Erratum to: Two Filtering Methods of Forecasting Linear and Nonlinear Dynamics of Intensive Longitudinal Data

Erratum to: Psychometrika https://doi.org/10.1007/s11336-021-09827-5

In this article Eq. 4, when considered on its own, is potentially misleading. The expected value of Eq. 4—which is useful for forecasting—drops the stochastic term $\zeta \left(t\right)$ \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\upzeta \mathrm{(t)}$$\end{document} , but generally $\zeta \left(t\right)$ \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\upzeta \mathrm{(t)}$$\end{document} does not have Itô integral zero.