y<-(Nile)
  n.y<-length(y)
  P<-numeric(n.y)
  a<-numeric(n.y)
  i<-y
  P[1]<-10000000
  a[1]<-0
  n<-100
  sigma.2.epsilon<-15099
  sigma.2.eta<-1469.1
  nv <- matrix(nrow=100, ncol=1)
  F1<-P[1]+sigma.2.epsilon
  K <-P[1]/F1    
  for (i in 2:n-1){
  P[i+1]<-P[i]*(1-K[i])+sigma.2.eta
  F[i]<-P[i]+sigma.2.epsilon
  K[i]<-P[i]/F[i]
  nv[i]<-y[i]-a[i]
  a[i+1] <-a[i]+K[i]*nv[i]
  }