I have data for sale in petroleum products across different states in India of both public sector and private sector companies for past 10 years.

No. of years - 2008 to 2018 monthly data for 10 years No. of petroleum products - 47 No. of states - 35 No. of companies - 14 (public sector - 11 & private sector - 3)

What type of econometric analysis can be conducted on this data? I would like to use VAR, can any ideas be suggested. How can I use VAR and in establishing what relationship?