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RDP 2014-12: A State-space Approach to Australian GDP Measurement
Equation (5)
Δ
U
t
=
α
+
γ
Δ
U
t
−
1
+
∑
i
=
0
2
β
i
Δ
y
t
−
i
+
ε
t
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeuiLdqKaam yvamaaBaaaleaacaWG0baabeaakiabg2da9iabeg7aHjabgUcaRiab eo7aNjabfs5aejaadwfadaWgaaWcbaGaamiDaiabgkHiTiaaigdaae qaaOGaey4kaSYaaabCaeaacqaHYoGydaWgaaWcbaGaamyAaaqabaGc cqqHuoarcaWG5bWaaSbaaSqaaiaadshacqGHsislcaWGPbaabeaaki abgUcaRiabew7aLnaaBaaaleaacaWG0baabeaaaeaacaWGPbGaeyyp a0JaaGimaaqaaiaaikdaa0GaeyyeIuoaaaa@560E@