Unsure how to use VEC model given variables

[Ryan Baxter]

Hi all . For my model I have 5 variables . 2 of these variables are stationary whilst the other 3 are I(1) and are cointegrated . I wanted to use a VAR/VEC to see how each variable interacts with each other as well as to get variance decomposition and IRF results . I am unsure if I can use all of these variables in a VEC as I have seen different results online or should I split it into a VEC and multiple VARS instead ?

[Ryan Baxter]

Thanks in advance !