The Promotion Of Inteval Structural Change

The violent impact(such as war or financial crisis or macroscopic economic systemvariety etc)may cause data generate process (DGP) occurrence structural breaks, but tra-ditional unit root test doesn't have the in?uence which considers a structural breaks,thispossibly causes the unit root inspection procedure to obtain some insu?ciently accurateresult. This article has this sudden change form which in view of the average value thesector structure changes, mainly using the theory proved that conducts the research tothe error term for the general stationary process's sector structure sudden change unitroot process's DF statistics, discovered that the unit root examination's DF statisticsstill restrained under this kind of sudden change form, explained may promote ProfessorShaoping Wang's proof to a more common situation—-The error term is the general sta-tionary process(In Professor Shaoping Wang's model error term obedience independencewith the distributed white gaussian noise ); And has also obtained the t statistics form;Finally to included the sector unit root process which a time trend average value changedsuddenly to conduct the research, discovered in included in a time trend situation, theDF statistics's limit distribution with average value sudden change sector any relations,i.e. under this situation the average value sector had already not changed suddenly to theDF statistics limit distribution cannot have the in?uence.