You have discovered the VAR model in the previous chapter. And just like in univariate time series, there are some building blocks that can be built upon the VAR model to account for different types of processes. This can build up from the smaller and more common VAR to the more complex VARMAX.
It must be said that techniques for multivariate time series modeling are a part of the more advanced techniques. They do not always have Python implementations and are less often used than the techniques for univariate ...
