mfrdixon
commented
2 years ago Yes you are correct, there is a typo. it should be y_t inside the square parentheses. Thanks for pointing this out.
On Tue, Mar 1, 2022 at 9:54 AM Hamish-Gibson @.***> wrote:
I'd like to start by saying that this isn't an issue with any of the code, rather an issue with the notation in the book. I didn't know where best to raise the issue directly so I thought this would be the most appropriate place.
I recently purchased this book and have been thoroughly enjoying it so far, I am currently on Chapter 6: Sequence Modelling. On page 194, section 2.2 Autoregressive Processes where it discusses the backshift operator and I came across notation for which I thought was confusing as it is written differently to my studies.
Just above equation 6.3, it describes the concept of the backshift operator as https://render.githubusercontent.com/render/math?math=y_{t-j}=L^{j}[y_{j}] But surely this is wrong? As surely applying a backshift operation j and timestamp j, would just yield y0? And not y_t?
Wouldn't the correct notation be https://render.githubusercontent.com/render/math?math=y_{t-j}=L^{j}[y_{t}] Because yielding y_{t - j} would require the backshift operator of order j to be applied at y_t?
I apologise if I am wrong for this, but it just seems like something is off here.
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I'd like to start by saying that this isn't an issue with any of the code, rather an issue with the notation in the book. I didn't know where best to raise the issue directly so I thought this would be the most appropriate place.
I recently purchased this book and have been thoroughly enjoying it so far, I am currently on Chapter 6: Sequence Modelling. On page 194, section 2.2 Autoregressive Processes where it discusses the backshift operator and I came across notation for which I thought was confusing as it is written differently to my studies.
Just above equation 6.3, it describes the concept of the backshift operator as https://render.githubusercontent.com/render/math?math=y_{t-j}=L^{j}[y_{j}] But surely this is wrong? As surely applying a backshift operation j and timestamp j, would just yield y0? And not y_t?
Wouldn't the correct notation be https://render.githubusercontent.com/render/math?math=y_{t-j}=L^{j}[y_{t}]
Because yielding y_{t - j} would require the backshift operator of order j to be applied at y_t?
I apologise if I am wrong for this, but it just seems like something is off here.