[R] simulating stable VAR process

[statquant2]

More specifically.
I know that a condition for a VAR(p) process to be stable (weakly
stationary)  is that the companion form of the equation (see AWESOME Pfaff
book analysis of integrated and cointegrated time series in R) as
eigenvalues of modulus <1.

My problem is that I want to generate such processes...

When I try to generate random VAR(p) processes they seems to explode
(clearly they are not weakly stationary...)
Is there a way somebody know?

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