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Version 3.10.7-alpha

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@eeholmes eeholmes released this 30 Mar 00:03
· 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}
$\xx^\dagger$ are the rotated trends.