This tutorial shows you how to estimate a vector autoregressive (VAR) model in R. Follow this link to download the data. https://www.dropbox.com/s/dqip4uzfr5ny4g0/MNM038lab5VAR_simulated_y.csv?dl=0 save the file in your current work directory and execute the following command to import the data in R y = read.csv("MNM038lab5VAR_simulated_y.csv")