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I think I'm getting what I want now. Thank you so much!

@logl logl1

res=y-c(1)*(1-exp(-c(2)*0.02))-exp(-c(2)*0.02)*y(-1)
var=c(3)*0.14
c=1
logl1=log(@dnorm(res/@sqrt(var)))-log(var)/2

you mean like this?

You were missing a multiplication sign in your definition of RES. Also, you probably want to time shift things a bit. I think a working definition of RES would be something like: res=y-c(1)*(1-exp(-c(2)*0.02))-exp(-c(2)*0.02)*y(-1) (note you'll need to set the C vector equal to 1 before hand to get...

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