id	sid	tid	token	lemma	pos
ejpam-633	1	1	4_xxx_tsokos.dvi	4_xxx_tsokos.dvi	NUM
ejpam-633	1	2	european	european	ADJ
ejpam-633	1	3	journal	journal	NOUN
ejpam-633	1	4	of	of	ADP
ejpam-633	1	5	pure	pure	ADJ
ejpam-633	1	6	and	and	CCONJ
ejpam-633	1	7	applied	apply	VERB
ejpam-633	1	8	mathematics	mathematic	NOUN
ejpam-633	1	9	vol	vol	NOUN
ejpam-633	1	10	.	.	PUNCT
ejpam-633	2	1	3	3	NUM
ejpam-633	2	2	,	,	PUNCT
ejpam-633	2	3	no	no	INTJ
ejpam-633	2	4	.	.	NOUN
ejpam-633	2	5	3	3	NUM
ejpam-633	2	6	,	,	PUNCT
ejpam-633	2	7	2010	2010	NUM
ejpam-633	2	8	,	,	PUNCT
ejpam-633	2	9	406	406	NUM
ejpam-633	2	10	-	-	SYM
ejpam-633	2	11	416	416	NUM
ejpam-633	2	12	issn	issn	PROPN
ejpam-633	2	13	1307	1307	NUM
ejpam-633	2	14	-	-	SYM
ejpam-633	2	15	5543	5543	NUM
ejpam-633	2	16	–	–	PUNCT
ejpam-633	2	17	www.ejpam.com	www.ejpam.com	X
ejpam-633	2	18	special	special	ADJ
ejpam-633	2	19	issue	issue	NOUN
ejpam-633	2	20	on	on	ADP
ejpam-633	2	21	granger	granger	PROPN
ejpam-633	2	22	econometrics	econometric	NOUN
ejpam-633	2	23	and	and	CCONJ
ejpam-633	2	24	statistical	statistical	ADJ
ejpam-633	2	25	modeling	modeling	NOUN
ejpam-633	2	26	dedicated	dedicate	VERB
ejpam-633	2	27	to	to	ADP
ejpam-633	2	28	the	the	DET
ejpam-633	2	29	memory	memory	NOUN
ejpam-633	2	30	of	of	ADP
ejpam-633	2	31	prof	prof	NOUN
ejpam-633	2	32	.	.	PUNCT
ejpam-633	3	1	sir	sir	PROPN
ejpam-633	3	2	clive	clive	PROPN
ejpam-633	3	3	w.j	w.j	PROPN
ejpam-633	3	4	.	.	PROPN
ejpam-633	4	1	granger	granger	PROPN
ejpam-633	5	1	k	k	PROPN
ejpam-633	5	2	-	-	PUNCT
ejpam-633	5	3	th	th	VERB
ejpam-633	5	4	moving	moving	NOUN
ejpam-633	5	5	,	,	PUNCT
ejpam-633	5	6	weighted	weighted	ADJ
ejpam-633	5	7	and	and	CCONJ
ejpam-633	5	8	exponential	exponential	ADJ
ejpam-633	5	9	moving	moving	NOUN
ejpam-633	5	10	average	average	NOUN
ejpam-633	5	11	for	for	ADP
ejpam-633	5	12	time	time	NOUN
ejpam-633	5	13	series	series	PROPN
ejpam-633	5	14	forecasting	forecasting	NOUN
ejpam-633	5	15	models	model	NOUN
ejpam-633	5	16	chris	chris	PROPN
ejpam-633	5	17	p.	p.	PROPN
ejpam-633	5	18	tsokos	tsokos	PROPN
ejpam-633	5	19	department	department	PROPN
ejpam-633	5	20	of	of	ADP
ejpam-633	5	21	mathematics	mathematics	PROPN
ejpam-633	5	22	and	and	CCONJ
ejpam-633	5	23	statistics	statistic	NOUN
ejpam-633	5	24	,	,	PUNCT
ejpam-633	5	25	university	university	NOUN
ejpam-633	5	26	of	of	ADP
ejpam-633	5	27	south	south	PROPN
ejpam-633	5	28	florida	florida	PROPN
ejpam-633	5	29	,	,	PUNCT
ejpam-633	5	30	tampa	tampa	PROPN
ejpam-633	5	31	,	,	PUNCT
ejpam-633	5	32	fl	fl	PROPN
ejpam-633	5	33	,	,	PUNCT
ejpam-633	5	34	33620	33620	NUM
ejpam-633	6	1	“	"	PUNCT
ejpam-633	6	2	what	what	PRON
ejpam-633	6	3	you	you	PRON
ejpam-633	6	4	leave	leave	VERB
ejpam-633	6	5	behind	behind	ADV
ejpam-633	6	6	is	be	AUX
ejpam-633	6	7	not	not	PART
ejpam-633	6	8	what	what	PRON
ejpam-633	6	9	is	be	AUX
ejpam-633	6	10	engraved	engrave	VERB
ejpam-633	6	11	in	in	ADP
ejpam-633	6	12	stone	stone	NOUN
ejpam-633	6	13	monuments	monument	NOUN
ejpam-633	6	14	,	,	PUNCT
ejpam-633	6	15	but	but	CCONJ
ejpam-633	6	16	what	what	PRON
ejpam-633	6	17	is	be	AUX
ejpam-633	6	18	woven	weave	VERB
ejpam-633	6	19	into	into	ADP
ejpam-633	6	20	the	the	DET
ejpam-633	6	21	lives	life	NOUN
ejpam-633	6	22	of	of	ADP
ejpam-633	6	23	others	other	NOUN
ejpam-633	6	24	”	"	PUNCT
ejpam-633	6	25	—	—	PUNCT
ejpam-633	6	26	–	–	PUNCT
ejpam-633	6	27	pericles	pericle	NOUN
ejpam-633	6	28	abstract	abstract	ADJ
ejpam-633	6	29	.	.	PUNCT
ejpam-633	7	1	the	the	DET
ejpam-633	7	2	objective	objective	NOUN
ejpam-633	7	3	of	of	ADP
ejpam-633	7	4	the	the	DET
ejpam-633	7	5	present	present	ADJ
ejpam-633	7	6	study	study	NOUN
ejpam-633	7	7	is	be	AUX
ejpam-633	7	8	to	to	PART
ejpam-633	7	9	investigate	investigate	VERB
ejpam-633	7	10	the	the	DET
ejpam-633	7	11	effectiveness	effectiveness	NOUN
ejpam-633	7	12	of	of	ADP
ejpam-633	7	13	developing	develop	VERB
ejpam-633	7	14	a	a	DET
ejpam-633	7	15	forecasting	forecasting	NOUN
ejpam-633	7	16	model	model	NOUN
ejpam-633	7	17	of	of	ADP
ejpam-633	7	18	a	a	DET
ejpam-633	7	19	given	give	VERB
ejpam-633	7	20	nonstationary	nonstationary	ADJ
ejpam-633	7	21	economic	economic	ADJ
ejpam-633	7	22	realization	realization	NOUN
ejpam-633	7	23	using	use	VERB
ejpam-633	7	24	a	a	DET
ejpam-633	7	25	k−	k−	PROPN
ejpam-633	7	26	th	th	X
ejpam-633	7	27	moving	move	VERB
ejpam-633	7	28	average	average	ADJ
ejpam-633	7	29	,	,	PUNCT
ejpam-633	7	30	a	a	DET
ejpam-633	7	31	k−	k−	PROPN
ejpam-633	7	32	th	th	X
ejpam-633	7	33	weighted	weight	VERB
ejpam-633	7	34	moving	move	VERB
ejpam-633	7	35	average	average	ADJ
ejpam-633	7	36	and	and	CCONJ
ejpam-633	7	37	a	a	DET
ejpam-633	7	38	k−	k−	PROPN
ejpam-633	7	39	th	th	X
ejpam-633	7	40	exponential	exponential	NOUN
ejpam-633	7	41	weighted	weighted	AUX
ejpam-633	7	42	moving	move	VERB
ejpam-633	7	43	average	average	ADJ
ejpam-633	7	44	process	process	NOUN
ejpam-633	7	45	.	.	PUNCT
ejpam-633	8	1	we	we	PRON
ejpam-633	8	2	create	create	VERB
ejpam-633	8	3	a	a	DET
ejpam-633	8	4	new	new	ADJ
ejpam-633	8	5	nonstationary	nonstationary	ADJ
ejpam-633	8	6	time	time	NOUN
ejpam-633	8	7	series	series	NOUN
ejpam-633	8	8	from	from	ADP
ejpam-633	8	9	the	the	DET
ejpam-633	8	10	original	original	ADJ
ejpam-633	8	11	realization	realization	NOUN
ejpam-633	8	12	using	use	VERB
ejpam-633	8	13	the	the	DET
ejpam-633	8	14	three	three	NUM
ejpam-633	8	15	different	different	ADJ
ejpam-633	8	16	weighted	weight	VERB
ejpam-633	8	17	methods	method	NOUN
ejpam-633	8	18	.	.	PUNCT
ejpam-633	9	1	using	use	VERB
ejpam-633	9	2	real	real	ADJ
ejpam-633	9	3	economic	economic	ADJ
ejpam-633	9	4	data	datum	NOUN
ejpam-633	9	5	we	we	PRON
ejpam-633	9	6	formulate	formulate	VERB
ejpam-633	9	7	the	the	DET
