Is there any other more efficient way of writing this code?

    for tt=1:100

        for t = 1:1000;    
            y = a*y0+e+w-a*w0;  
            y0 = y; w0 = w;        
        end
        B(:,tt) = y(:,1);  
    end

[Roger Stafford]

Savvas, I suspect you have left out some of the code for these for-loops. As it stands, the code makes no sense (or at least it is extremely inefficient.) After the first inner-loop iteration the values of w and w0 are equal and unchanging and any further computation of the step "w0 = w" is a total waste of time. Also you do not reset y and w for each outer-loop (tt) iteration, which has a very suspicious look. Please give us a realistic piece of code or else give a clear verbal description of your problem.

{Note: Unless the value of 'a' is extremely close to 1, your sequence of y values will converge to an essentially constant value or else to infinity long before you reach t = 1000.)