On Wed, 29 May 2013, alexkakashi(a)libero.it wrote: You have several ways. Two of them are exemplified in the following script: <hansl> nulldata 30 # example A(L) = 1 - 1.6 L + 0.8 L^2 matrix phi = {1.6, -0.8} matrix c = 1 | zeros(19,1) eval varsimul(phi, c, zeros(2,1)) series e = 0 series e[3] = 1 y = filter(e,1,phi) </hansl> HTH ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------