ejpam-633	9	8	best	good	ADJ
ejpam-633	9	9	arima	arima	NOUN
ejpam-633	9	10	model	model	NOUN
ejpam-633	9	11	and	and	CCONJ
ejpam-633	9	12	compare	compare	VERB
ejpam-633	9	13	short	short	ADJ
ejpam-633	9	14	term	term	NOUN
ejpam-633	9	15	forecasting	forecasting	NOUN
ejpam-633	9	16	results	result	NOUN
ejpam-633	9	17	of	of	ADP
ejpam-633	9	18	the	the	DET
ejpam-633	9	19	three	three	NUM
ejpam-633	9	20	proposed	propose	VERB
ejpam-633	9	21	models	model	NOUN
ejpam-633	9	22	with	with	ADP
ejpam-633	9	23	that	that	PRON
ejpam-633	9	24	of	of	ADP
ejpam-633	9	25	the	the	DET
ejpam-633	9	26	classical	classical	ADJ
ejpam-633	9	27	arima	arima	NOUN
ejpam-633	9	28	model	model	NOUN
ejpam-633	9	29	.	.	PUNCT
ejpam-633	10	1	2000	2000	NUM
ejpam-633	10	2	mathematics	mathematic	NOUN
ejpam-633	10	3	subject	subject	NOUN
ejpam-633	10	4	classifications	classification	NOUN
ejpam-633	10	5	:	:	PUNCT
ejpam-633	10	6	62m10	62m10	NUM
ejpam-633	10	7	,	,	PUNCT
ejpam-633	10	8	91b84	91b84	NUM
ejpam-633	10	9	key	key	ADJ
ejpam-633	10	10	words	word	NOUN
ejpam-633	10	11	and	and	CCONJ
ejpam-633	10	12	phrases	phrase	NOUN
ejpam-633	10	13	:	:	PUNCT
ejpam-633	10	14	time	time	NOUN
ejpam-633	10	15	series	series	PROPN
ejpam-633	10	16	,	,	PUNCT
ejpam-633	10	17	k	k	X
ejpam-633	10	18	-	-	PUNCT
ejpam-633	10	19	th	th	ADV
ejpam-633	10	20	moving	move	VERB
ejpam-633	10	21	average	average	ADJ
ejpam-633	10	22	,	,	PUNCT
ejpam-633	10	23	k	k	X
ejpam-633	10	24	-	-	PUNCT
ejpam-633	10	25	th	th	X
ejpam-633	10	26	weighted	weight	VERB
ejpam-633	10	27	moving	move	VERB
ejpam-633	10	28	average	average	ADJ
ejpam-633	10	29	,	,	PUNCT
ejpam-633	10	30	k	k	ADJ
ejpam-633	10	31	-	-	PUNCT
ejpam-633	10	32	th	th	VERB
ejpam-633	10	33	exponential	exponential	NOUN
ejpam-633	10	34	weighted	weighted	AUX
ejpam-633	10	35	moving	move	VERB
ejpam-633	10	36	average	average	ADJ
ejpam-633	10	37	preface	preface	NOUN
ejpam-633	10	38	i	i	PRON
ejpam-633	10	39	personally	personally	ADV
ejpam-633	10	40	first	first	ADV
ejpam-633	10	41	met	meet	VERB
ejpam-633	10	42	professor	professor	NOUN
ejpam-633	10	43	granger	granger	NOUN
ejpam-633	10	44	when	when	SCONJ
ejpam-633	10	45	we	we	PRON
ejpam-633	10	46	were	be	AUX
ejpam-633	10	47	both	both	PRON
ejpam-633	10	48	invited	invite	VERB
ejpam-633	10	49	in	in	ADP
ejpam-633	10	50	1972	1972	NUM
ejpam-633	10	51	to	to	ADP
ejpam-633	10	52	the	the	DET
ejpam-633	10	53	international	international	ADJ
ejpam-633	10	54	symposium	symposium	NOUN
ejpam-633	10	55	on	on	ADP
ejpam-633	10	56	“	"	PUNCT
ejpam-633	10	57	mathematical	mathematical	ADJ
ejpam-633	10	58	methods	method	NOUN
ejpam-633	10	59	in	in	ADP
ejpam-633	10	60	investment	investment	NOUN
ejpam-633	10	61	and	and	CCONJ
ejpam-633	10	62	finance	finance	NOUN
ejpam-633	10	63	”	"	PUNCT
ejpam-633	10	64	,	,	PUNCT
ejpam-633	10	65	in	in	ADP
ejpam-633	10	66	venice	venice	PROPN
ejpam-633	10	67	,	,	PUNCT
ejpam-633	10	68	italy	italy	PROPN
ejpam-633	10	69	.	.	PUNCT
ejpam-633	11	1	he	he	PRON
ejpam-633	11	2	lectured	lecture	VERB
ejpam-633	11	3	on	on	ADP
ejpam-633	11	4	“	"	PUNCT
ejpam-633	11	5	empirical	empirical	ADJ
ejpam-633	11	6	studies	study	NOUN
ejpam-633	11	7	of	of	ADP
ejpam-633	11	8	capital	capital	NOUN
ejpam-633	11	9	markets	market	NOUN
ejpam-633	11	10	”	"	PUNCT
ejpam-633	11	11	and	and	CCONJ
ejpam-633	11	12	i	i	PRON
ejpam-633	11	13	on	on	ADP
ejpam-633	11	14	“	"	PUNCT
ejpam-633	11	15	forecasting	forecasting	NOUN
ejpam-633	11	16	models	model	NOUN
ejpam-633	11	17	from	from	ADP
ejpam-633	11	18	nonstationary	nonstationary	ADJ
ejpam-633	11	19	time	time	NOUN
ejpam-633	11	20	series	series	NOUN
ejpam-633	11	21	:	:	PUNCT
ejpam-633	11	22	short	short	ADJ
ejpam-633	11	23	-	-	PUNCT
ejpam-633	11	24	term	term	NOUN
ejpam-633	11	25	predictability	predictability	NOUN
ejpam-633	11	26	of	of	ADP
ejpam-633	11	27	stocks	stock	NOUN
ejpam-633	11	28	”	"	PUNCT
ejpam-633	11	29	.	.	PUNCT
ejpam-633	12	1	i	i	PRON
ejpam-633	12	2	very	very	ADV
ejpam-633	12	3	much	much	ADV
ejpam-633	12	4	enjoyed	enjoy	VERB
ejpam-633	12	5	the	the	DET
ejpam-633	12	6	time	time	NOUN
ejpam-633	12	7	spent	spend	VERB
ejpam-633	12	8	together	together	ADV
ejpam-633	12	9	and	and	CCONJ
ejpam-633	12	10	the	the	DET
ejpam-633	12	11	most	most	ADV
ejpam-633	12	12	interesting	interesting	ADJ
ejpam-633	12	13	and	and	CCONJ
ejpam-633	12	14	inspiring	inspiring	ADJ
ejpam-633	12	15	discussion	discussion	NOUN
ejpam-633	12	16	we	we	PRON
ejpam-633	12	17	had	have	VERB
ejpam-633	12	18	on	on	ADP
ejpam-633	12	19	various	various	ADJ
ejpam-633	12	20	subjects	subject	NOUN
ejpam-633	12	21	related	relate	VERB
ejpam-633	12	22	to	to	ADP
ejpam-633	12	23	the	the	DET
ejpam-633	12	24	theme	theme	NOUN
ejpam-633	12	25	of	of	ADP
ejpam-633	12	26	the	the	DET
ejpam-633	12	27	symposium	symposium	NOUN
ejpam-633	12	28	.	.	PUNCT
ejpam-633	13	1	his	his	PRON
ejpam-633	13	2	truly	truly	ADV
ejpam-633	13	3	outstanding	outstanding	ADJ
ejpam-633	13	4	contributions	contribution	NOUN
ejpam-633	13	5	,	,	PUNCT
ejpam-633	13	6	especially	especially	ADV
ejpam-633	13	7	in	in	ADP
ejpam-633	13	8	econometric	econometric	ADJ
ejpam-633	13	9	nonlinear	nonlinear	ADJ
ejpam-633	13	10	time	time	NOUN
ejpam-633	13	11	series	series	NOUN
ejpam-633	13	12	that	that	PRON
ejpam-633	13	13	were	be	AUX
ejpam-633	13	14	written	write	VERB
ejpam-633	13	15	with	with	ADP
ejpam-633	13	16	simplicity	simplicity	NOUN
ejpam-633	13	17	,	,	PUNCT
ejpam-633	13	18	applicability	applicability	NOUN
ejpam-633	13	19	and	and	CCONJ
ejpam-633	13	20	constructive	constructive	ADJ
ejpam-633	13	21	interpretations	interpretation	NOUN
ejpam-633	13	22	,	,	PUNCT
ejpam-633	13	23	will	will	AUX
ejpam-633	13	24	reflect	reflect	VERB
