library(forecast)

data<-read.csv("DATA.csv")

Y1=ts(data[,1], start=1978, frequency=12)

#exogenous time series
Y2<-matrix(0,360,2)
Y2[,1]<-cbind(data[,2])
Y2[,2]<-cbind(data[,3])

model<- arima (Y1, order=c(1, 0, 0), xreg=as.ts(Y3, start=1978, frequency=12))

predict (model, 10, newxreg=0)