Question: A long series containing ???? = 326 observations was split into two halves and a (1, 1, 0) model (1 ????????)???????? = ???????? identified,

A long series containing ???? = 326 observations was split into two halves and a

(1, 1, 0) model (1 − ????????)∇???????? = ???????? identified, fitted, and checked for each half. If the estimates of the parameter ???? for the two halves are ????̂(1) = 0.5 and ????̂(2) = 0.7, is there any evidence that the parameter ???? has changed?

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