ejpam-633	13	25	his	his	PRON
ejpam-633	13	26	legacy	legacy	NOUN
ejpam-633	13	27	.	.	PUNCT
ejpam-633	14	1	email	email	NOUN
ejpam-633	14	2	address	address	NOUN
ejpam-633	14	3	:	:	PUNCT
ejpam-633	14	4	prof	prof	PROPN
ejpam-633	14	5	pt	pt	PROPN
ejpam-633	14	6	�	�	PROPN
ejpam-633	14	7	as.usf.edu	as.usf.edu	PROPN
ejpam-633	14	8	http://www.ejpam.com	http://www.ejpam.com	X
ejpam-633	14	9	406	406	NUM
ejpam-633	15	1	c	c	X
ejpam-633	15	2	©	©	VERB
ejpam-633	15	3	2010	2010	NUM
ejpam-633	15	4	ejpam	ejpam	NOUN
ejpam-633	15	5	all	all	DET
ejpam-633	15	6	rights	right	NOUN
ejpam-633	15	7	reserved	reserve	VERB
ejpam-633	15	8	.	.	PUNCT
ejpam-633	16	1	c.	c.	PROPN
ejpam-633	16	2	tsokos	tsokos	PROPN
ejpam-633	16	3	/	/	SYM
ejpam-633	16	4	eur	eur	PROPN
ejpam-633	16	5	.	.	PUNCT
ejpam-633	17	1	j.	j.	PROPN
ejpam-633	17	2	pure	pure	PROPN
ejpam-633	17	3	appl	appl	PROPN
ejpam-633	17	4	.	.	PROPN
ejpam-633	17	5	math	math	PROPN
ejpam-633	17	6	,	,	PUNCT
ejpam-633	17	7	3	3	NUM
ejpam-633	17	8	(	(	PUNCT
ejpam-633	17	9	2010	2010	NUM
ejpam-633	17	10	)	)	PUNCT
ejpam-633	17	11	,	,	PUNCT
ejpam-633	17	12	406	406	NUM
ejpam-633	17	13	-	-	SYM
ejpam-633	17	14	416	416	NUM
ejpam-633	17	15	407	407	NUM
ejpam-633	17	16	1	1	NUM
ejpam-633	17	17	.	.	PUNCT
ejpam-633	17	18	introduction	introduction	NOUN
ejpam-633	17	19	for	for	ADP
ejpam-633	17	20	the	the	DET
ejpam-633	17	21	past	past	ADJ
ejpam-633	17	22	forty	forty	NUM
ejpam-633	17	23	years	year	NOUN
ejpam-633	17	24	a	a	DET
ejpam-633	17	25	significant	significant	ADJ
ejpam-633	17	26	amount	amount	NOUN
ejpam-633	17	27	of	of	ADP
ejpam-633	17	28	research	research	NOUN
ejpam-633	17	29	efforts	effort	NOUN
ejpam-633	17	30	has	have	AUX
ejpam-633	17	31	been	be	AUX
ejpam-633	17	32	oriented	orient	VERB
ejpam-633	17	33	in	in	ADP
ejpam-633	17	34	working	work	VERB
ejpam-633	17	35	with	with	ADP
ejpam-633	17	36	nonstationary	nonstationary	ADJ
ejpam-633	17	37	time	time	NOUN
ejpam-633	17	38	series	series	NOUN
ejpam-633	17	39	especially	especially	ADV
ejpam-633	17	40	for	for	ADP
ejpam-633	17	41	developing	develop	VERB
ejpam-633	17	42	forecasting	forecasting	NOUN
ejpam-633	17	43	or	or	CCONJ
ejpam-633	17	44	predicting	predicting	NOUN
ejpam-633	17	45	models	model	NOUN
ejpam-633	17	46	for	for	ADP
ejpam-633	17	47	a	a	DET
ejpam-633	17	48	large	large	ADJ
ejpam-633	17	49	variety	variety	NOUN
ejpam-633	17	50	of	of	ADP
ejpam-633	17	51	problems	problem	NOUN
ejpam-633	17	52	that	that	PRON
ejpam-633	17	53	our	our	PRON
ejpam-633	17	54	global	global	ADJ
ejpam-633	17	55	society	society	NOUN
ejpam-633	17	56	encounter	encounter	NOUN
ejpam-633	17	57	,	,	PUNCT
ejpam-633	17	58	such	such	ADJ
ejpam-633	17	59	as	as	ADP
ejpam-633	17	60	health	health	NOUN
ejpam-633	17	61	research	research	NOUN
ejpam-633	17	62	,	,	PUNCT
ejpam-633	17	63	global	global	ADJ
ejpam-633	17	64	warming	warming	NOUN
ejpam-633	17	65	,	,	PUNCT
ejpam-633	17	66	engineering	engineering	NOUN
ejpam-633	17	67	,	,	PUNCT
ejpam-633	17	68	ecological	ecological	ADJ
ejpam-633	17	69	,	,	PUNCT
ejpam-633	17	70	and	and	CCONJ
ejpam-633	17	71	educational	educational	ADJ
ejpam-633	17	72	,	,	PUNCT
ejpam-633	17	73	among	among	ADP
ejpam-633	17	74	others	other	NOUN
ejpam-633	17	75	.	.	PUNCT
ejpam-633	18	1	we	we	PRON
ejpam-633	18	2	must	must	AUX
ejpam-633	18	3	recognize	recognize	VERB
ejpam-633	18	4	the	the	DET
ejpam-633	18	5	important	important	ADJ
ejpam-633	18	6	works	work	NOUN
ejpam-633	18	7	of	of	ADP
ejpam-633	18	8	clive	clive	PROPN
ejpam-633	18	9	w.	w.	PROPN
ejpam-633	18	10	j.	j.	PROPN
ejpam-633	18	11	granger	granger	PROPN
ejpam-633	18	12	and	and	CCONJ
ejpam-633	18	13	his	his	PRON
ejpam-633	18	14	co	co	NOUN
ejpam-633	18	15	-	-	NOUN
ejpam-633	18	16	workers	worker	NOUN
ejpam-633	18	17	[	[	X
ejpam-633	18	18	1]-[8	1]-[8	X
ejpam-633	18	19	]	]	X
ejpam-633	18	20	,	,	PUNCT
ejpam-633	18	21	for	for	ADP
ejpam-633	18	22	their	their	PRON
ejpam-633	18	23	significant	significant	ADJ
ejpam-633	18	24	contributions	contribution	NOUN
ejpam-633	18	25	to	to	ADP
ejpam-633	18	26	the	the	DET
ejpam-633	18	27	subject	subject	NOUN
ejpam-633	18	28	matter	matter	NOUN
ejpam-633	18	29	.	.	PUNCT
ejpam-633	19	1	in	in	ADP
ejpam-633	19	2	the	the	DET
ejpam-633	19	3	present	present	ADJ
ejpam-633	19	4	study	study	NOUN
ejpam-633	19	5	we	we	PRON
ejpam-633	19	6	review	review	VERB
ejpam-633	19	7	some	some	DET
ejpam-633	19	8	basic	basic	ADJ
ejpam-633	19	9	concepts	concept	NOUN
ejpam-633	19	10	of	of	ADP
ejpam-633	19	11	time	time	NOUN
ejpam-633	19	12	series	series	NOUN
ejpam-633	19	13	that	that	PRON
ejpam-633	19	14	were	be	AUX
ejpam-633	19	15	recently	recently	ADV
ejpam-633	19	16	investigated	investigate	VERB
ejpam-633	19	17	with	with	ADP
ejpam-633	19	18	shou	shou	PROPN
ejpam-633	19	19	hsing	hsing	PROPN
ejpam-633	19	20	shih	shih	PROPN
ejpam-633	19	21	,	,	PUNCT
ejpam-633	19	22	among	among	ADP
ejpam-633	19	23	others	other	NOUN
ejpam-633	19	24	.	.	PUNCT
ejpam-633	20	1	[	[	X
ejpam-633	20	2	9]-[15	9]-[15	X
ejpam-633	20	3	]	]	X
ejpam-633	20	4	.	.	PUNCT
ejpam-633	21	1	some	some	DET
ejpam-633	21	2	other	other	ADJ
ejpam-633	21	3	interesting	interesting	ADJ
ejpam-633	21	4	references	reference	NOUN
ejpam-633	21	5	on	on	ADP
ejpam-633	21	6	the	the	DET
ejpam-633	21	7	subject	subject	NOUN
ejpam-633	21	8	matter	matter	NOUN
ejpam-633	21	9	are	be	AUX
ejpam-633	21	10	[	[	X
ejpam-633	21	11	16]-[23	16]-[23	NUM
ejpam-633	21	12	]	]	PUNCT
ejpam-633	21	13	.	.	PUNCT
ejpam-633	22	1	starting	start	VERB
ejpam-633	22	2	with	with	ADP
ejpam-633	22	3	a	a	DET
ejpam-633	22	4	nonstationary	nonstationary	ADJ
ejpam-633	22	5	time	time	NOUN
ejpam-633	22	6	series	series	NOUN
ejpam-633	22	7	of	of	ADP
