Interpreting Vector Error Correction Model in STATA

#1
Hi, I'm studying the relationship between house prices and GDP, unemployment, mortgage rate, construction starts and construction costs. Kwiatkowski-Phillips-Schmidt-Shin test declines stationarity and augmented Dickey-Fuller test confirms a unit root. All variables are in natural logarithms.

Optimal lag length is 4 based on AIC and HQIC. Johansen test for cointegration then suggests 4 cointegrated equations in the model.

Running the VECM model, I get results as displayed in attachments. I am not sure how to interpret these. What is the long term and short term relationship? Any help would be greatly appreciated!! Thank you
 

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