Issue with notation in book

[Hamish-Gibson]

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.

[mfrdixon]

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. — Reply to this email directly, view it on GitHub <#5>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AAWHO7BSR6KNUC5U2U5VCQTU5Y4VBANCNFSM5PUN6SFQ> . Triage notifications on the go with GitHub Mobile for iOS <https://apps.apple.com/app/apple-store/id1477376905?ct=notification-email&mt=8&pt=524675> or Android <https://play.google.com/store/apps/details?id=com.github.android&referrer=utm_campaign%3Dnotification-email%26utm_medium%3Demail%26utm_source%3Dgithub>. You are receiving this because you are subscribed to this thread.Message ID: ***@***.***>