Programming Large State Space Systems

[caburdick]

I want to model 4 dependant variables for 54 geographic regions as a state space system using with 6-10 exogenous variables per equation.

That gives me 216 equations with up to 10 coefficients per equation or roughly 2,160 coefficents

Can I use control and/or replacement variables in my coefficent assignments so that I can loop over dependant variables and states?

That is, I want to do something like

for !i = 1 to nstate
for !j = 1 to nvartype
%usedcoeffs = (!i-1)*nvartype*ncoeff + (!j-1)*ncoeff
@state sv_{%vartype}_{%state} = c(%usedcoeffs +1) * sv_{%vartype}_{%state}(-1) + c(%usedcoeffs +2)*exog1 + ....+ [var = exp(%usedcoeffs +ncoeff)]
next
next

I'm not conserned (yet) about the exact syntax, I just need to find a way to automate my coefficient assignments so that I can loop.

If I have to hard code every c(1), c(2) ... c(2160) then this obviously isn't going to work and I'll have to resort ot a more powerful language like Matlab.

Is there any other way to build a large state space system by linking smaller systems together?