model{
mu1[1] <- alpha[1]+rho[1]*Y[1]+u[1]
mu2[1] <- alpha[2]+rho[2]*C[1]+u[2]
for(t in 2:T){
mu1[t] <- alpha[1]+rho[1]*Y[t-1]+beta[1]*C[t-1]+u[1]
mu2[t] <- alpha[2]+rho[2]*C[t-1]+beta[2]*Y[t]+u[2]
Y[t] ~ dnorm(mu1[t],tau.u[1])
C[t] ~ dnorm(mu2[t],tau.u[2])
}
alpha[1] ~ dnorm(0,0.001)
alpha[2] ~ dnorm(0,0.001)
rho[1] ~ dnorm(0,1)
rho[2] ~ dnorm(0,1)
beta[1] ~ dnorm(0,0.01)
beta[2] ~ dnorm(0,0.01)
u[1] ~ dnorm(0,0.01)
u[2] ~ dnorm(0,0.01)
tau.u[1] ~ dwish(0,0.01)
tau.u[2] ~ dwish(0,0.01)
}

