# # # # # # # data { int n; array[n] real x; array[n] real y; } parameters { real alpha; real sigma; real phi1; real phi2; } transformed parameters { real v; v=10*0.05/sigma^2; } model { alpha ~ normal(0,4); phi1 ~ normal(0,0.25); phi2 ~ normal(0,0.16); v ~ gamma(20,0.5); for (i in 3:n) y[i] ~ normal(alpha*x[i]+phi1*(y[i-1]-alpha*x[i-1])+phi2*(y[i-2]-alpha*x[i-2]),sigma); }