function databoot = GenerateNewSeries(B,C,X,u,p);
T = size(X,1);
n = size(u,1);
YB(:,1) = X(1,2:end)';
for t = 2:T
        a = fix(rand(1,1)*size(u,2))+1;
        uu = u(:,a);
        YB(:,t) = [C;zeros(n*p-n,1)]+B*YB(:,t-1)+[uu;zeros(n*p-n,1)];   
end
databoot=YB(1:n,:)';

