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, t = + bt + t (7.20), t t - 1 yt = a + bxt + ut- (7.23) yt-1 = a + b xt-1 + ut-1, (7.24)
(7.23) (7.24) : t-t-i = (7.25)
y~t = yt -pyr-1, x~t = xt pxt-1 q~t = 1-p. (7.25) (7.26)
(7.21) ut -p ut -1 = ,. , (7.26) : . (7.27)
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, . y~t, x~t, qt ( ) , 2 . yt, xt qt (, ), , , , , .
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