Consider the dynamic trend model FGv( 1)W( 2 3) introduced by Harrison and Stevens (1976) and revisited in Fruhwirth-Schnatter

(1994), where F=(10) G= 1 1 0 1 v( 1)= 1 and W( 2 3)=Gdiag( 2 3)G= 2+ 3 3 3 3 Simulate a time series data set from this model. Propose and implement a MCMC algorithm for posterior simulation assuming that 1 2 and 3 are unknown, where each i is assumed to follow an inverse gamma prior distribution.