New to mathematica, trying to use Eric Swanson's Pertubation AIM program to solve DSGE models. His code produces a solution as a list or a table. My question is how do I use this list to simulate the model without copying and pasting stuff? For the one sector stochastic growth model, the solution (as a list) appears as:

{A == 0.800000000000000 A[-1 + t] + 1.00000000000000 eps,

C == 0.1114834992288968 + 0.292723851887318 A[-1 + t] +

0.1186384419679934 Inv[-1 + t] + 0.447062121415789 K[-1 + t] +

0.365904814859147 eps,

Inv ==

0.4186970784697240 + 0.902059574107021 A[-1 + t] -

0.0225290917630828 Inv[-1 + t] - 0.0848957841160119 K[-1 + t] +

1.12757446763378 eps,

K == 1.431977509390795 + 0.238836154208396 Inv[-1 + t] +

0.900000000000000 K[-1 + t],

r == 0.01010101010101003 + 0.0880808080808080 A[-1 + t] -

0.01840727127888952 Inv[-1 + t] - 0.0693636363636363 K[-1 + t] +

0.110101010101010 eps,

Welf == -988.913562642210 + 5.22803270579111 A[-1 + t] +

0.893524510010050 Inv[-1 + t] + 3.36704491694070 K[-1 + t] +

6.53504088223889 eps,

Y == 0.4295932528172384 + 0.800000000000000 A[-1 + t] +

0.0716508462625189 Inv[-1 + t] + 0.270000000000000 K[-1 + t] +

1.00000000000000 eps}

All variables except investment (Inv) are in logs. eps is the technology shock (i.e., A=0.8*A[t-1]+eps where A is log total factor productivity).

I also have a list of steady state valuesÂ {0, 0.1114834992288968, 0.4186970784697240, 1.431977509390795, \

0.01010101010101003, -988.913562642210, 0.4295932528172384}.

So my question is, given these lists, how do I assign the steady state as starting values for the model, assign a random sequence to eps, and simulate the model? Really appreciate any help that you can give.