Am 03.12.2021 um 12:14 schrieb Paolo Chirico: OK, so you must be talking about the state-space modeling apparatus. In the corresponding chapter (36) of the guide it says under the subheading "Intercept in the state equation": (where state equation = transition equation = state transition equation) "The (r × 1) vector µ can be specified as a bundle member by the name stconst. Despite its name, this matrix can be stipulated as time varying, as explained in the next section." I haven't tried it, but the most natural approach then would seem to me to include the wanted calculation for updating B.stconst also into the update function. So your line "B.stconst = {mu*B.signt}" would go into that function, because that's the intended way to handle time-varying stuff; presumably it would come after the updating of B.signt (whatever that is). HTH, sven