Update unobserved_components.jl documentation

LAMPSPUC · Nov 9, 2023 · 88883e0 · 88883e0
1 parent bca817f
commit 88883e0
Showing 1 changed file with 2 additions and 2 deletions.
diff --git 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}