ejpam-633	22	8	a	a	DET
ejpam-633	22	9	given	give	VERB
ejpam-633	22	10	phenomenon	phenomenon	NOUN
ejpam-633	22	11	,	,	PUNCT
ejpam-633	22	12	we	we	PRON
ejpam-633	22	13	analytically	analytically	ADV
ejpam-633	22	14	use	use	VERB
ejpam-633	22	15	a	a	DET
ejpam-633	22	16	k−	k−	PROPN
ejpam-633	22	17	th	th	X
ejpam-633	22	18	moving	move	VERB
ejpam-633	22	19	average	average	ADJ
ejpam-633	22	20	,	,	PUNCT
ejpam-633	22	21	a	a	DET
ejpam-633	22	22	k−	k−	PROPN
ejpam-633	22	23	th	th	X
ejpam-633	22	24	weighted	weight	VERB
ejpam-633	22	25	moving	move	VERB
ejpam-633	22	26	average	average	ADJ
ejpam-633	22	27	and	and	CCONJ
ejpam-633	22	28	k−	k−	PROPN
ejpam-633	22	29	th	th	X
ejpam-633	22	30	exponential	exponential	NOUN
ejpam-633	22	31	moving	move	VERB
ejpam-633	22	32	average	average	NOUN
ejpam-633	22	33	.	.	PUNCT
ejpam-633	23	1	we	we	PRON
ejpam-633	23	2	formulate	formulate	VERB
ejpam-633	23	3	the	the	DET
ejpam-633	23	4	best	good	ADJ
ejpam-633	23	5	possible	possible	ADJ
ejpam-633	23	6	arima	arima	NOUN
ejpam-633	23	7	models	model	NOUN
ejpam-633	23	8	for	for	ADP
ejpam-633	23	9	short	short	ADJ
ejpam-633	23	10	term	term	NOUN
ejpam-633	23	11	forecasting	forecasting	NOUN
ejpam-633	23	12	for	for	ADP
ejpam-633	23	13	each	each	PRON
ejpam-633	23	14	of	of	ADP
ejpam-633	23	15	the	the	DET
ejpam-633	23	16	new	new	ADJ
ejpam-633	23	17	structured	structured	ADJ
ejpam-633	23	18	time	time	NOUN
ejpam-633	23	19	series	series	NOUN
ejpam-633	23	20	using	use	VERB
ejpam-633	23	21	the	the	DET
ejpam-633	23	22	usual	usual	ADJ
ejpam-633	23	23	optimal	optimal	ADJ
ejpam-633	23	24	procedures	procedure	NOUN
ejpam-633	23	25	for	for	ADP
ejpam-633	23	26	a	a	DET
ejpam-633	23	27	real	real	ADJ
ejpam-633	23	28	stock	stock	NOUN
ejpam-633	23	29	price	price	NOUN
ejpam-633	23	30	data	datum	NOUN
ejpam-633	23	31	from	from	ADP
ejpam-633	23	32	the	the	DET
ejpam-633	23	33	fortune	fortune	NOUN
ejpam-633	23	34	500	500	NUM
ejpam-633	23	35	list	list	NOUN
ejpam-633	23	36	.	.	PUNCT
ejpam-633	24	1	a	a	DET
ejpam-633	24	2	residual	residual	ADJ
ejpam-633	24	3	analysis	analysis	NOUN
ejpam-633	24	4	comparison	comparison	NOUN
ejpam-633	24	5	of	of	ADP
ejpam-633	24	6	these	these	DET
ejpam-633	24	7	forecasting	forecasting	NOUN
ejpam-633	24	8	models	model	NOUN
ejpam-633	24	9	is	be	AUX
ejpam-633	24	10	given	give	VERB
ejpam-633	24	11	.	.	PUNCT
ejpam-633	25	1	in	in	ADP
ejpam-633	25	2	addition	addition	NOUN
ejpam-633	25	3	,	,	PUNCT
ejpam-633	25	4	the	the	DET
ejpam-633	25	5	classical	classical	ADJ
ejpam-633	25	6	best	good	ADJ
ejpam-633	25	7	arima	arima	NOUN
ejpam-633	25	8	model	model	NOUN
ejpam-633	25	9	was	be	AUX
ejpam-633	25	10	also	also	ADV
ejpam-633	25	11	developed	develop	VERB
ejpam-633	25	12	for	for	ADP
ejpam-633	25	13	the	the	DET
ejpam-633	25	14	subject	subject	ADJ
ejpam-633	25	15	data	datum	NOUN
ejpam-633	25	16	,	,	PUNCT
ejpam-633	25	17	and	and	CCONJ
ejpam-633	25	18	the	the	DET
ejpam-633	25	19	results	result	NOUN
ejpam-633	25	20	were	be	AUX
ejpam-633	25	21	compared	compare	VERB
ejpam-633	25	22	with	with	ADP
ejpam-633	25	23	the	the	DET
ejpam-633	25	24	proposed	propose	VERB
ejpam-633	25	25	models	model	NOUN
ejpam-633	25	26	that	that	PRON
ejpam-633	25	27	we	we	PRON
ejpam-633	25	28	have	have	AUX
ejpam-633	25	29	introduced	introduce	VERB
ejpam-633	25	30	.	.	PUNCT
ejpam-633	26	1	in	in	ADP
ejpam-633	26	2	all	all	DET
ejpam-633	26	3	cases	case	NOUN
ejpam-633	26	4	the	the	DET
ejpam-633	26	5	new	new	ADJ
ejpam-633	26	6	models	model	NOUN
ejpam-633	26	7	give	give	VERB
ejpam-633	26	8	better	well	ADJ
ejpam-633	26	9	short	short	ADJ
ejpam-633	26	10	term	term	NOUN
ejpam-633	26	11	forecasting	forecasting	NOUN
ejpam-633	26	12	results	result	NOUN
ejpam-633	26	13	than	than	ADP
ejpam-633	26	14	the	the	DET
ejpam-633	26	15	classical	classical	ADJ
ejpam-633	26	16	arima	arima	NOUN
ejpam-633	26	17	model	model	NOUN
ejpam-633	26	18	.	.	PUNCT
ejpam-633	27	1	2	2	NUM
ejpam-633	27	2	.	.	X
ejpam-633	27	3	basic	basic	ADJ
ejpam-633	27	4	review	review	NOUN
ejpam-633	27	5	the	the	DET
ejpam-633	27	6	autoregressive	autoregressive	ADJ
ejpam-633	27	7	process	process	NOUN
ejpam-633	27	8	of	of	ADP
ejpam-633	27	9	order	order	NOUN
ejpam-633	27	10	p	p	NOUN
ejpam-633	27	11	combined	combine	VERB
ejpam-633	27	12	with	with	ADP
ejpam-633	27	13	a	a	DET
ejpam-633	27	14	moving	move	VERB
ejpam-633	27	15	average	average	ADJ
ejpam-633	27	16	process	process	NOUN
ejpam-633	27	17	of	of	ADP
ejpam-633	27	18	order	order	NOUN
ejpam-633	27	19	q	q	PROPN
ejpam-633	27	20	gives	give	VERB
ejpam-633	27	21	us	we	PRON
ejpam-633	27	22	the	the	DET
ejpam-633	27	23	general	general	ADJ
ejpam-633	27	24	arima	arima	PROPN
ejpam-633	27	25	model	model	NOUN
ejpam-633	27	26	of	of	ADP
ejpam-633	27	27	order	order	NOUN
ejpam-633	27	28	(	(	PUNCT
ejpam-633	27	29	p	p	X
ejpam-633	27	30	,	,	PUNCT
ejpam-633	27	31	q	q	NOUN
ejpam-633	27	32	)	)	PUNCT
ejpam-633	27	33	.	.	PUNCT
ejpam-633	28	1	since	since	SCONJ
ejpam-633	28	2	we	we	PRON
ejpam-633	28	3	usually	usually	ADV
ejpam-633	28	4	work	work	VERB
ejpam-633	28	5	with	with	ADP
ejpam-633	28	6	nonstationary	nonstationary	ADJ
ejpam-633	28	7	realizations	realization	NOUN
ejpam-633	28	8	,	,	PUNCT
ejpam-633	28	9	we	we	PRON
ejpam-633	28	10	use	use	VERB
ejpam-633	28	11	a	a	DET
ejpam-633	28	12	difference	difference	NOUN
ejpam-633	28	13	filter	filter	NOUN
ejpam-633	28	14	of	of	ADP
ejpam-633	28	15	order	order	NOUN
ejpam-633	28	16	d	d	NOUN
ejpam-633	28	17	to	to	PART
ejpam-633	28	18	reduce	reduce	VERB
ejpam-633	28	19	the	the	DET
ejpam-633	28	20	nonstationary	nonstationary	ADJ
ejpam-633	28	21	time	time	NOUN
ejpam-633	28	22	series	series	NOUN
ejpam-633	28	23	into	into	ADP
ejpam-633	28	24	a	a	DET
