Multivariate TS prediction with dependent variables

Hello RStudio Community

I'm struggeling with the prediction of a multivariate TS prediction with dependent variables.
I plan to predict the future engine mix with 4 different types of engine. So, the variables are dependent.

I have the timeseries data per month of each engine. Is there any package whichyou can recommend to work with? Or have anyone of you an example r code/script where the problem of the dependance was already solved? I have to mention that I'm really at beginners level...

Thank you in advance and best regards

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