| | 143 | \form#142:$ f(a)$ |
| | 144 | \form#143:$ a $ |
| | 145 | \form#144:$ f(a) $ |
| | 146 | \form#145:$ f(x_t |d_1 \ldots d_t)$ |
| | 147 | \form#146:$ d $ |
| | 148 | \form#147:\[ y_t \sim \mathcal{N}( a y_{t-3} + b u_{t-1}, r) \] |
| | 149 | \form#148:$ a,b $ |
| | 150 | \form#149:$ r $ |
| | 151 | \form#150:$ y_{t-3}$ |
| | 152 | \form#151:$ u_{t-1}$ |
| | 153 | \form#152:$ u $ |
| | 154 | \form#153:$ f(y_{t}|y_{t-3},u_{t-1})$ |
| | 155 | \form#154:\[ u_t \sim \mathcal{N}(0, r_u) \] |
| | 156 | \form#155:\[ f(y_{t},u_{t}|y_{t-3},u_{t-1}) = f(y_{t}|y_{t-3},u_{t-1})f(u_{t}) \] |
| | 157 | \form#156:$ f(a|b)$ |
| | 158 | \form#157:$ f(u_t)$ |
| | 159 | \form#158:$ f(u_t| \{\})$ |