Mathematica Asked by Rodrigo Miyamoto on February 9, 2021
I am new in Mathematica and I have a very large system of difference equations like:
a1*x[t] + a2*x[t-1] + a3*E{x[t+1]} + a4*y[t] + a5*y[t-1] + a6*E{y[t+1]} + ...=0
b1*x[t] + b2*x[t-1] + b3*E{x[t+1]} + b4*y[t] + b5*y[t-1] + b6*E{y[t+1]} + ...=0
...
where E{x[t+1]} is the expected value of x[t+1] in time t. In the real system I could have more lags (t-2, t-3) and more leads (E{x[t+2]},E{x[t+3]}). The system is linear.
Then I would like to:
a2*x[t-1]+ a3*E{x[t+1]} +a5*y[t-1] + a6*E{y[t+1]} = -a1*x[t] -a4*y[t-1] + ...
Put all the equations together in a system such that:
M v[t] = N E{v[t+1]}
where M and N are matrices and v[t] is a vector such that v[t]={x[t],y[t],…} containing possible auxiliary variables , for example z[t]=x[t-1], to help to disappear with the variables with lags and lead more than 1.
Would anyone help me with some of these steps, please?
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