Are you sure that putting the expectational error on y (which is always determinate) is correct? Shouldn’t it be
z=1.5*z(-1)+sunspot-(pi-expectation(-1)(pi));
Are you sure that putting the expectational error on y (which is always determinate) is correct? Shouldn’t it be
z=1.5*z(-1)+sunspot-(pi-expectation(-1)(pi));