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Draft on Laterally Loaded Piles

M. Budhu April, 2002

Laterally loaded piles


Structures founded on piles are often subjected to lateral loads and moments in addition to
vertical loads. Lateral loads may come from wind, traffic, seismic events, waves and earth
pressures. Moments may come from the eccentricity of the vertical force, fixity of the
superstructure to the pile or piles and the location of the lateral forces on the pile with reference
to the ground surface.
When a pile is subjected to lateral forces and moments, the pile tends to bend or deflect as
illustrated in Figure 1. The deflection of the pile causes strains in the soil mass. To satisfy
equilibrium, the soil must provide reactions along the length of the pile to balance the applied
loads and moments.

Figure 1 Pile soil response to lateral loads and moments


Because soil is a non-linear material, the soil reaction is not linearly related to the pile deflection.
Consequently at every point along the length of the pile, a non-linear relationship between soil
resistance (p) and pile deflection (y) exists as illustrated in Figure 1.
In designing laterally loaded piles, we need to know the pile deflection, particularly the
pile head deflection, to satisfy serviceability requirement and the bending moments for sizing the
pile. The pile head deflection depends on soil type, pile installation, pile flexibility (or pile
stiffness), loading condition and on how the pile is attached to the superstructure and pile cap. A

Draft on Laterally Loaded Piles

M. Budhu April, 2002

pile that is attached to the pile cap such that no rotation occurs is called a fixed head pile (Figure
2a). A pile that is attached to the pile cap such that rotation is unrestricted is called a free head
pile (Figure 2b).
The mechanism of failure depends on the length to diameter or width ratio, soil type and the
fixity of the pile head. Free head piles tend to fail by rotation. Lateral loads and moments
applied to a free head pile is initial resisted by the soil near ground level. For very small pile
deflections, the soil behaves elastically and as the deflection increases the soil yields and then
permanent soil displacement occurs. The soil resistance is shifted to the lower part of the pile as
yielding progressively occurs from the top to the bottom of the pile. Fixed head piles tend to fail
by translation. Piles in general are neither fixed head nor free head. They have undermined
fixity somewhere between free head and fixed head conditions. You can view fixed head and
free head as two limiting conditions in which piles in practice will respond somewhere within
these limits.

Passive soil
pressure

Translation of a
short, fixed head
pile

Passive soil
pressure
(b)

(a)

Passive soil
pressure

Passive soil
pressure

Yield
and
failure

Yield
and
failure

(c)

(d)

(a) Short, free head (b) Short, fixed head (c) Long, free head
Figure 2 Possible failure modes in short and long piles.

(d) Long, fixed head

Two types of piles are normally defined to distinguish failure mechanisms. One is called a
short pile that is characterized by length to diameter (or width) ratio of less than 10 (sometimes a
ratio of up to 15 is quoted in the literature). Short, free head piles tend to fail by rotation about a

Draft on Laterally Loaded Piles

M. Budhu April, 2002

point near the pile tip (or base). Rotation occurs when the sum of the soil resistance (called
passive pressures) at the top part of the pile is lower than the sum of the soil resistance at the
lower part of the pile. Short, fixed head piles tend to fail by translation. The failure of short
piles is due to soil failure. Long piles tend to fail by structural failure near ground level rather
than by soil failure.

Figure 3 Group piles subjected to lateral loads


Laterally loaded pile, particularly group piles are particularly difficult to analyze mainly because
of the complexity of the soilstructure (pile) interaction. The displacement and rotation are in the
directions of the resultant lateral load and resultant moment (Figure 3). Outer piles in a group
are subjected uplift (pull) and compressive (push) forces while the piles in the center translate at
the level of the superstructure connection. The response of a pile group to lateral loads and
moments is influenced by
1.
2.
3.
4.
5.
6.

Geometry of the group


Pile-soil interaction
Stiffness or flexibility of the piles
Load conditions
Individual pile response
Pile group response resulting from individual pile responses.

Analyses of lateral loaded piles


Basic structural mechanics
Consider an element of thickness, dz, of the pile shown in Figure 1 at a depth z. The free body
diagram for this element is shown in Figure 4. We will assume that the pile is symmetrical about
the z-axis, the loads lie in the yz plane, deflection of the pile occurs only along the y-axis, i.e., no
out of plane deflection, and shear deflection is negligible.

