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Merge pull request #325 from LAMPSPUC/guilhermebodin-patch-3
Update unobserved_components.jl documentation
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src/models/unobserved_components.jl

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@@ -165,7 +165,7 @@ string: `"local linear trend"`
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```math
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\begin{gather*}
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\begin{aligned}
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y_{t} &= \mu_{t} + \gamma_{t} + \varepsilon_{t} \quad &\varepsilon_{t} \sim \mathcal{N}(0, \sigma^2_{\varepsilon})\\
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y_{t} &= \mu_{t} + \varepsilon_{t} \quad &\varepsilon_{t} \sim \mathcal{N}(0, \sigma^2_{\varepsilon})\\
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\mu_{t+1} &= \mu_{t} + \nu_{t} + \xi_{t} \quad &\xi_{t} \sim \mathcal{N}(0, \sigma^2_{\xi})\\
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\nu_{t+1} &= \nu_{t} + \zeta_{t} \quad &\zeta_{t} \sim \mathcal{N}(0, \sigma^2_{\zeta})\\
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\end{aligned}
@@ -177,7 +177,7 @@ string: `"smooth trend"`
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```math
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\begin{gather*}
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\begin{aligned}
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y_{t} &= \mu_{t} + \gamma_{t} + \varepsilon_{t} \quad &\varepsilon_{t} \sim \mathcal{N}(0, \sigma^2_{\varepsilon})\\
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y_{t} &= \mu_{t} + \varepsilon_{t} \quad &\varepsilon_{t} \sim \mathcal{N}(0, \sigma^2_{\varepsilon})\\
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\mu_{t+1} &= \mu_{t} + \nu_{t}\\
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\nu_{t+1} &= \nu_{t} + \zeta_{t} \quad &\zeta_{t} \sim \mathcal{N}(0, \sigma^2_{\zeta})\\
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\end{aligned}

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