fixed formula bug

Author: steven-ja

content/posts/finance/stock_prediction/ARIMA/index.md

@@ -55,7 +55,6 @@ The ARIMA model can be written as:
 
 $$
 Y_t = c + \varphi_1 Y_{t-1} + \varphi_2 Y_{t-2} + ... + \varphi_p Y_{t-p} + \theta_1 \epsilon_{t-1} + \theta_2 \epsilon_{t-2} + ... + \theta_q \epsilon_{t-q} + \epsilon_t
-
 $$
 
 Where:

public/index.json

@@ -463,7 +463,7 @@ <h5 class="card-title">Time Series Analysis and ARIMA Models for Stock Price Pre
     <div class="card-footer">
       <span class="float-start">
           Friday, June 28, 2024
-           | 9 minutes </span>
+           | 8 minutes </span>
       <a
       href="/posts/finance/stock_prediction/arima/"
       class="float-end btn btn-outline-info btn-sm">Read</a>

public/posts/finance/index.html

@@ -506,8 +506,8 @@ <h2 id="3-arima-models-theoretical-background">3. ARIMA Models: Theoretical Back
 <h3 id="mathematical-representation">Mathematical Representation</h3>
 <p>The ARIMA model can be written as:</p>
 <p>$$
-Y_t = c + \varphi_1 Y_{t-1} + \varphi_2 Y_{t-2} + &hellip; + \varphi_p Y_{t-p} + \theta_1 \epsilon_{t-1} + \theta_2 \epsilon_{t-2} + &hellip; + \theta_q \epsilon_{t-q} + \epsilon_t</p>
-<p>$$</p>
+Y_t = c + \varphi_1 Y_{t-1} + \varphi_2 Y_{t-2} + &hellip; + \varphi_p Y_{t-p} + \theta_1 \epsilon_{t-1} + \theta_2 \epsilon_{t-2} + &hellip; + \theta_q \epsilon_{t-q} + \epsilon_t
+$$</p>
 <p>Where:</p>
 <ul>
 <li>$Y_t$ is the differenced series (it may have been differenced more than once)</li>