Erratum to: Two Filtering Methods of Forecasting Linear and Nonlinear Dynamics of Intensive Longitudinal Data (Psychometrika, (2022), 87, 2, (477-505), 10.1007/s11336-021-09827-5)

Publication Date: June 1, 2022

Author(s): Michael D. Hunter, Haya Fatimah, Marina A. Bornovalova

Publisher: Cambridge University Press

Publication Type: Comment/Debate

Journal Title: Psychometrika

Volume: 87

Issue: 2

Page Range: 797

DOI: https://doi.org/10.1007/s11336-022-09862-w

Abstract:

In this article Eq. 4, when considered on its own, is potentially misleading. The expected value of Eq. 4—which is useful for forecasting—drops the stochastic term ζ(t), but generally ζ(t) does not have Itô integral zero.