var y,x; varexo u,v; parameters a, b, c, d, e, f, g, h, j; a=0.8; b=0.9; c=0.9; d=1; e=-0.556875; f=-0.172125; g=-0.9; h=-0.2754; j=-1.8; model; x=a*x(-1)+u; c*y(+1)^2+d*y^2+e*x^2+f*u^2-d*v^2+g+h*x(-1)*u+j*x(-1)*v=0; end; initval; x=0; y=0.7237469; u=0; v=0; end; vcov=[1 0; 0 1]; order = 2;