OpenBUGS: Initializing the Model <p>I am having a problem in initializing the following model in OpenBUGS</p> <pre><code>model { #likelihood for (t in 1:n) { yisigma2[t] &lt;- 1/exp(theta[t]); y[t] ~ dnorm(0,yisigma2[t]); } #Priors mu ~ dnorm(0,0.1); phistar ~ dbeta(20,1.5); itau2 ~ dgamma(2.5,0.025); beta &lt;- exp(mu/2); phi &lt;- 2*phistar-1; tau &lt;- sqrt(1/itau2); theta0~dnorm(mu, itau2) thmean[1] &lt;- mu + phi*(theta0-mu); theta[1] ~ dnorm(thmean[1],itau2); for (t in 2:n) { thmean[t] &lt;- mu + phi*(theta[t-1]-mu); theta[t] ~ dnorm(thmean[t],itau2); } } </code></pre> <p>This is my data </p> <pre><code>list(y=c(-0.0383 , 0.0019 ,......-0.0094),n=945) </code></pre> <p>And this is the list of my initials </p> <pre><code>list(phistar= 0.98, mu=0, itau2=50) </code></pre> <p>The checking of model, loading of data and compilation steps are ok. When loading initials, OpenBUGS says initial values are loaded but chain contains uninitialized variables. I then tried to initialize theta0 also but the problem persists. Could someone please help me regarding this? Thanks Khalid</p>