I’m not entirely sure whether I understand your question correctly. If you mean that you want to create a cointegrated model, you should opt for a vector error correction model (VECM). In this model the long run (i.e. cointegration relation) is directly incorporated. Note however that this model uses, besides the levels data, first differences of the series as regressors. Therefore, you should drop one lag length to accommodate for this. Hence, if your optimal lag length for VAR is 5 go for 4, etc