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1 parent 5f7ea92 commit 81cd6a3Copy full SHA for 81cd6a3
lectures/svd_intro.md
@@ -1717,7 +1717,7 @@ $$ (eq:checkXevoln)
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or use the approximation
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$$
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- \hat X_{t+j} = \Phi \Lambda^j (W \Lambda)^{-1} \tilde U^T X_t .
+ \hat X_{t+j} = \Phi \Lambda^j (\tilde W \Lambda)^{-1} \tilde U^T X_t .
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$$ (eq:checkXevoln2)
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We can then use $\check X_{t+j}$ or $\hat X_{t+j}$ to forecast $X_{t+j}$.
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