From a2cec37ad28dda7945aff0d3c92e9f3c871395eb Mon Sep 17 00:00:00 2001 From: Nikolay Iskrev Date: Fri, 24 Jan 2025 14:35:29 +0000 Subject: [PATCH] Fix minor typo in Making a Custom Statespace Model.ipynb. Change x_{t+1} to x_t on the left-hand side and x_t to x_{t-1} on the right-hand side of eq (1). --- notebooks/Making a Custom Statespace Model.ipynb | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/notebooks/Making a Custom Statespace Model.ipynb b/notebooks/Making a Custom Statespace Model.ipynb index 56fc1817..3347a4af 100644 --- a/notebooks/Making a Custom Statespace Model.ipynb +++ b/notebooks/Making a Custom Statespace Model.ipynb @@ -73,7 +73,7 @@ "\n", "The statespace module is designed to make it easy for users to create their own statespace models. At its core, a statspace model is just a system of two linear equatons:\n", "\n", - "$$\\begin{align} x_{t+1} &= A_t x_t + c_t + R_t \\varepsilon_t, & \\varepsilon_t &\\sim N(0, Q_t) \\\\\n", + "$$\\begin{align} x_{t} &= A_t x_{t-1} + c_t + R_t \\varepsilon_t, & \\varepsilon_t &\\sim N(0, Q_t) \\\\\n", "y_t &= Z_t x_t + d_t + \\eta_t, & \\eta_t &\\sim N(0, H_t) \\\\\n", "x_0 &\\sim N(\\bar x, P)\\end{align}$$\n", "\n",