ejpam-633	28	25	stationary	stationary	ADJ
ejpam-633	28	26	format	format	NOUN
ejpam-633	28	27	so	so	SCONJ
ejpam-633	28	28	that	that	SCONJ
ejpam-633	28	29	we	we	PRON
ejpam-633	28	30	can	can	AUX
ejpam-633	28	31	begin	begin	VERB
ejpam-633	28	32	to	to	PART
ejpam-633	28	33	develop	develop	VERB
ejpam-633	28	34	our	our	PRON
ejpam-633	28	35	forecasting	forecasting	NOUN
ejpam-633	28	36	models	model	NOUN
ejpam-633	28	37	.	.	PUNCT
ejpam-633	29	1	thus	thus	ADV
ejpam-633	29	2	,	,	PUNCT
ejpam-633	29	3	the	the	DET
ejpam-633	29	4	common	common	ADJ
ejpam-633	29	5	notation	notation	NOUN
ejpam-633	29	6	is	be	AUX
ejpam-633	29	7	given	give	VERB
ejpam-633	29	8	by	by	ADP
ejpam-633	29	9	arima	arima	PROPN
ejpam-633	29	10	(	(	PUNCT
ejpam-633	29	11	p	p	PROPN
ejpam-633	29	12	,	,	PUNCT
ejpam-633	29	13	d	d	X
ejpam-633	29	14	,	,	PUNCT
ejpam-633	29	15	q	q	NOUN
ejpam-633	29	16	)	)	PUNCT
ejpam-633	29	17	.	.	PUNCT
ejpam-633	30	1	for	for	ADP
ejpam-633	30	2	a	a	DET
ejpam-633	30	3	given	give	VERB
ejpam-633	30	4	nonstationary	nonstationary	ADJ
ejpam-633	30	5	time	time	NOUN
ejpam-633	30	6	series	series	PROPN
ejpam-633	30	7	{	{	PUNCT
ejpam-633	30	8	x	x	PROPN
ejpam-633	30	9	t	t	PROPN
ejpam-633	30	10	}	}	PUNCT
ejpam-633	30	11	,	,	PUNCT
ejpam-633	30	12	we	we	PRON
ejpam-633	30	13	introduce	introduce	VERB
ejpam-633	30	14	the	the	DET
ejpam-633	30	15	difference	difference	NOUN
ejpam-633	30	16	filter	filter	NOUN
ejpam-633	30	17	as	as	ADP
ejpam-633	30	18	(	(	PUNCT
ejpam-633	30	19	1−	1−	NUM
ejpam-633	30	20	b)d	b)d	NOUN
ejpam-633	30	21	where	where	SCONJ
ejpam-633	30	22	b	b	X
ejpam-633	30	23	j	j	PROPN
ejpam-633	30	24	x	x	X
ejpam-633	30	25	t	t	PROPN
ejpam-633	30	26	=	=	PUNCT
ejpam-633	30	27	x	x	PROPN
ejpam-633	30	28	t−	t−	PROPN
ejpam-633	30	29	j	j	PROPN
ejpam-633	30	30	,	,	PUNCT
ejpam-633	30	31	d	d	ADP
ejpam-633	30	32	being	be	AUX
ejpam-633	30	33	the	the	DET
ejpam-633	30	34	degree	degree	NOUN
ejpam-633	30	35	of	of	ADP
ejpam-633	30	36	differencing	differencing	NOUN
ejpam-633	30	37	of	of	ADP
ejpam-633	30	38	the	the	DET
ejpam-633	30	39	series	series	NOUN
ejpam-633	30	40	.	.	PUNCT
ejpam-633	31	1	furthermore	furthermore	ADV
ejpam-633	31	2	,	,	PUNCT
ejpam-633	31	3	we	we	PRON
ejpam-633	31	4	let	let	VERB
ejpam-633	31	5	π(b	π(b	NOUN
ejpam-633	31	6	)	)	PUNCT
ejpam-633	31	7	be	be	AUX
ejpam-633	31	8	the	the	DET
ejpam-633	31	9	autoregressive	autoregressive	ADJ
ejpam-633	31	10	operator	operator	NOUN
ejpam-633	31	11	that	that	PRON
ejpam-633	31	12	characterizes	characterize	VERB
ejpam-633	31	13	the	the	DET
ejpam-633	31	14	behavior	behavior	NOUN
ejpam-633	31	15	of	of	ADP
ejpam-633	31	16	the	the	DET
ejpam-633	31	17	homogeneous	homogeneous	ADJ
ejpam-633	31	18	nonstationary	nonstationary	ADJ
ejpam-633	31	19	time	time	NOUN
ejpam-633	31	20	series	series	PROPN
ejpam-633	31	21	{	{	PUNCT
ejpam-633	31	22	x	x	PROPN
ejpam-633	31	23	t	t	PROPN
ejpam-633	31	24	}	}	PUNCT
ejpam-633	31	25	.	.	PUNCT
ejpam-633	32	1	thus	thus	ADV
ejpam-633	32	2	,	,	PUNCT
ejpam-633	32	3	π(b)(x	π(b)(x	PROPN
ejpam-633	32	4	t	t	PROPN
ejpam-633	32	5	−	−	NOUN
ejpam-633	32	6	c	c	NOUN
ejpam-633	32	7	)	)	PUNCT
ejpam-633	32	8	=	=	SYM
ejpam-633	33	1	π(b)x	π(b)x	PROPN
ejpam-633	33	2	t	t	NOUN
ejpam-633	33	3	for	for	ADP
ejpam-633	33	4	any	any	DET
ejpam-633	33	5	constant	constant	ADJ
ejpam-633	33	6	c	c	NOUN
ejpam-633	33	7	,	,	PUNCT
ejpam-633	33	8	which	which	PRON
ejpam-633	33	9	implies	imply	VERB
ejpam-633	33	10	that	that	SCONJ
ejpam-633	33	11	π(b	π(b	NOUN
ejpam-633	33	12	)	)	PUNCT
ejpam-633	33	13	=	=	PUNCT
ejpam-633	33	14	φ(b)(1−	φ(b)(1−	NOUN
ejpam-633	33	15	b)d	b)d	NOUN
ejpam-633	33	16	for	for	ADP
ejpam-633	33	17	d	d	PROPN
ejpam-633	33	18	>	>	X
ejpam-633	33	19	0	0	PROPN
ejpam-633	33	20	,	,	PUNCT
ejpam-633	33	21	where	where	SCONJ
ejpam-633	33	22	φ(b	φ(b	NOUN
ejpam-633	33	23	)	)	PUNCT
ejpam-633	33	24	is	be	AUX
ejpam-633	33	25	stationary	stationary	ADJ
ejpam-633	33	26	autoregressive	autoregressive	ADJ
ejpam-633	33	27	operator	operator	NOUN
ejpam-633	33	28	.	.	PUNCT
ejpam-633	34	1	hence	hence	ADV
ejpam-633	34	2	,	,	PUNCT
ejpam-633	34	3	with	with	ADP
ejpam-633	34	4	the	the	DET
ejpam-633	34	5	appropriate	appropriate	ADJ
ejpam-633	34	6	d	d	NOUN
ejpam-633	34	7	we	we	PRON
ejpam-633	34	8	reduce	reduce	VERB
ejpam-633	34	9	the	the	DET
ejpam-633	34	10	nonstationary	nonstationary	ADJ
ejpam-633	34	11	process	process	NOUN
ejpam-633	34	12	into	into	ADP
ejpam-633	34	13	stationary	stationary	NOUN
ejpam-633	34	14	.	.	PUNCT
ejpam-633	35	1	we	we	PRON
ejpam-633	35	2	can	can	AUX
ejpam-633	35	3	represent	represent	VERB
ejpam-633	35	4	the	the	DET
ejpam-633	35	5	autoregressive	autoregressive	ADJ
ejpam-633	35	6	integrated	integrated	ADJ
ejpam-633	35	7	moving	move	VERB
ejpam-633	35	8	average	average	ADJ
ejpam-633	35	9	model	model	NOUN
ejpam-633	35	10	arima	arima	PROPN
ejpam-633	35	11	(	(	PUNCT
ejpam-633	35	12	p	p	X
ejpam-633	35	13	,	,	PUNCT
ejpam-633	35	14	d	d	X
ejpam-633	35	15	,	,	PUNCT
ejpam-633	35	16	q	q	NOUN
ejpam-633	35	17	)	)	PUNCT
ejpam-633	35	18	as	as	ADP
ejpam-633	35	19	φp(b)(1−	φp(b)(1−	ADJ
ejpam-633	35	20	b)d	b)d	NOUN
ejpam-633	35	21	x	x	SYM
ejpam-633	35	22	t	t	PROPN
ejpam-633	35	23	=	=	PUNCT
ejpam-633	35	24	θq(b)ǫt	θq(b)ǫt	PROPN
ejpam-633	35	25	c.	c.	PROPN
ejpam-633	35	26	tsokos	tsokos	PROPN
ejpam-633	35	27	/	/	SYM
ejpam-633	35	28	eur	eur	PROPN
ejpam-633	35	29	.	.	PUNCT
ejpam-633	36	1	j.	j.	PROPN
ejpam-633	36	2	pure	pure	PROPN
ejpam-633	36	3	appl	appl	PROPN
ejpam-633	36	4	.	.	PROPN
ejpam-633	36	5	math	math	PROPN
ejpam-633	36	6	,	,	PUNCT
ejpam-633	36	7	3	3	NUM
ejpam-633	36	8	(	(	PUNCT
ejpam-633	36	9	2010	2010	NUM
ejpam-633	36	10	)	)	PUNCT
ejpam-633	36	11	,	,	PUNCT
