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I'm having trouble using @expand in a system. When I click on PROC>DEFINE SYSTEM, where and how do I type @expand(variable,@dropfirst) in order to get it to show up in each equation? Do I have to type @expand(variable?,@dropfirst) ?

Also, is it possible to include an alpha series in a pool object? if so, how?

You should be able to put the @expand in either of the coefficient boxes in the Define System dialog.

Not quite sure what you mean by including an alpha in a pool object. Could you explain further? The simple interpretation of your question is can a Pool Object be used to manipulate alpha series in the same way it can be used to manipulate normal series, and the answer to that is yes. And you do it in exactly the same way.