ods html;

ods graphics on;

data simuAR3;

y1=0; y11=0;y12=0;

do i=-10 to 100;

y=.8*y1+.1*y11-.7*y12+rannor(1234);

if i>0 then output;

y12=y11; y11=y1; y1=y;

end;

run;

data simuAR3a;

set simuAR3;

t=_n_;

run;

proc statespace data=simuAR3a out=out lead=10;

var y y1 y11;

id t;

restrict F(2,1)=1 F(2,2)=0 F(2,3)=0 F(3,1)=0 F(3,2)=1 F(3,3)=0;

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;