I am trying to generate a process where oil price (F) reverts to a time variant mean (eta) where eta itself is a moving average process. I am using the following lines of commands. Surprisingly, the series that Dynare generates do not match the underlying formula for F.

```
var F eta;
varexo sh;
parameters ka Fbar;
ka=0.1;
Fbar=0.841261;
model;
log(F)=ka*eta(-1)+(1-ka)*log(F(-1))+sh;
eta=eta(-1)+1.5*(log(F(-1))-eta(-1));
end;
initval;
F=Fbar;
eta=log(Fbar);
sh=0;
end;
shocks;
var sh=0.021;
end;
stoch_simul(periods=50000, nograph);
```