I have developed a LSTM NN where I predict a variable multiple steps ahead. For this model, the independent variable itself is not among the predictors.

I want to compare it with the results of a VAR model benchmark. However, my understanding of the VAR is that the independent variable has to be among the predictors, in order to predict this variable ahead.

Have I misunderstood something, or is it correct that the independent variable needs to be among the predictors in a VAR model?

Thanks in advance!