I have two time series: 1) Which only contains historical data for production 2006-2011 on a monthly basis. 2) Which contains both historical and projected flow data 2006-2057 on a monthly basis.
I would like to use VAR to use the flow data as a predictor for the production. My problem is that the data is seasonal and I don't know how to handle VAR with seasonality? If I use SARMA I will not be able (to my understanding) to use the flow measurement as a predictor for the production.