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中文摘要：
这份报纸基于 ACR 模型建议一个扩大模型：功能的系数 autoregressive 有条件的根模型(FCACR ) 。在一些假设下面，作者证明这个过程是几何上各态历经的，静止并且这个过程的所有时刻存在。作者使用多项式花键功能接近估计与集中 O p (h +1 + n 1/3 ) 的率一致的功能的系数，和表演。由模拟学习，作者发现建议方法能接近很好真正的模型。而且，作者把模型用于真实汇率数据分析。
英文摘要：
This paper proposes an extended model based on ACR nmdel： Functional coefficient autoregressive conditional root model （FCACR）. Under some assumptions, the authors show that the process is geometrically ergodic, stationary and all moments of the process exist. The authors use the polynomial spline function to approximate the functional coefficient, and show that the estimate is consistent with the rate of convergence Op（hv＋1 ＋ n-1/3）. By simulation study, the authors discover the proposed method can approximate well the real model. Furthermore, the authors apply the model to real exchange rate data analysis.
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