Scilab: How to solve an ODE where dy/dt = filter(1, ar, y1)

问题

I want to simulate a time series y1 with an AR(p) process, and then solve the differential equation dy/dt = AR(p)(y1). This is the Scilab code I wrote (the AR coefficients are calculated with the lev() function and then normalized in a part of the code I omitted to keep it short).

  t = [0:0.1:2*%pi];
  y1 = sin(t);
  C = 1;
  y2 = -1*cos(t) + C;
  ar = [1.  - 0.0195380  - 0.0154317  - 0.0116690  - 0.0081661  -0.1015448]
   y1_m = filter(1, ar, y1); //Generates simulated series
  function y_m = far(t, y, ar, y1)
      y_m = filter(1, ar, y1);
  endfunction
  //Solves ODE
  y0 = y1(1); t0 = t(1);
  y2m = ode(y0, t0, t, list(far, ar));
  scf(1); plot(t, y2, '-k', t, y2m, '.k');

However, the code fails with message:

y2m = ode(y0, t0, t, list(far, ar_n));
                                  !--error 98
La variabile restituita dalla funzione argomento di Scilab non è corretta.
at line      26 of exec file called by : 

How can I solve this ODE?

Added Case Description: What I have is a system that performs certain operation on the input signal Y, which is a time series, producing an output Z. The system equations are known, so I can determine Z provided that Y is a known function of time.

And by writing that I realize where my mistake lies: with an AR model, I am expressing Y not as a function of time, but of its own past values.

So I should rather ask, how can I fit a function of time to a time series?

来源：https://stackoverflow.com/questions/47548442/scilab-how-to-solve-an-ode-where-dy-dt-filter1-ar-y1