[求助][讨论]a project I have no idea

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今天我们发了期末的时间序列的project，很难，尤其是最后一道题一点思路都没有，而且查不到任何参考资料。牛人帮着看看。由于不能打公式，所以我把它上传了，要先下载才能看。

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关键词：Project idea Have ect AVE 求助 讨论 Project idea

why can't i upload pdf file?

我还是把它贴在这吧，非常着急

As discussed in class, the high persistence in the linear time series can be explained from

two perspectives. One is the long memory model, i.e.,(1-B)d  xt = u+ et; (-1 < d <=1)  where et are i.i.d. standard normal random variables.

Another perspective is to assume there is some structural changes in the model, for instance, Xt=Ut+AtXt-1+et;where et are i.i.d. standard normal random variables and (Ut; At) are piecewise constantwith unknown break points. Which viewpoint do you agree (or you have different opinions)?

Write an short paper to explain your conclusion. (The paper should contains introduction,

theoretical or simulation analysis, real data analysis and conclusion, and it should NOT

exceed 10 A4 pages.)