Draft on Laterally Loaded Piles

M. Budhu April, 2002

Figure 4 Free body diagram of a pile section under lateral loads and moments.
Taking moments about O, we get
dz
Eq.1
=0
2
Neglecting higher terms (e.g. dz2) and rearranging Eq.1 gives
dM
dy
Eq. 2
+ Pz
V =0
dz
dz
Let us differentiate equation with respect to z, then
d2M
d 2 y dV
+ Pz 2
=0
Eq. 3
dz 2
dz
dz
From basic mechanics, we have the following identities
d2M
d4 y
=
E
I
Eq. 4
p p
dz 2
dz 4
dV
Eq. 5
=p
dz
Eq. 6
p = ky
where Pz is the vertical load, p is the soil resistance, y is the soil compression (or pile deflection),
Ep is the elastic modulus of the pile, k is a soil (stiffness) parameter, and Ip is the second moment
of area of the pile. Substituting the above Eqs. 4-6 into Eq. 3 gives the governing equation for a
laterally loaded elastic pile as
d4 y
d2 y
E p I p 4 + Pz 2 + ky = 0
Eq. 7
dz
dz
If the pile above the ground level is subjected to a distributed load, for example from water, then
the governing equation becomes
d4 y
d2 y
E p I p 4 + Pz 2 + ky W = 0
Eq. 8
dz
dz

( M + dM ) M + Pz dy Vdz + p dz

Draft on Laterally Loaded Piles

M. Budhu April, 2002

where W is the resultant of the distributed load. Eq. 8 can be solved using numerical methods
such as the finite difference method or finite element method. The finite difference equations are
shown in Appendix D.
The term, ky, in the governing equation changes depending on the assumption made regarding
the soil response. One can assume an elastic soil or an elasto-plastic soil or some other type of
load-deformation response. The solution of Eq. 8 therefore varies on the assumption of how the
soil will respond.
Three methods of obtaining solutions to the governing equation based on three different types of
soil responses are described below.
.
1. Elastic beam on elastic foundation method
In this method, the pile is assumed to be an elastic beam that is attached to discrete springs
representing the soil (Figure 5). The soil is assumed to be elastic but discontinuous. The soil
stiffness parameter, k, is taken as the lateral subgrade modulus of the soil. It is assumed to be a
constant value for fine-grained soils and linearly increasing with depth for coarse-grained soils.
The lateral subgrade modulus, Kh, is the ratio of the horizontal soil reaction per unit area to the
lateral soil displacement. The lateral subgrade modulus can be obtained from field tests using
instrumented test piles. The lateral soil reactions and the bending moments are inferred from
grain gauges attached to the test pile. The determination of the lateral subgrade modulus is often
difficult and expensive. Empirical relationships are often used to relate results from simpler and
routine tests such as SPT, cone tests and or laboratory shear tests to Kh. A relationship between
Kh and elastic properties was proposed by Valsangkar et. al. (1973) as shown in Table 1. The
main problem with the elastic beam on elastic foundation approach is that it neglects soil
continuity and soil shearing resistance. This method is satisfactory for very small strain levels
(<0.001%)

Discrete springs
representing adjacent
soil mass

Figure 4 Simulation of adjacent soil mass as a set of discrete springs


2. p-y analysis

Draft on Laterally Loaded Piles

M. Budhu April, 2002

The p-y (soil resistance pile deflection) method (Matlock and Ripperger, 1958; Reese, Cox
and Koop, 1975 and others) is conceptually similar to the beam on elastic foundation method
except that the soil stiffness parameter k is not constant i.e. there is a non-linear relationship
between the soil resistance and its displacement (equal to the pile deflection. The non-linear
relationships are obtained from results of well-instrumented test piles. General procedures have
been developed to construct p-y curves for many soil types lessening the need to conduct lateral
load tests, at least, in the preliminary stages of design. However, it is recommended that pile
load tests be conducted whenever such tests are feasible and economical. Computer programs
(e.g. Com 624) are available for routine use. Like the elastic beam on elastic foundation
approach, the p-y method neglects soil continuity and soil shearing resistance.
3. Continuum Analysis
In this method of analysis, soil is treated as a continuous media with assumptions made on its
stress-strain behavior or constitutive relationships. The simplest stress-strain behavior is elastic
described by Hookes law. The solution gives the load-deformation response of the pile for
small strain levels (Poulos,1971; Randolph, 1981). Soil yielding or pile yielding cannot be
obtained from this analysis. To account for soil yielding, the soil can be assumed to be an elastoplastic material (Davies and Budhu, 1986; Budhu and Davies,1986, 1987).

