Step 1: if you use EViews software, please choose the two series as a group.

In the group window,

choose the view, you will see the option of Cointegration Test and press it, then you can see as
follows. Please choose the 6) Summarize all 5 sets of assumptions.

Step 2: you can see the Test Summary as follows: the two criteria both show the significance * correspond
to the no intercept and no trend characteristic, so that is why I decide to adopt no intercept and no
trend term model to test this co-integration relation further".

The second question: you have to use the VAR model to proc the two series, and use View to choose
the Lag Structure, and then choose Lag Length Criteria to choose the appropriate lag.

So the appropriate lag

according to SIC is Lag 2