lass="op">=</span> <span class="va">t.obs</span>,</span>
<span>  y <span class="op">=</span> <span class="va">y</span>,</span>
<span>  u <span class="op">=</span> <span class="va">u</span></span>
<span><span class="op">)</span></span>
<span></span>
<span><span class="co">############################################################</span></span>
<span><span class="co"># Model creation and estimation</span></span>
<span><span class="co">############################################################</span></span