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HELLO,
please how can I simulate a matrix with time varying coefficients.
for example, A(t)=A(t-1)+v(t) / v(t)~iidN(0,1)
I can simulate one coefficient of the matrix; for example a1:
smpl @all
series a1=0
smpl @first+1 @last
a1=a1(-1)+nrnd

my problem is how to simulate the matrix?
thanks a lot.

Your question is not well defined.

A(t)=A(t-1)+v(t) / v(t)~iidN(0,1)

would indicate that A is a series that follows a simple process based upon an error term that is normally distributed. The code you provided does just that.

I don't see where matrices come into it.