how many lags should I choose?

If I use the ones that are optimal using varsoc I get no cointegration relationships but if I increase the number I get cointegration relationships.

​​​​​​Is it wrong to increase the number of lags to get a cointegration relationship with vecrank?

Thanks for any advise.