<listitem><para><literal>1</literal>: for stationary models, the initial matrix of variance of the error of forecast is set equal to the unconditional variance of the state variables</para></listitem>
<listitem><para><literal>2</literal>: for nonstationary models: a wide prior is used with an initial matrix of variance of the error of forecast diagonal with 10 on the diagonal</para></listitem>
<listitem><para><literal>3</literal>: for nonstationary models: ...</para></listitem>