Time series Analysis

#1
I have 4 time series.One of them is stationary and rest of them are not.I need to find relation between them.I will use AIC to decide lag length.Should I use VAR or VECM to find relation between them? Will VAR or VECM give me relation in terms of equation which can be used for forecasting? Do I need to perform Johansen's test of cointegration? What good it would do?

Sorry if you find my questions stupid.It's just that I have to complete project in short span and I am reading as much as I can.
 
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