%% Create Diffuse Bayesian AR(2) Model
% Consider a 1-D Bayesian AR(2) model for the daily NASDAQ returns from January 2, 1990 through December 31, 2001.
% y_t=c+\phi_1 y_{t-1} + \phi_2y_{t-1} + \varepsilon_t.
% The joint prior is diffuse.
% Create a diffuse prior model for the AR(2) model parameters.

numseries = 1;
numlags = 2;
PriorMdl = diffusebvarm(numseries,numlags)

% Copyright 2020 The MathWorks, Inc.
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