In this two series system there can be only one relationship between ݔ௧ and ݕ௧ and so it must be the case that ߚଶଵ ൌ ଵ ఉభభ and ߚଶ ൌ െ ఉభబ ఉభభ . And ݔ and ݕ are normalized by this two equations and then we can start discussing the vector autoregressive (VAR) models by: