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model
{
for (i in 1:n) {
Ymean<-rho/tau*exp(0.5*theta)*(theta[i+1]-mu-phi*(theta-mu));
Yisigma2 <- 1/(exp(theta)*(1-rho*rho));
Y~ dnorm(Ymean,Yisigma2);
}
isigma2<-(1-phi*phi)*itau2;
theta0 ~ dnorm(mu,isigma2);
thetamean[1] <- mu + phi*(theta0-mu);
theta[1] ~ dnorm(thetamean[1],itau2);
for (i in 2:(n+1)) {
thetamean <- mu + phi*(theta[i-1]-mu);
theta~dnorm(thetamean,itau2)}
phi1 ~ dbeta(20,1.5);
phi <- 2*phi1-1;
mu ~ dnorm(0,0.04);
itau2 ~ dgamma(2.5,0.025);
tau <- sqrt(1/itau2) ;
rho ~ dunif(-1,1)
}
#data
list(Y=c(0.13,0.23,0.4,0.53,0.21,0.23,0.43,0.21,0.4,0.21,0.22,0.22,0.11,0.22,0.33,0.23),
n=16)
#inits
list(mu=0, phi1=0.975, itau2=50)
#load inits
#gen inits
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