Alternative Equation Formats

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MathML

Δ y t = α β y t 1 + Φ 1 Δ y t 1 + Θ 0 x t + ϵ t = [ 0.01 0.02 0.03 0.04 0.05 0.06 0 0 ] [ 1 0 1 0 0 1 0 1 ] y t 1 + [ 0.01 0.03 0.05 0.02 0.02 0.04 0.06 0.03 0 0 0.10 0 0 0 0 0.04 ] Δ y t 1 + [ 0 0 0 0 ] x t + ϵ t , ϵ t i i d   N ( 0 , Σ ) , Σ = I 4

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Math as LaTeX Source

\begin{eqnarray*} \Delta \mb{y} _ t & =& \balpha \bbeta '\mb{y}_{t-1}+\Phi _1^*\Delta \mb{y}_{t-1} +\Theta _0^*\mb{x}_{t}+ \bepsilon _ t \\ & =& \left[ \begin{array}{rr} 0.01 & -0.02 \\ -0.03 & 0.04 \\ 0.05 & -0.06 \\ 0 & 0 \end{array} \right] \left[ \begin{array}{rrrr} 1 & 0 & -1 & 0 \\ 0 & 1 & 0 & -1 \end{array} \right] \mb{y}_{t-1} \\ & & + \left[ \begin{array}{rrrr} -0.01 & 0.03 & 0.05 & -0.02 \\ 0.02 & -0.04 & 0.06 & 0.03 \\ 0 & 0 & 0.10 & 0 \\ 0 & 0 & 0 & 0.04 \end{array} \right] \Delta \mb{y}_{t-1} + \left[ \begin{array}{r} 0 \\ 0 \\ 0 \\ 0 \end{array} \right] \mb{x}_{t} + \bepsilon _ t, \\ \bepsilon _ t & \sim & \mr{iid}~ N(0,\Sigma ),\Sigma =I_4 \end{eqnarray*}