H
e

Soil active stress


at back face

Shear stress
on side faces

Soil resistance
on bearing face

Figure 6 Soil stresses on a pile segment resulting from lateral loads that are taken into account in
Davies and Budhu method
We will adopt the elasto-(rigid) plastic solution using boundary element method proposed by
Davies and Budhu (1986) and Budhu and Davies (1986, 1987) for the general analysis of lateral
loaded single piles. The soil is assumed to behave linearly elastic at small strain levels. Yielding
occurs when the normal and shear stresses on the pile reach values determined from a limiting
equilibrium analysis. Bearing failure on the front face, shear stresses along the sides and tension

Draft on Laterally Loaded Piles

M. Budhu April, 2002

failure along the back face (Figure 6) are incorporated into the analysis. Failure on the bearing
face occurs when
bf = N c su
where bf is the limiting compressive stress, Nc is the bearing capacity factor that is assumed to
vary from 2 at the surface to a constant value of 9 at a depth of three pile diameters and below.
The limiting shear stress at the sides of the pile is
ss = u su
where the adhesion factor, u, is taken as 1 for soft clays. On the back face or tension face, the
normal stress cannot exceed the in situ lateral effective stress, i.e.,
bf Kis zo
where Kis is the lateral earth pressure coefficient that accounts for pile installation. For soft
clays, Kis, is usually 1.0 or greater.
The important findings from the continuum analysis are as follows.
1. The analysis is valid only for a pile with a length greater than its effective length. The
effective length is the length of pile that is effective in resisting the loads and moments. Piles
longer than their effective lengths will behave identically.
2. The maximum bending moment in free head piles would normally occur at depth less than 5
diameters below ground level.
3. Eccentric lateral loads increase the maximum bending moment (regardless of the type of
analysis).
4. Fixed head piles reduce the pile head deflection by about 50%.
5. Laterally loaded piles, in general, fail by yielding of the pile section well before the soil fails.
6. The lower the flexibility of the pile the greater the pile deflection and the greater the
maximum bending moment. Flexibility, K, is the ratio of the elastic modulus of the pile to
the elastic modulus of the soil.
The predictions from boundary element analyses are curve-fitted to give equations that can be
easily used in practice. A summary of the relevant equations for single, solid piles embedded in
homogenous stiff clays (undrained shear strength constant with depth), homogenous soft clays
(undrained shear strength varies linearly with depth) and sand are summarized in Table 1.
Table 1 Design equations for laterally loaded piles
Soft

su

Clay

Es
m

Free head pile


Effective pile length
(Le)

Le = 1.3 K 9 ; K =

Fixed head pile


Ep
mD

Le = 1.3 K 9

Draft on Laterally Loaded Piles

Collapse load

Yield load/Working
load

M. Budhu April, 2002

Hc
WL
1.2
=
(1 + 0.25 u ) + 0.008 r
2

g + 0.88
D
cDL

Hc
W L
1.2
=
( 4.5 + u ) + 0.025 r
cDL2 g + 0.88
D

2
>g
3

>g

Hy
cD

; 0 u 1

Hy

= 0.5n 3 e

cD

3
4

2
; 0 u 1
3
2

= 0.8n 3

1
4

e = exp(2f n )
Replace Hy by Hw to get working load

Pile deflection
(elastic) at ground
surface

uE = IuH
IuH =

H
mD

M
mD 3

uE = IuH

H
mD 2
1

IuH = 1.4K 3

5
9

u = Iuy uE

u = Iuy uE

h 1.4k 0.32
n
Iuy = 1 + n
40k 0.53
n

Iuy = 1 +

hn =

Pile rotation
(elastic) at ground
surface

+ Ium

1
3.2K 3

IuM = 5.0 K

Pile deflection
including yield at
ground surface

H
cD 3

; kn =

K
1000

hn =

h n 32k 0.43
n
105k 0.54
n

H
cD 3

; kn =

K
1000

(None)
E = IH

H
mD3

Im M 4
mD

IH = 5.0 K 9
7

Im = 13.6 K 9
Iy = 1 +

h n 14 k 0.32
n
54 k 0.53
n

Pile rotation
including yield at
ground surface

= Iy E

Maximum bending
moment (elastic)

