Simulate data from the following model:

yt = (1)yt 1+ t t=1:200 yt = (2)yt 1+ t t=201:400 where (1) = 09 (2) = 09 and t N(0v) with v = 1 Assuming priors of the form (1) TN(051R1) and (2) TN( 051R2) with R1 =(01) and R2 =( 10)ontheARcoe cients and an inverse-gamma prior on v compute Pr(Mt(1) Dt) with M(1) the AR(1) model with co e cient (1)