VAR with multivariate variables

[Snow]

Dear Tom,
I'm trying to forecast the interest rate with a VAR model. However, I got 16 variables (let's say v1, v2.....v16) and I don't know how to deal with them. Then I found Sims and Zha(1996) "Bayesian Methods for Dynamic Multivariate Models" solved my problem, but i don't know how to run that with Rats and their examples are based on Matlab. Can you show me how to run a VAR model according to their conclusion with my 16 variables?


Best regards,
Snow