[additive_functionals] Style guide review #272
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- writing: 24 fixes Rules addressed: - qe-writing-001: Use one sentence per paragraph - qe-writing-008: Remove excessive whitespace between words - qe-writing-008: Remove excessive whitespace between words - qe-writing-001: Use one sentence per paragraph - qe-writing-008: Remove excessive whitespace between words - qe-writing-008: Remove excessive whitespace between words - qe-writing-008: Remove excessive whitespace between words - qe-writing-001: Use one sentence per paragraph - qe-writing-001: Use one sentence per paragraph - qe-writing-008: Remove excessive whitespace between words - ... and 14 more
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📋 Style Guide Review: additive_functionals
This PR addresses style guide compliance issues found in the
additive_functionalslecture.📊 Summary
🎯 Issues by Priority
📝 Detailed Changes
Writing (24 issues)
Many economic time series display persistent growth that prevents them from being asymptotically st...Many economic time series display persistent growth that prevents them from being asymptotically sta...Many economic time series display persistent growth that prevents them from being asymptotically st...Many economic time series display persistent growth that prevents them from being asymptotically sta...For example, outputs, prices, and dividends typically display irregular but persistent growth....For example, outputs, prices, and dividends typically display irregular but persistent growth....But there are good ways to model time series that have persistent growth that still enable statistical learning based on a law of large numbers for an asymptotically stationary and ergodic process. Thus, {cite}`Hansen_2012_Eca` described two classes of time series models that accommodate growth.But there are good ways to model time series that have persistent growth that still enable statistical learning based on a law of large numbers for an asymptotically stationary and ergodic process. Thus, {cite}`Hansen_2012_Eca` described two classes of time series models that accommodate growth.But there are good ways to model time series that have persistent growth that still enable statisti...But there are good ways to model time series that have persistent growth that still enable statistic...But there are good ways to model time series that have persistent growth that still enable statisti...But there are good ways to model time series that have persistent growth that still enable statistic...Hansen_2012_Eca" and "described"Thus, {cite}`Hansen_2012_Eca` described two classes of time series models that accommodate growth.Thus, {cite}`Hansen_2012_Eca` described two classes of time series models that accommodate growth.Thus, {cite}Hansen_2012_Ecadescribed two classes of time series models that accommodate growth....Thus, {cite}Hansen_2012_Ecadescribed two classes of time series models that accommodate growth....Thus, {cite}`Hansen_2012_Eca` described two classes of time series models that accommodate growth.Thus, {cite}`Hansen_2012_Eca` described two classes of time series models that accommodate growth.Thus, {cite}Hansen_2012_Ecadescribed two classes of time series models that accommodate growth....Thus, {cite}Hansen_2012_Ecadescribed two classes of time series models that accommodate growth....If a process${y_t}$ is an additive functio...`
If a process${y_t}$ is an additive functio...`
We describe how to construct, simulate, and interpret these components. More details about these concepts and algorithms can be found in Hansen {cite}`Hansen_2012_Eca` and Hansen and Sargent {cite}`Hans_Sarg_book`.We describe how to construct, simulate, and interpret these components. More details about these concepts and algorithms can be found in Hansen {cite}`Hansen_2012_Eca` and Hansen and Sargent {cite}`Hans_Sarg_book`.More details about these...`
More details about these co...`
