初值是给定的。代码如下：
model{
for (i in 1:n) {
Yisigma2<-1/exp(theta)
Y~dt(0,Yisigma2,k)}
######
isigma2<-(1-phi*phi)*itau2
theta0~dnorm(0,isigma2)
thetamean[1]<-mu+phi*(theta0-mu)
theta[1]~dnorm(thetamean[1],itau2)
for(i in 2:n){
thetamean<-mu+phi*(theta[i-1]-mu)
theta~dnorm(thetamean,itau2) }
########
phi~dnorm(0,100)I(-1, 1)
mu~dnorm(0,0.01)
itau2~dgamma(2.5,0.025)
tau<-sqrt(1/itau2)
kstar~dbin(0.25,50)
k<-kstar+2
}
###################
list(mu=0,itau2=50,phi=0.5,kstar=12,theta0=0.2)
#######
list(n=1627)
Y[ ]
...
END