ME = IMH HD

Maximum bending
moment including
yield

Iy = 1 +

(None)
h n 14 k
54 k 0.53
n

0.32
n

ME = -IMH HD

2
9

2
9

IMH = 0.3 K for e = 0


For eccentric loading
ImH = aKb
a = 0.6f
b = 0.17f 0.3
8 > f> 0.5

IMH = 0.4 K

Mm = IMy ME

Mm = IMy ME

IMy = 1 +

hn 8k
96k

0.32
n
0.48
n

IMy = 1 +

hn 30kn0.53
312kn0.56

Draft on Laterally Loaded Piles

Maximum bending
moment occurs at
depth, Lm, from
ground surface

M. Budhu April, 2002

Lm = 0.53 K 9 D; L > Le

Stiff

su

Clay

Es
z

Free head pile

Fixed head pile

Effective pile length


(Le)

4
L
e =0.5K 11
E
D
; K= p
Es

Collapse load

Hc
4.1
WL
=
(1 + 0.25u ) + 0.008 r
s u DL 1.2g + 1
D
2
; 0 u 1
3

>g

Yield load/Working
load

Hy
cD3

>g

Hy

= 0.5n 3 e
3
4

Hc
W L
1.2
=
( 4.5 + u ) + 0.025 r
cDL2 g + 0.88
D

cD3

2
; 0 u 1
3
2

= 0.8n 3

e = exp(2f n )
Replace Hy by Hw to get working load

Pile deflection
(elastic) at ground
surface

uE = IuH

H
mD 2

Pile rotation
(elastic) at ground
surface

M
mD 3

uE = IuH

IuH = 1.4K 3

5
9

u = Iuy uE

u = Iuy uE
Iuy = 1 +

H
mD 2
1

IuH = 3.2K 3
IuM = 5.0 K

Pile deflection
including yield at
ground surface

+ Ium

h n 1.4k
40k 0.53
n

0.32
n

Iuy = 1 +

(None)
E = IH

H
mD3

Im M 4
mD

h n 32k 0.43
n
;
105k 0.54
n

Draft on Laterally Loaded Piles

M. Budhu April, 2002

IH = 5.0 K 9
7

Im = 13.6 K 9
Iy = 1 +

h n 14 k 0.32
n
54 k 0.53
n

Pile rotation
including yield at
ground surface

= Iy E

Maximum bending
moment (elastic)

ME = IMH HD

Iy = 1 +

Maximum bending
moment including
yield
Maximum bending
moment occurs at
depth Lm, from
ground surface

K=

Ep
mD

(None)
h n 14 k
54 k 0.53
n

0.32
n

ME = -IMH HD

2
9

IMH = 0.3 K for e = 0


For eccentric loading
ImH = aKb
a = 0.6f
b = 0.17f 0.3
8 > f> 0.5

IMH = 0.4 K 9

Mm = IMy ME

Mm = IMy ME

IMy = 1 +

hn 8k n0.32
96k n0.48

IMy = 1 +

hn 30kn0.53
312kn0.56

Lm = 0.53 K 9 D; L > Le

, Ep = elastic modulus of pile, m = slope of line depicting the linear variation of the

elastic modulus of the soil with depth, c = slope of line depicting the linear variation of the
undrained shear strength ( su ) with depth and D is the diameter of the pile. For non-cylindrical
and annual piles, the equivalent pile stiffness is, Ep =

E pR I pR
D4

64

where Ip is the second moment of

area and the superscript R refers to the real pile.


kn =

K
, hn = H 3
cD
1000

, where c slope of the undrained shear strength with depth, Wr =

K o
c

, = soil

unit weight (use effective weight for submerged section), Ko is the lateral earth pressure
coefficient, which should account for the method of pile installation ( a value of 1 is reasonable
for soft clays), g =

e
L

and f =

e
.
D

The above equations are for solid, cylindrical piles of diameter,

Draft on Laterally Loaded Piles

D, with n =

cD

M. Budhu April, 2002

where is either the yield stress or working stress. For other types of geometry,

I

y
where I is second moment of area, D is
an equivalent n value can be calculated from n =
cD D3
32

