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Follow this link if you're looking for the site of the third edition.

Errata and Clarifications

These apply to the corrected printings.
Springer has gone to a Print on Demand (POD) service so there is no longer a numbered printing system to help identify printings. The easiest way to tell if you have a corrected printing is to look at Figure 1.1 on page 4. If the Johnson & Johnson time plot is a line with dots, then you have the corrected printing. If you just see a line without dots, you have an uncorrected printing and you can find the errata for those printings here: Old Errata

CHAPTER 1

CHAPTER 2

CHAPTER 3

CHAPTER 4

• Page 216: The second equation from the bottom is missing a 2. It should be ... [1 + 2 cos(2π ω)] ...

CHAPTER 5

CHAPTER 6

• Page 356, Property P6.6: Remove the exogenous variables Γu_t from the observation equation, (6.105), and add them to the state equation, (6.104), as follows: x_t+1 = ... + Υ u_t+1 where Υ = [Γ 0 0 ... 0]' is pm × r. Thanks to Professor Doug Wiens, University of Alberta, for pointing out this blooper.

CHAPTER 7

APPENDICES (AND BEYOND)