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:
Author(s): Michael D. Hunter, Haya Fatimah, Marina A. Bornovalova
Publisher: Springer New York
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.