the projected width and y is the distance from the neutral axis to the extreme fibers.
Procedures
1. Obtain soils information for the site, particularly the variation of undrained shear strength
with depth.
2. Select pile (geometry and material, e.g. concrete).
3. Obtain loads and moments
4. Determine fixity condition free head or fixed head.
5. Determine effective length and check that embedded length is greater than the effective
length.
6. Determine K, f, g, Wr, n, kn, hn
7. Calculate collapse load, yield load and working load.
8. Calculate elastic influence factors, IuH etc.
9. Calculate elastic ground surface deflection and rotation. The latter for only free head
pile.
10. Calculate elastic maximum bending moment.
11. Calculate yield influence factors, Iuy etc
12. Calculate total ground surface deflection and rotation.
13. Calculate total maximum bending moment.
14. Scale ground surface deflection as follows.
Neglecting the bending of the free-standing portion of the pile, the pile head deflection = u +
e
ILLUSTRATIVE EXAMPLE
A 460-mm diameter timber pile of total length 9.75 m is embedded to a depth, L, of 9.14 m in a
soft, normally consolidated, clay deposit of medium plasticity. The working stress, w, for
timber of this quality is 11 MN/m2, and its Youngs modulus of elasticity is 10.3 GN/m2. A
lateral load is to be applied at a height, e, of 690 mm above ground level. Required are: (1) The
working load; (2) the lateral deflection; and (3) the maximum bending moment. Assume: u = 1;
Ko = 1; = 9.4 kN/m3; c = 2.7 kN/m3; and m = 2.7 MN/m3, i.e., m/c =1,000.
SOLUTION
Step 1: Calculate normalized values
Wr =

' K o 9.4 1
=
= 3.5 ,
c
2.7

L/D = 20, Wr L/D = 70, K =


3

= 1.5, n = y/cD = 8900, e = exp(2f 4 n 4 ) = 0.76


Step 2: Calculate collapse load and working load

Ep
mD

= 8300 , kn

= 8300/1000 = 8.3, g = 0.075, f

Draft on Laterally Loaded Piles

Hc
WL
1.2
=
(1 + 0.25 u ) + 0.008 r ;
2

g + 0.88
D
cDL

M. Budhu April, 2002

Hc = 236 kN

2
Hw
3
=
0.5n
e ; H w = 42kN
cD3

Step 3: Calculate working moment


M = Hw e = 29 kNm.
Step 4: Calculate elastic influence factors
IUH = 0.16, IH = 0.033, and IM = 0.012
Step 5: Calculate elastic deflection and rotation
Ground level:
Hw
+ Ium M 3 ; uE = 16 mm
2
mD
mD
Hw
+ Im M 4 ; E = 0.0083 rad.
3
mD
mD

uE = IuH
E = IH

Step 6: Calculate yield influence factors


Iuy = 2.1, Iy = 1.8
Step 7: Calculate deflection and rotation at pile head
Ground level:
u = Iuy uE ; u = 33 mm,
= Iy E; = .015 rad.
Pile head:
Neglecting the bending of the free-standing portion of the pile, upile head = 33 + 690 x 0.015 = 43
mm
Step 8: Calculate bending moment on pile
ImH = aKb; a = 0.6f, b = 0.17f 0.3 ; ImH = 3.5
ME = IMH HwD, ME = 68 kN.m.
IMy = 1 +

hn 8k n0.32
96k n0.48

; IMY = 1.54

Thus, MMY = 104 kN m.

Draft on Laterally Loaded Piles

M. Budhu April, 2002

Appendix D

dM
dy
+ Px
Vv = 0
dx
dx

2.2

d 2 y dVv
d 2M
+
Px

=0
dx
dx 2
dx 2

2.3

d4y
d 2M
EI
=
dx 4
dx 2

2.4

dVv
=p
dx

2.5

p = Es y

2.6

EI

d2y
d4y
+
+ Es y = 0
Px
dx 2
dx 4

2.7

Vn = Vv cos S Px sin S

2.8

dy
dx

2.9

d2y
d 2M
+ Px 2 + ky W = 0
dx
dx 2

2.13

Vn = Vv Px

d 2M

2
dx

y R + y m 1 ( 2 Rm 2 Rm 1 ) + y m (4 Rm + Rm 1 + Rm +1 ) 1
= m 2 m 1
4
m + Ym +1 ( 2 Rm 2 Rm +1 ) + Ym + 2 Rm +1
h