We describe how to construct, simulate, and interpret these components....We describe how to construct, simulate, and interpret these components....We describe how to construct, simulate, and interpret these components....We describe how to construct, simulate, and interpret these components....More details about these concepts and algorithms can be found in Hansen {cite}`Hansen_2012_Eca` and Hansen and Sargent {cite}`Hans_Sarg_book`.More details about these concepts and algorithms can be found in Hansen {cite}`Hansen_2012_Eca` and Hansen and Sargent {cite}`Hans_Sarg_book`.More details about these concepts and algorithms can be found in Hansen {cite}Hansen_2012_Ecaa...More details about these concepts and algorithms can be found in Hansen {cite}Hansen_2012_Ecaand ...More details about these concepts and algorithms can be found in Hansen {cite}`Hansen_2012_Eca` and Hansen and Sargent {cite}`Hans_Sarg_book`.More details about these concepts and algorithms can be found in Hansen {cite}`Hansen_2012_Eca` and Hansen and Sargent {cite}`Hans_Sarg_book`.More details about these concepts and algorithms can be found in Hansen {cite}Hansen_2012_Ecaa...More details about these concepts and algorithms can be found in Hansen {cite}Hansen_2012_Ecaand ...More details about these concepts and algorithms can be found in Hansen {cite}`Hansen_2012_Eca` and Hansen and Sargent {cite}`Hans_Sarg_book`.More details about these concepts and algorithms can be found in Hansen {cite}`Hansen_2012_Eca` and Hansen and Sargent {cite}`Hans_Sarg_book`.More details about these concepts and algorithms can be found in Hansen {cite}Hansen_2012_Ecaa...More details about these concepts and algorithms can be found in Hansen {cite}Hansen_2012_Ecaand ...This lecture focuses on a subclass of these: a scalar process $\{y_t\}_{t=0}^\infty$ whose increment...This lecture focuses on a subclass of these: a scalar process $\{y_t\}_{t=0}^\infty$ whose increment...Our special additive functional displays interesting time series behavior while also being easy to c...Our special additive functional displays interesting time series behavior while also being easy to c...We construct our additive functional from two pieces, the first of which is a **first-order vector ...We construct our additive functional from two pieces, the first of which is a **first-order vector a...* the same Gaussian vector $z_{t+1}$ that appears in the VAR {eq}old1_additive_functionals...* the same gaussian vector $z_{t+1}$ that appears in the VAR {eq}old1_additive_functionals...Here $y_0 \sim {\cal N}(\mu_{y0}, \Sigma_{y0})$ is a random initial condition for $y$.Here $y_0 \sim {\cal N}(\mu_{y0}, \Sigma_{y0})$ is a random initial condition for $y$.Here $y_0 \sim {\cal N}(\mu_{y0}, \Sigma_{y0})$ is a random initial condition for $y$....Here $y_0 \sim {\cal N}(\mu_{y0}, \Sigma_{y0})$ is a random initial condition for $y$....Hansen and Sargent {cite}`Hans_Sarg_book` describe how to construct a decomposition of an additive functional into four parts: - a constant inherited from initial values $x_0$ and $y_0$ - a linear trend - a martingale - an (asymptotically) stationary componentHansen and Sargent {cite}`Hans_Sarg_book` describe how to construct a decomposition of an additive functional into four parts: - a constant inherited from initial values $x_0$ and $y_0$ - a linear trend - a martingale - an (asymptotically) stationary componentHansen and Sargent {cite}Hans_Sarg_bookdescribe how to construct a decomposition of an additive f...Hansen and Sargent {cite}Hans_Sarg_bookdescribe how to construct a decomposition of an additive f...To attain this decomposition for the particular class of additive functionals defined by {eq}`old1_additive_functionals` and {eq}`old2_additive_functionals`, we first construct the matricesTo attain this decomposition for the additive functionals defined by {eq}`old1_additive_functionals` and {eq}`old2_additive_functionals`, we first construct the matricesTo attain this decomposition for the particular class of additive functionals defined by {eq}old1_a...`To attain this decomposition for the additive functionals defined by {eq}old1_additive_functionals...A convenie...`
A convenie...`
To start, observe that, under the dynamics in {eq}`old1_additive_functionals` and {eq}`old2_additive_functionals` and with the definitions just given,To start, observe that, under the dynamics in {eq}`old1_additive_functionals` and {eq}`old2_additive_functionals` and with the definitions just given,To start, observe that, under the dynamics in {eq}old1_additive_functionalsand {eq}old2_additive...`To start, observe that, under the dynamics in {eq}old1_additive_functionalsand {eq}old2_additive...`The classAMF_LSS_VARmentioned {ref}above <amf_lss>does all that we want to study our additive...The classAMF_LSS_VARmentioned {ref}above <amf_lss>does all that we want to study our additive...📌 Summary
The lecture contains several writing style violations, primarily related to paragraph structure (multiple sentences per paragraph), excessive whitespace between words, unnecessary capitalization, and inconsistent formatting choices.
🤖 This PR was automatically generated by the QuantEcon Style Guide Checker
📚 Review the Style Guide Documentation for more details