ejpam-633	36	12	406	406	NUM
ejpam-633	36	13	-	-	SYM
ejpam-633	36	14	416	416	NUM
ejpam-633	36	15	408	408	NUM
ejpam-633	36	16	or	or	CCONJ
ejpam-633	36	17	φp(b)(1−φ1b−φ2b2	φp(b)(1−φ1b−φ2b2	ADP
ejpam-633	36	18	−	−	PROPN
ejpam-633	36	19	.	.	PUNCT
ejpam-633	36	20	.	.	PUNCT
ejpam-633	37	1	.−φpbp	.−φpbp	X
ejpam-633	37	2	)	)	PUNCT
ejpam-633	37	3	and	and	CCONJ
ejpam-633	37	4	θq(b	θq(b	NUM
ejpam-633	37	5	)	)	PUNCT
ejpam-633	37	6	=	=	SYM
ejpam-633	38	1	1−	1−	NUM
ejpam-633	38	2	θ1b	θ1b	NOUN
ejpam-633	38	3	−	−	PROPN
ejpam-633	38	4	θ2b2	θ2b2	NUM
ejpam-633	38	5	−	−	PROPN
ejpam-633	38	6	.	.	PUNCT
ejpam-633	38	7	.	.	PUNCT
ejpam-633	39	1	.−	.−	PUNCT
ejpam-633	40	1	θqbq	θqbq	ADV
ejpam-633	40	2	,	,	PUNCT
ejpam-633	40	3	where	where	SCONJ
ejpam-633	40	4	s	s	PRON
ejpam-633	40	5	and	and	CCONJ
ejpam-633	40	6	φ	φ	PROPN
ejpam-633	40	7	are	be	AUX
ejpam-633	40	8	the	the	DET
ejpam-633	40	9	weighted	weighted	ADJ
ejpam-633	40	10	operator	operator	NOUN
ejpam-633	40	11	of	of	ADP
ejpam-633	40	12	the	the	DET
ejpam-633	40	13	model	model	NOUN
ejpam-633	40	14	.	.	PUNCT
ejpam-633	41	1	this	this	PRON
ejpam-633	41	2	is	be	AUX
ejpam-633	41	3	the	the	DET
ejpam-633	41	4	analytical	analytical	ADJ
ejpam-633	41	5	format	format	NOUN
ejpam-633	41	6	we	we	PRON
ejpam-633	41	7	follow	follow	VERB
ejpam-633	41	8	to	to	PART
ejpam-633	41	9	develop	develop	VERB
ejpam-633	41	10	the	the	DET
ejpam-633	41	11	actual	actual	ADJ
ejpam-633	41	12	arima	arima	NOUN
ejpam-633	41	13	models	model	NOUN
ejpam-633	41	14	for	for	ADP
ejpam-633	41	15	real	real	ADJ
ejpam-633	41	16	data	datum	NOUN
ejpam-633	41	17	.	.	PUNCT
ejpam-633	42	1	a	a	DET
ejpam-633	42	2	popular	popular	ADJ
ejpam-633	42	3	criterion	criterion	NOUN
ejpam-633	42	4	in	in	ADP
ejpam-633	42	5	evaluating	evaluate	VERB
ejpam-633	42	6	the	the	DET
ejpam-633	42	7	best	good	ADJ
ejpam-633	42	8	fit	fit	ADJ
ejpam-633	42	9	model	model	NOUN
ejpam-633	42	10	for	for	ADP
ejpam-633	42	11	a	a	DET
ejpam-633	42	12	given	give	VERB
ejpam-633	42	13	time	time	NOUN
ejpam-633	42	14	series	series	NOUN
ejpam-633	42	15	is	be	AUX
ejpam-633	42	16	akaike	akaike	ADJ
ejpam-633	42	17	’s	’s	ADV
ejpam-633	42	18	,	,	PUNCT
ejpam-633	42	19	information	information	NOUN
ejpam-633	42	20	criteria	criterion	NOUN
ejpam-633	42	21	(	(	PUNCT
ejpam-633	42	22	aic	aic	PROPN
ejpam-633	42	23	)	)	PUNCT
ejpam-633	43	1	[	[	X
ejpam-633	43	2	24	24	NUM
ejpam-633	43	3	]	]	PUNCT
ejpam-633	43	4	.	.	PUNCT
ejpam-633	44	1	the	the	DET
ejpam-633	44	2	smallest	small	ADJ
ejpam-633	44	3	value	value	NOUN
ejpam-633	44	4	of	of	ADP
ejpam-633	44	5	aic	aic	PROPN
ejpam-633	44	6	is	be	AUX
ejpam-633	44	7	considered	consider	VERB
ejpam-633	44	8	the	the	DET
ejpam-633	44	9	best	good	ADJ
ejpam-633	44	10	fit	fit	ADJ
ejpam-633	44	11	model	model	NOUN
ejpam-633	44	12	that	that	PRON
ejpam-633	44	13	results	result	VERB
ejpam-633	44	14	in	in	ADP
ejpam-633	44	15	the	the	DET
ejpam-633	44	16	smallest	small	ADJ
ejpam-633	44	17	average	average	ADJ
ejpam-633	44	18	mean	mean	ADJ
ejpam-633	44	19	square	square	NOUN
ejpam-633	44	20	error	error	NOUN
ejpam-633	44	21	.	.	PUNCT
ejpam-633	45	1	3	3	X
ejpam-633	45	2	.	.	X
ejpam-633	45	3	the	the	DET
ejpam-633	45	4	k−	k−	PROPN
ejpam-633	45	5	th	th	X
ejpam-633	45	6	moving	move	VERB
ejpam-633	45	7	average	average	ADJ
ejpam-633	45	8	time	time	NOUN
ejpam-633	45	9	series	series	PROPN
ejpam-633	45	10	model	model	NOUN
ejpam-633	45	11	in	in	ADP
ejpam-633	45	12	time	time	NOUN
ejpam-633	45	13	series	series	PROPN
ejpam-633	45	14	analysis	analysis	NOUN
ejpam-633	45	15	,	,	PUNCT
ejpam-633	45	16	the	the	DET
ejpam-633	45	17	use	use	NOUN
ejpam-633	45	18	for	for	ADP
ejpam-633	45	19	the	the	DET
ejpam-633	45	20	k−	k−	PROPN
ejpam-633	45	21	th	th	X
ejpam-633	45	22	simple	simple	ADJ
ejpam-633	45	23	moving	move	VERB
ejpam-633	45	24	average	average	NOUN
ejpam-633	45	25	is	be	AUX
ejpam-633	45	26	to	to	PART
ejpam-633	45	27	usually	usually	ADV
ejpam-633	45	28	smooth	smooth	VERB
ejpam-633	45	29	a	a	DET
ejpam-633	45	30	given	give	VERB
ejpam-633	45	31	time	time	NOUN
ejpam-633	45	32	series	series	NOUN
ejpam-633	45	33	.	.	PUNCT
ejpam-633	46	1	it	it	PRON
ejpam-633	46	2	can	can	AUX
ejpam-633	46	3	also	also	ADV
ejpam-633	46	4	be	be	AUX
ejpam-633	46	5	used	use	VERB
ejpam-633	46	6	in	in	ADP
ejpam-633	46	7	discovering	discover	VERB
ejpam-633	46	8	short	short	ADJ
ejpam-633	46	9	-	-	PUNCT
ejpam-633	46	10	term	term	NOUN
ejpam-633	46	11	,	,	PUNCT
ejpam-633	46	12	long	long	ADJ
ejpam-633	46	13	-	-	PUNCT
ejpam-633	46	14	term	term	NOUN
ejpam-633	46	15	trends	trend	NOUN
ejpam-633	46	16	and	and	CCONJ
ejpam-633	46	17	seasonal	seasonal	ADJ
ejpam-633	46	18	components	component	NOUN
ejpam-633	46	19	of	of	ADP
ejpam-633	46	20	a	a	DET
ejpam-633	46	21	given	give	VERB
ejpam-633	46	22	phenomenon	phenomenon	NOUN
ejpam-633	46	23	.	.	PUNCT
ejpam-633	47	1	the	the	DET
ejpam-633	47	2	k	k	PROPN
ejpam-633	47	3	−	−	X
ejpam-633	47	4	th	th	X
ejpam-633	47	5	simple	simple	ADJ
ejpam-633	47	6	moving	move	VERB
ejpam-633	47	7	average	average	ADJ
ejpam-633	47	8	process	process	NOUN
ejpam-633	47	9	of	of	ADP
ejpam-633	47	10	a	a	DET
ejpam-633	47	11	time	time	NOUN
ejpam-633	47	12	series	series	NOUN
ejpam-633	47	13	{	{	PUNCT
ejpam-633	47	14	x	x	PROPN
ejpam-633	47	15	t	t	PROPN
ejpam-633	47	16	}	}	PUNCT
ejpam-633	47	17	is	be	AUX
ejpam-633	47	18	defined	define	VERB
ejpam-633	47	19	by	by	ADP
ejpam-633	47	20	yt	yt	NOUN
ejpam-633	47	21	=	=	SYM
ejpam-633	47	22	1	1	NUM
ejpam-633	47	23	k	k	X
ejpam-633	47	24	k−1∑	k−1∑	PROPN
ejpam-633	47	25	j=0	j=0	PROPN
ejpam-633	47	26	x	x	SYM
ejpam-633	47	27	t−k+1	t−k+1	PROPN
ejpam-633	47	28	+	+	PROPN
ejpam-633	47	29	j	j	PROPN
ejpam-633	47	30	(	(	PUNCT