2.14

d2y
Px( y m 1 2 y m + y m +1 )
Px 2 =
h2
dx m

2.15

Rm = E m I m

2.16

Ym 2 Rm 1 + Ym 1 2 Rm 1 2 Rm + Pxh 2 + Ym Rm 1 + 4 Rm + Rm +1 2 Pxh 2 + K m h 4

+ y m +1 2 Rm 2 Rm +1 + Pxh 2 + y m + 2 Rm +1 Wm h 4 = 0

2.17

d2y
2 = 0
dx 0

2.18

d3y
dy
R0 2 + Px = 0
dx 0
dx 0

2.19

Draft on Laterally Loaded Piles

M. Budhu April, 2002

R1 = R0 = R1

2.20

y 1 2 y 0 + y1 = 0

2.21

y 2

Pxh 2
Pxh 2

= y 1 2
y1 2 R + y 2
R
0
0

2.22

y 0 = a0 y1 b0 y 2 + d 0

2.23

a0 =

2 Ro + 2 R1 2 Px h 2
R0 + R1 + k 0 h 4 2 Pxh 2

2.24

b0 =

Ro + R1
R0 + R1 + k 0 h 4 2Pxh 2

2.25

W0 h 4
d0 =
R0 + R1 + k 0 h 4 2Pxh 2

2.26

y m = a m y m +1 bm y m + 2 + d m

2.27

am =

2bm 1 Rm 1 + a m 2 bm 1 Rm 1 + 2 Rm 2bm 1 Rm + 2 Rm +1 + Pxh 2 (1 bm 1 )


cm

2.28

bm =

Rm +1
cm

2.29

Wm h 4 d m 1 a m 2 Rm 1 2 Rm 1 2 Rm + Pxh 2 d m 2 Rm 1
dm =
cm

c m = Rm 1 2a m 1 Rm 1 bm 2 Rm 1 + a m 2 a m 1 Rm 1 + 4 Rm 2a m 1 Rm

2.30

+ k m h 4 Pxh 2 (2 a m 1 )

2.31

J 1 = 2hS t

2.32

J2 =

M t h2
Rt

2.33

J3 =

2 Pt h 3
Rt

2.34

Draft on Laterally Loaded Piles

J4 =

E=

h Mt
2 Rt S t

Pxh 2
Rt

M. Budhu April, 2002

2.35

2.36

Rt
( yt 2 2 yt 1 + 2 yt +1 yt + 2 ) + Px ( yt 1 yt +1 ) = Pt
3
2h
2h

2.37

Rt
( yt 1 2 yt + yt +1 ) = M t
h2

2.38

yt =

Q2
Q1

2.39

y t +1 =

J 2 + G1 yt d t 1
G2

2.40

yt + 2 =

at y t +1 y t + d t
bt

2.41

Q1 = H 1 +

G 1
G1 H 2
+ 1 at 1
G2 bt
G2

2.42

Q2 = J 3 +

at (J 2 d t 1 ) H 2 (d t 1 J 2 ) d t
+
+ + d t 1 (2 + E + at 2 ) d t 2
bt G2
G2
bt

2.43

G1 = 2 at 1

2.44

G2 = 1 bt 1

2.45

H 1 = 2a t 1 Eat 1 bt 2 + at 1 at 2

2.46

H 2 = a t 2 bt 1 + 2bt 1 + 2 + E (1 + bt 1 )

2.47

y t 1 y t +1 = J 1

2.48

yt =

Q4
Q3

2.49

Draft on Laterally Loaded Piles

M. Budhu April, 2002

yt +1 =

at 1 y t J 1 + d t 1
G4

2.50

yt + 2 =

at y t +1 y t + d t
bt

2.51

Q3 = H 1 +

H 2 at 1 at at 1 1

+
G4
bt G4 bt

2.52

Q4 = J 3 +

J 1 H 2 at ( J 1 d t 1) G4 d t + bt d t 1 H 2

+ d t 1 (2 + E at 2 ) d t 2
G4
bt G4

2.53

G4 = 1 + bt 1

2.54

yt 1 2 y t + y t +1
= J4
y t 1 yt +1

2.55

J3
yt =

at d t 1 (1 J 4 ) dt
d H (1 J 4 )
+ + d t 1 (2 + E at 2 ) d t 2 + t 1 2
bt (G2 + J 4 G4 ) bt
G2 + J 4 G4
a
1
H1 + H 2 H 3 t H 3 +
bt
bt

2.56

y t +1 =

d (1 J 4 )
y t (G1 + J 4 at 1 ) d t 1 (1 J 4 )
= H 3 y t t 1
G2 + J 4 G4
G2 + J 4 G4

2.57

yt +2 =

1
(at y t +1 y t + d t )
bt

2.58

H3 =

G1 + J 4 at 1
G2 + J 4 G4

y t = y t

2.59

2.60

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