workfile monte u 1 1000
!series = 500
!draws = 1000
!sigmax = 3
smpl 1 !series
series x = 10+!sigmax*nrnd
!sigmau = 1
!alpha = 2
!beta = 3
vector(!draws) betavec = 0
for !n = 1 to !draws
smpl 1 1
genr u=0
smpl 2 !series   
series u = 0.9* u(-1)+nrnd
next
line u