Mike West
The Arts & Sciences Distinguished Professor Emeritus of Statistics & Decision Sciences
Duke University

Applied Bayesian Forecasting and Time Series Analysis
& BATS software
Andy Pole, Mike West and Jeff Harrison

Note that we use some basic TeX notation, e.g., "X_t" is "X" subscripted "t", and so forth

CHAPTER 3

• p61, line 6
  In the expression for B_t the term R_{t-1}^*\phi^{-1} should be (R_{t+1}^*\phi^{-1})^{-1}