ods html;

ods graphics on;

data simu;

y1=0; y11=0;

do i=-10 to 100;

y=.8*y1-.5*y11+rannor(1234);

if i>0 then output;

y11=y1; y1=y;

end;

proc print data=simu;

run;

data simu1;

set simu;

t=_n_;

run;

proc statespace data=simu1 out=out lead=10;

var y y1 ; id t;

run;

data out1;

set out;

t=_n_;

run;

proc print data=out1;

id t;

where t > 50;

run;

proc gplot data=out1;

plot for1*t=1 y*t=2 /

overlay href=200.5;

symbol1 v=circle i=join;

where t > 50;

run;

ods graphics off;

ods html close;