Version 3.10.7-alpha
Pre-release
Pre-release
·
1124 commits
to master
since this release
Pre-release while working on a fix for DFA models. Was an error in documentation re the fitted values when the model is rotated.
Should be:
\begin{equation}
\begin{gathered}
\yy_t = \ZZ\HH^{-1}\xx^\dagger_t+\aa+\vv_t\
\xx^\dagger_t = \xx^\dagger_{t-1}+\ww^\dagger_t\
\xx^\dagger_t=\HH\xx_t; \ww^\dagger_t=\ww_t
\end{gathered}
\label{eq:dfa.rotated}
\end{equation}