[1] K. Bulteel, Multivariate time series vector autoregressive models and dynamic networks in psychology Extensions and reflections, Faculty of Psychology and Educational Sciences, Doctoral Thesis, 2018.

[2] S. Hartini, M.P. Hadi, S. Sudibyakto and A. Poniman, Application of vector autoregression model for rainfall-river discharge analysis, Forum Geog. 29(1) (2015) 1–10.

[3] C.Y. Keng, F.P. Shan, K. Shimizu, T. Imoto, H. Lateh and K.S. Peng, Application of vector autoregressive model for rainfall and groundwater level analysis, AIP Conf. Proc. 1870(1) (2017) 060013-1–060013-8.

[4] T.M. Khaleel and E.A.E. Shehata, An econometric study of dynamic models with application on forecasting labor in Egypt, Egyptian Statistical Society, The 29th Int. Conf. Stat. Computer Sci. Appl. (2004) 133–154.

[5] H. Luetkepohi, Vector Autoregressive Models, European University Institute, Florence, 2011.

[6] F.X. Mohr, An Introduction to Vector Autoregression (VAR), R-Econometrics, 2018.

[7] S. Safawi and M. Yahya, Analysis the relationship between world prices of Oil, Euro and Gold using vector autoregressive (VAR), Iraqi J. Stat. Sci. 8(14) (2008) 15–42.

[8] Stata Corp., STATA base reference manual Release 13, Stata Corp. Statistical Software., College Station, TX: Stata. Corp. LP., 2013.

[9] Warsono, E. Russels, Wamiliana, Widiarti and M. Usman, Vector autoregressive with exogenous variable model and its application in modeling and forecasting energy data: Case study of PTBA and HRUM energy, Int. J. Energy Econ Policy 9(2) (2019) 390–398.

[10] E. Zivot and J. Wang, Modeling Financial Time Series with S-PLUS, Springer Science and Business Media, 2006.