ew.bug<-function(){
#data manipulations
for(t in 2:N){
	y[t] <- r[t]-r[t-1]
}

#likelihood
for(t in 2:N+H){
	y[t] ~ dnorm(y.mean[t],isigma2[t])
	y.mean[t] <- 0
	isigma2[t] <- 1/exp(h[t])
	h[t]~dnorm(h.mean[t], itau2);
}
h.mean[2] <- alpha
for(t in 3:N+H){
	h.mean[t] <- alpha + psi*(h[t-1]-alpha);
}

#priors 
a ~ dgamma(0.000001,0.000001)
alpha <- -log(a)
psi ~ dunif(-0.999,0.999)
itau2 ~ dgamma(0.01,0.01)
tau <- 1/(pow(itau2,0.5))

#forecasts
r.new[N] <- r[N]
p.new[N+1] <- p[N+1]
for(t in N+1:N+H){
	r.new[t] <- y[t] + r.new[t-1]
	p.new[t+1] <- (1+r.new[t])*p.new[t]
}

#sims
for(t in 2:N){
	y.mean.c[t]<-cut(y.mean[t])
	isigma2.c[t]<-cut(isigma2[t])
	y.sim[t] ~ dnorm(y.mean.c[t],isigma2.c[t])
}
}
