“…P is obtained from a Choleski decomposition being a lower positive triangular matrix) (the packages used in R to perform all the analysis were: "tsDyn" [26], "forcats" [27], "stringr" [28], "dplyr" [29], "purrr" [30], "readr" [31], "tidyr" [32], "tibble" [33], "ggplot2" [34], "tidyverse" [35], "kableExtra" [36], "readxl" [37], "forecast" [38], "knitr" [39], "car" [40], "carData" [41], "broom" [42], "nlWaldTest" [43], "vars" [44], "lmtest" [45], "urca" [46], "strucchange" [47], "sandwich" [48], "MASS" [49], "dynlm" [50], "zoo" [51], "tseries" [52]) [53]. This model has been widely used in Rehman et al (2019) [54], Olatayo, T. O., (2019) [55], Flores de Frutos, et. al.…”