Question: Solving a system of recurrence relations


I'm using Maple 14 and I'm trying to solve a system of recurrence relations with initial conditions (a Vector Autoregressive model). The system is

const:=Vector[column]([0.009421681, -0.0005441856]):
lagY:=Vector[column]([0.796519372, 0.0179147112]):
lagZ:=Vector[column]([0.133049059, 0.5240695764]):

eq1:=y(t) = A[1, 1] + A[1, 2]*y(t - 1) + A[1, 3]*z(t - 1);
eq2:=z(t) = A[2, 1] + A[2, 2]*y(t - 1) + A[2, 3]*z(t - 1);
rsolve({eq1, eq2}, {y, z}):

The rsolve command correctly finds the solution in terms of the initial conditions y(0) and z(0). My problem is when I try to give Maple such initial conditions. I really can't figure out the Maple syntax for doing this. I've tried

rsolve({eq1, eq2, y(0) = 0.0841, z(0) = 0.0005}, {y, z});

but then rsolve returns unevaluated. What am I doing wrong?

Carlos Mallen

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