Figure A1.

Prior simulation for the unemployment application to demonstrate the difference in memory of the hidden units, ${\mathbf{h}}_t$, for different values of $a_w$ and $a_u$. (a) The first 200 periods from a simulation from (4) with $a_w=$ 0.05 and $a_u=$ 0.05, for a fixed input. (b) The first 50 periods from a simulation from (4) with $a_w=$ 0.20 and $a_u=$ 0.20, for a fixed input. Together, (a,b) illustrate how smaller values of $a_w$ and $a_u$ are more appropriate for slower moving processes that require more memory, such as the unemployment application.