ejpam-633	47	31	1	1	NUM
ejpam-633	47	32	)	)	PUNCT
ejpam-633	47	33	where	where	SCONJ
ejpam-633	47	34	t	t	NOUN
ejpam-633	47	35	=	=	SYM
ejpam-633	47	36	k	k	PROPN
ejpam-633	47	37	,	,	PUNCT
ejpam-633	47	38	k+	k+	NOUN
ejpam-633	47	39	1	1	NUM
ejpam-633	47	40	,	,	PUNCT
ejpam-633	47	41	.	.	PUNCT
ejpam-633	47	42	.	.	PUNCT
ejpam-633	48	1	.	.	PUNCT
ejpam-633	49	1	,	,	PUNCT
ejpam-633	49	2	n.	n.	INTJ
ejpam-633	49	3	it	it	PRON
ejpam-633	49	4	is	be	AUX
ejpam-633	49	5	clear	clear	ADJ
ejpam-633	49	6	that	that	SCONJ
ejpam-633	49	7	as	as	ADP
ejpam-633	49	8	k	k	PROPN
ejpam-633	49	9	increases	increase	NOUN
ejpam-633	49	10	,	,	PUNCT
ejpam-633	49	11	the	the	DET
ejpam-633	49	12	number	number	NOUN
ejpam-633	49	13	of	of	ADP
ejpam-633	49	14	observations	observation	NOUN
ejpam-633	49	15	{	{	PUNCT
ejpam-633	49	16	yt}decreases	yt}decrease	NOUN
ejpam-633	49	17	and	and	CCONJ
ejpam-633	49	18	the	the	DET
ejpam-633	49	19	series	series	NOUN
ejpam-633	49	20	{	{	PUNCT
ejpam-633	49	21	x	x	PROPN
ejpam-633	49	22	t	t	PROPN
ejpam-633	49	23	}	}	PUNCT
ejpam-633	49	24	gets	get	VERB
ejpam-633	49	25	closer	close	ADJ
ejpam-633	49	26	and	and	CCONJ
ejpam-633	49	27	closer	close	ADJ
ejpam-633	49	28	to	to	ADP
ejpam-633	49	29	the	the	DET
ejpam-633	49	30	mean	mean	NOUN
ejpam-633	49	31	of	of	ADP
ejpam-633	49	32	the	the	DET
ejpam-633	49	33	series	series	NOUN
ejpam-633	49	34	{	{	PUNCT
ejpam-633	49	35	x	x	PROPN
ejpam-633	49	36	t	t	PROPN
ejpam-633	49	37	}	}	PUNCT
ejpam-633	49	38	as	as	SCONJ
ejpam-633	49	39	k	k	PROPN
ejpam-633	49	40	increases	increase	NOUN
ejpam-633	49	41	.	.	PUNCT
ejpam-633	50	1	in	in	ADP
ejpam-633	50	2	addition	addition	NOUN
ejpam-633	50	3	,	,	PUNCT
ejpam-633	50	4	when	when	SCONJ
ejpam-633	50	5	k	k	PROPN
ejpam-633	50	6	=	=	SYM
ejpam-633	50	7	n	n	CCONJ
ejpam-633	50	8	,	,	PUNCT
ejpam-633	50	9	the	the	DET
ejpam-633	50	10	series	series	NOUN
ejpam-633	50	11	{	{	PUNCT
ejpam-633	50	12	yt	yt	PROPN
ejpam-633	50	13	}	}	PUNCT
ejpam-633	50	14	reduces	reduce	VERB
ejpam-633	50	15	to	to	ADP
ejpam-633	50	16	a	a	DET
ejpam-633	50	17	single	single	ADJ
ejpam-633	50	18	observation	observation	NOUN
ejpam-633	50	19	,	,	PUNCT
ejpam-633	50	20	and	and	CCONJ
ejpam-633	50	21	is	be	AUX
ejpam-633	50	22	equal	equal	ADJ
ejpam-633	50	23	to	to	ADP
ejpam-633	50	24	the	the	DET
ejpam-633	50	25	true	true	ADJ
ejpam-633	50	26	mean	mean	NOUN
ejpam-633	50	27	µ.	µ.	NOUN
ejpam-633	50	28	on	on	ADP
ejpam-633	50	29	the	the	DET
ejpam-633	50	30	other	other	ADJ
ejpam-633	50	31	hand	hand	NOUN
ejpam-633	50	32	,	,	PUNCT
ejpam-633	50	33	if	if	SCONJ
ejpam-633	50	34	we	we	PRON
ejpam-633	50	35	select	select	VERB
ejpam-633	50	36	a	a	DET
ejpam-633	50	37	fairly	fairly	ADV
ejpam-633	50	38	small	small	ADJ
ejpam-633	50	39	k	k	NOUN
ejpam-633	50	40	,	,	PUNCT
ejpam-633	50	41	we	we	PRON
ejpam-633	50	42	can	can	AUX
ejpam-633	50	43	smooth	smooth	VERB
ejpam-633	50	44	the	the	DET
ejpam-633	50	45	edges	edge	NOUN
ejpam-633	50	46	of	of	ADP
ejpam-633	50	47	the	the	DET
ejpam-633	50	48	series	series	NOUN
ejpam-633	50	49	without	without	ADP
ejpam-633	50	50	losing	lose	VERB
ejpam-633	50	51	much	much	ADJ
ejpam-633	50	52	of	of	ADP
ejpam-633	50	53	the	the	DET
ejpam-633	50	54	general	general	ADJ
ejpam-633	50	55	information	information	NOUN
ejpam-633	50	56	.	.	PUNCT
ejpam-633	51	1	we	we	PRON
ejpam-633	51	2	proceed	proceed	VERB
ejpam-633	51	3	to	to	PART
ejpam-633	51	4	develop	develop	VERB
ejpam-633	51	5	the	the	DET
ejpam-633	51	6	new	new	ADJ
ejpam-633	51	7	model	model	NOUN
ejpam-633	51	8	by	by	ADP
ejpam-633	51	9	transforming	transform	VERB
ejpam-633	51	10	the	the	DET
ejpam-633	51	11	original	original	ADJ
ejpam-633	51	12	time	time	NOUN
ejpam-633	51	13	series	series	NOUN
ejpam-633	51	14	{	{	PUNCT
ejpam-633	51	15	x	x	PROPN
ejpam-633	51	16	t	t	PROPN
ejpam-633	51	17	}	}	PUNCT
ejpam-633	51	18	into	into	ADP
ejpam-633	51	19	the	the	DET
ejpam-633	51	20	new	new	ADJ
ejpam-633	51	21	time	time	NOUN
ejpam-633	51	22	series	series	PROPN
ejpam-633	51	23	{	{	PUNCT
ejpam-633	51	24	yt	yt	PROPN
ejpam-633	51	25	}	}	PUNCT
ejpam-633	51	26	using	use	VERB
ejpam-633	51	27	(	(	PUNCT
ejpam-633	51	28	1	1	NUM
ejpam-633	51	29	)	)	PUNCT
ejpam-633	51	30	.	.	PUNCT
ejpam-633	52	1	we	we	PRON
ejpam-633	52	2	begin	begin	VERB
ejpam-633	52	3	the	the	DET
ejpam-633	52	4	process	process	NOUN
ejpam-633	52	5	of	of	ADP
ejpam-633	52	6	reducing	reduce	VERB
ejpam-633	52	7	the	the	DET
ejpam-633	52	8	new	new	ADJ
ejpam-633	52	9	time	time	NOUN
ejpam-633	52	10	series	series	NOUN
ejpam-633	52	11	,	,	PUNCT
ejpam-633	52	12	usually	usually	ADV
ejpam-633	52	13	nonstationary	nonstationary	ADJ
ejpam-633	52	14	,	,	PUNCT
ejpam-633	52	15	to	to	ADP
ejpam-633	52	16	stationary	stationary	ADJ
ejpam-633	52	17	time	time	NOUN
ejpam-633	52	18	series	series	NOUN
ejpam-633	52	19	by	by	ADP
ejpam-633	52	20	selecting	select	VERB
ejpam-633	52	21	the	the	DET
ejpam-633	52	22	appropriate	appropriate	ADJ
ejpam-633	52	23	differencing	difference	VERB
ejpam-633	52	24	filter	filter	NOUN
ejpam-633	52	25	.	.	PUNCT
ejpam-633	53	1	we	we	PRON
ejpam-633	53	2	then	then	ADV
ejpam-633	53	3	proceed	proceed	VERB
ejpam-633	53	4	with	with	ADP
ejpam-633	53	5	the	the	DET
ejpam-633	53	6	model	model	NOUN
ejpam-633	53	7	building	building	NOUN
ejpam-633	53	8	procedure	procedure	NOUN
ejpam-633	53	9	to	to	PART
ejpam-633	53	10	develop	develop	VERB
ejpam-633	53	11	the	the	DET
ejpam-633	53	12	best	good	ADJ
ejpam-633	53	13	fit	fit	ADJ
ejpam-633	53	14	time	time	NOUN
ejpam-633	53	15	series	series	PROPN
ejpam-633	53	16	model	model	PROPN
ejpam-633	53	17	,	,	PUNCT
ejpam-633	53	18	using	use	VERB
ejpam-633	53	19	the	the	DET
ejpam-633	53	20	criteria	criterion	NOUN
ejpam-633	53	21	of	of	ADP
