[Gretl-users] vectorized form of the following loop

Hello, I was thinking how to implement the following code snippet into a vectorized form, but I couldn't figure out how to do this effectively. The issue I face is the lagged value of y which changes over the loop. Does anybody have an alternative way to run this thing? <hansl> scalar T = 100 scalar b1 = -0.2 scalar b2 = 0.5 matrix u = mnormal(T,1) matrix dx = mnormal(T,1) matrix dy = zeros(T,1) matrix y = zeros(T,1) loop i=2..T -q dy[i] = b1*y[(i-1)] + b2*dx[i] + u[i] y[i] = y[i-1] + dy[i] endloop <\hansl> Thanks in advance. Artur