VAR model

A multi variate AR time series model with n different variables

$y_t=\left[\begin{array}{c}{y}_{1t}\\ y_{2t}\\ ⋮\\ y_{nt}\end{array}\right]$ So the entire model can be written using matrix/ vector form as

$\overrightarrow{y_t}=A_1\overrightarrow{y_{t-1}}+\cdots +A_p\overrightarrow{y_{t_p}}+C\overrightarrow{D_t}+\overrightarrow{u_t}$

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References