@ GAUSS program to simulate data for filtering with Samplemiser @

gam=.5;
b0=(1-gam)*50;
q=.25;
let y[1000,1];
let yobs[1000,1];
n=rows(y);
smpsize=1000;
y[1]=50;
yobs[1]=50;

j=2;
do while j <= n;

y[j]=b0+gam*y[j-1]+sqrt(q)*rndn(1,1);
yobs[j]=100*meanc(floor(rndu(smpsize,1)+.01*y[j]));
j=j+1;
endo;
format /rd 7,2;
print seqa(1,1,n)~ones(n,1)*smpsize~yobs;