diff --git a/src/models/unobserved_components.jl b/src/models/unobserved_components.jl index 36420e5..172fe31 100644 --- a/src/models/unobserved_components.jl +++ b/src/models/unobserved_components.jl @@ -165,7 +165,7 @@ string: `"local linear trend"` ```math \begin{gather*} \begin{aligned} - y_{t} &= \mu_{t} + \gamma_{t} + \varepsilon_{t} \quad &\varepsilon_{t} \sim \mathcal{N}(0, \sigma^2_{\varepsilon})\\ + y_{t} &= \mu_{t} + \varepsilon_{t} \quad &\varepsilon_{t} \sim \mathcal{N}(0, \sigma^2_{\varepsilon})\\ \mu_{t+1} &= \mu_{t} + \nu_{t} + \xi_{t} \quad &\xi_{t} \sim \mathcal{N}(0, \sigma^2_{\xi})\\ \nu_{t+1} &= \nu_{t} + \zeta_{t} \quad &\zeta_{t} \sim \mathcal{N}(0, \sigma^2_{\zeta})\\ \end{aligned} @@ -177,7 +177,7 @@ string: `"smooth trend"` ```math \begin{gather*} \begin{aligned} - y_{t} &= \mu_{t} + \gamma_{t} + \varepsilon_{t} \quad &\varepsilon_{t} \sim \mathcal{N}(0, \sigma^2_{\varepsilon})\\ + y_{t} &= \mu_{t} + \varepsilon_{t} \quad &\varepsilon_{t} \sim \mathcal{N}(0, \sigma^2_{\varepsilon})\\ \mu_{t+1} &= \mu_{t} + \nu_{t}\\ \nu_{t+1} &= \nu_{t} + \zeta_{t} \quad &\zeta_{t} \sim \mathcal{N}(0, \sigma^2_{\zeta})\\ \end{aligned}