Hi /r/datasets

I have an econometrics assignment which is troubling me at the moment.

I am performing Johansen cointegration analysis on three series (log money supply, log real gdp and Long run interest rates), in constructing an unrestricted VAR real gdp shows signs of autocorrelation.

There is a spike at length 4 in the correlogram for logGDP and my VAR already has seasonal dummies. 

Is there anything I could add to the VAR to account for any seasonal effects there may be in logGDP.

The data is annual and not seasonally adjusted. There are two structural breaks in the data which I have accounted for with shift and pulse dummies. 

Any help would be appreciated.

Thanks
