Errata

This is the list of all errors that we know about. If you think you've spotted a new one, please let us know!

p15

In the heading for section 2.3.3, "A_d,A" should read "A_d,N"

p55

The third equation should have a plus sign:
$$\mathbf{x}_t = \mathbf{D}(\mathbf{x}_{t-1}) + \mathbf{g}(\mathbf{x}_{t-1})\frac{y_t}{r(\mathbf{x}_{t-1})}.$$
The following equation also needs a similar correction.

p76, line4-

Replace "Classes 1-4" with "Classes 1-5"

p85

For the ETS(M,A_d,M) model, $\mathbf{w}_1 = [1 ~ \phi]'$ and the matrix $\mathbf{G}_1 = \left[\begin{array}{ll}
\alpha & \alpha\phi \\ \beta & \beta\phi\end{array}\right]$.

p90

last line: the last term should be just $\varepsilon_{n+j}$ not $\varepsilon q_{n+j}$

p102

For the ETS(M,A_d,M) model, $\mathbf{w}_1 = [1 ~ \phi]'$ and the matrix $\mathbf{G}_1 = \left[\begin{array}{ll}
\alpha & \alpha\phi \\ \beta & \beta\phi\end{array}\right]$.

p108: heading 7.2.1

Change "Section" to "Selection".

p109: line 1

$\hat{y}_{i,n_j}^{(i,j)}$ should be $\hat{y}_{n_j}^{(i,j)}$

p118: line 4

delete first "is"

p150

In the ETS(A,Ad,N) model, $\mathbf{w} = [1 ~ \phi]'$ and $\mathbf{F} = \left[\begin{array}{ll}
1 & \phi \\
0 & \phi
\end{array}\right]$. Similarly, in the ETS(A,Ad,A) model, the second element of $\mathbf{w}$ should be $\phi$ and the second element of the top row of $\mathbf{F}$ should be $\phi$.

p154

In the ETS(A,Ad,N) model, the second column of $\mathbf{D}$ should contain $\phi(1-\alpha)$ and $\phi(1-\beta)$. Similarly, in the ETS(A,Ad,A) model, the first two elements of the second column of $\mathbf{D}$ should be $\phi(1-\alpha)$ and $\phi(1-\beta)$.

p158

Last sentence: the second element of $\mathbf{w}$ should be $\phi$ and the second element of the top row of $\mathbf{F}$ should be $\phi$.

p159

The first two elements of the second column of $\mathbf{D}$ should be $\phi(1-\alpha)$ and $\phi(1-\beta)$.

p280: line 10

Change "finite" to "non-zero".