We have explored how various U.S. economic indicators are related to each other, which is a classic application for the VAR modeling. The U.S. Federal Reserve use these economic indicators to make monetary policy decision. Specifically, we will focus on one the top commodities, gas prices, for the top most metropolitan areas in the U.S. In this homework, we will analysis the average gas prices for the following areas Chicago, IL Philadelphia, PA Houston, TX New York City, NY The data covered for the analysis is the period starting from Jan 1998 - Dec 2023, in a monthly frequency