ejpam-633	53	22	aic	aic	PROPN
ejpam-633	53	23	to	to	PART
ejpam-633	53	24	make	make	VERB
ejpam-633	53	25	our	our	PRON
ejpam-633	53	26	selection	selection	NOUN
ejpam-633	53	27	.	.	PUNCT
ejpam-633	54	1	once	once	SCONJ
ejpam-633	54	2	we	we	PRON
ejpam-633	54	3	have	have	AUX
ejpam-633	54	4	developed	develop	VERB
ejpam-633	54	5	the	the	DET
ejpam-633	54	6	forecasting	forecasting	NOUN
ejpam-633	54	7	model	model	NOUN
ejpam-633	54	8	for	for	ADP
ejpam-633	54	9	the	the	DET
ejpam-633	54	10	new	new	ADJ
ejpam-633	54	11	time	time	NOUN
ejpam-633	54	12	series	series	PROPN
ejpam-633	54	13	{	{	PUNCT
ejpam-633	54	14	yt	yt	PROPN
ejpam-633	54	15	}	}	PUNCT
ejpam-633	54	16	,	,	PUNCT
ejpam-633	54	17	we	we	PRON
ejpam-633	54	18	proceed	proceed	VERB
ejpam-633	54	19	to	to	PART
ejpam-633	54	20	forecast	forecast	VERB
ejpam-633	54	21	values	value	NOUN
ejpam-633	54	22	of	of	ADP
ejpam-633	54	23	{	{	PUNCT
ejpam-633	54	24	yt	yt	NOUN
ejpam-633	54	25	}	}	PUNCT
ejpam-633	54	26	and	and	CCONJ
ejpam-633	54	27	proceed	proceed	VERB
ejpam-633	54	28	to	to	PART
ejpam-633	54	29	apply	apply	VERB
ejpam-633	54	30	the	the	DET
ejpam-633	54	31	back	back	ADJ
ejpam-633	54	32	-	-	PUNCT
ejpam-633	54	33	shift	shift	NOUN
ejpam-633	54	34	operator	operator	NOUN
ejpam-633	54	35	to	to	PART
ejpam-633	54	36	obtain	obtain	VERB
ejpam-633	54	37	estimates	estimate	NOUN
ejpam-633	54	38	of	of	ADP
ejpam-633	54	39	the	the	DET
ejpam-633	54	40	original	original	ADJ
ejpam-633	54	41	phenomenon	phenomenon	NOUN
ejpam-633	54	42	{	{	PUNCT
ejpam-633	54	43	x	x	SYM
ejpam-633	54	44	t	t	PROPN
ejpam-633	54	45	}	}	PUNCT
ejpam-633	54	46	,	,	PUNCT
ejpam-633	54	47	that	that	ADV
ejpam-633	54	48	is	is	ADV
ejpam-633	54	49	,	,	PUNCT
ejpam-633	54	50	x̂	x̂	NUM
ejpam-633	54	51	t	t	PROPN
ejpam-633	55	1	=	=	SYM
ejpam-633	55	2	k	k	PROPN
ejpam-633	55	3	ŷt	ŷt	VERB
ejpam-633	55	4	−	−	NOUN
ejpam-633	55	5	x	x	SYM
ejpam-633	55	6	t−1	t−1	NOUN
ejpam-633	55	7	−	−	NOUN
ejpam-633	56	1	x	x	SYM
ejpam-633	57	1	t−2−	t−2−	PROPN
ejpam-633	57	2	.	.	PUNCT
ejpam-633	57	3	.	.	PUNCT
ejpam-633	58	1	.−	.−	PUNCT
ejpam-633	59	1	x	x	PUNCT
ejpam-633	59	2	t−k+1	t−k+1	PROPN
ejpam-633	59	3	.	.	PUNCT
ejpam-633	60	1	(	(	PUNCT
ejpam-633	60	2	2	2	X
ejpam-633	60	3	)	)	PUNCT
ejpam-633	60	4	we	we	PRON
ejpam-633	60	5	can	can	AUX
ejpam-633	60	6	summarize	summarize	VERB
ejpam-633	60	7	the	the	DET
ejpam-633	60	8	process	process	NOUN
ejpam-633	60	9	of	of	ADP
ejpam-633	60	10	developing	develop	VERB
ejpam-633	60	11	the	the	DET
ejpam-633	60	12	subject	subject	NOUN
ejpam-633	60	13	model	model	NOUN
ejpam-633	60	14	as	as	SCONJ
ejpam-633	60	15	follows	follow	VERB
ejpam-633	60	16	:	:	PUNCT
ejpam-633	60	17	1	1	X
ejpam-633	60	18	.	.	X
ejpam-633	60	19	transforming	transform	VERB
ejpam-633	60	20	the	the	DET
ejpam-633	60	21	original	original	ADJ
ejpam-633	60	22	time	time	NOUN
ejpam-633	60	23	series	series	NOUN
ejpam-633	60	24	{	{	PUNCT
ejpam-633	60	25	x	x	PROPN
ejpam-633	60	26	t	t	PROPN
ejpam-633	60	27	}	}	PUNCT
ejpam-633	60	28	into	into	ADP
ejpam-633	60	29	{	{	PUNCT
ejpam-633	60	30	x	x	PROPN
ejpam-633	60	31	t	t	PROPN
ejpam-633	60	32	}	}	PUNCT
ejpam-633	60	33	by	by	ADP
ejpam-633	60	34	using	use	VERB
ejpam-633	60	35	(	(	PUNCT
ejpam-633	60	36	1	1	NUM
ejpam-633	60	37	)	)	PUNCT
ejpam-633	60	38	.	.	PUNCT
ejpam-633	61	1	2	2	X
ejpam-633	61	2	.	.	X
ejpam-633	61	3	check	check	NOUN
ejpam-633	61	4	for	for	ADP
ejpam-633	61	5	stationarity	stationarity	NOUN
ejpam-633	61	6	of	of	ADP
ejpam-633	61	7	the	the	DET
ejpam-633	61	8	series	series	NOUN
ejpam-633	61	9	{	{	PUNCT
ejpam-633	61	10	x	x	X
ejpam-633	61	11	t}by	t}by	PROPN
ejpam-633	61	12	determining	determine	VERB
ejpam-633	61	13	the	the	DET
ejpam-633	61	14	order	order	NOUN
ejpam-633	61	15	of	of	ADP
ejpam-633	61	16	differencing	differencing	NOUN
ejpam-633	61	17	d	d	PROPN
ejpam-633	61	18	,	,	PUNCT
ejpam-633	61	19	where	where	SCONJ
ejpam-633	61	20	d	d	NOUN
ejpam-633	61	21	=	=	SYM
ejpam-633	61	22	0,1,2	0,1,2	NUM
ejpam-633	61	23	,	,	PUNCT
ejpam-633	61	24	.	.	PUNCT
ejpam-633	61	25	.	.	PUNCT
ejpam-633	61	26	.	.	PUNCT
ejpam-633	62	1	according	accord	VERB
ejpam-633	62	2	to	to	ADP
ejpam-633	62	3	the	the	DET
ejpam-633	62	4	kpss	kpss	PROPN
ejpam-633	62	5	test	test	NOUN
ejpam-633	62	6	,	,	PUNCT
ejpam-633	62	7	until	until	SCONJ
ejpam-633	62	8	we	we	PRON
ejpam-633	62	9	achieve	achieve	VERB
ejpam-633	62	10	stationarity	stationarity	NOUN
ejpam-633	62	11	.	.	PUNCT
ejpam-633	63	1	3	3	X
ejpam-633	63	2	.	.	X
ejpam-633	63	3	deciding	decide	VERB
ejpam-633	63	4	the	the	DET
ejpam-633	63	5	order	order	NOUN
ejpam-633	63	6	m	m	NOUN
ejpam-633	63	7	of	of	ADP
ejpam-633	63	8	process	process	NOUN
ejpam-633	63	9	.	.	PUNCT
ejpam-633	64	1	for	for	ADP
ejpam-633	64	2	our	our	PRON
ejpam-633	64	3	case	case	NOUN
ejpam-633	64	4	,	,	PUNCT
ejpam-633	64	5	we	we	PRON
ejpam-633	64	6	let	let	VERB
ejpam-633	64	7	m	m	VERB
ejpam-633	64	8	=	=	NOUN
ejpam-633	64	9	5	5	NUM
ejpam-633	64	10	where	where	SCONJ
ejpam-633	64	11	p+	p+	VERB
ejpam-633	64	12	q	q	NOUN
ejpam-633	64	13	=	=	PUNCT
ejpam-633	64	14	m.	m.	NOUN
ejpam-633	64	15	c.	c.	PROPN
ejpam-633	64	16	tsokos	tsokos	PROPN
ejpam-633	64	17	/	/	SYM
ejpam-633	64	18	eur	eur	PROPN
ejpam-633	64	19	.	.	PUNCT
ejpam-633	65	1	j.	j.	PROPN
ejpam-633	65	2	pure	pure	PROPN
ejpam-633	65	3	appl	appl	PROPN
ejpam-633	65	4	.	.	PROPN
ejpam-633	65	5	math	math	PROPN
ejpam-633	65	6	,	,	PUNCT
ejpam-633	65	7	3	3	NUM
ejpam-633	65	8	(	(	PUNCT
ejpam-633	65	9	2010	2010	NUM
ejpam-633	65	10	)	)	PUNCT
ejpam-633	65	11	,	,	PUNCT
ejpam-633	65	12	406	406	NUM
ejpam-633	65	13	-	-	SYM
ejpam-633	65	14	416	416	NUM
ejpam-633	65	15	409	409	NUM
ejpam-633	65	16	4	4	NUM
ejpam-633	65	17	.	.	PUNCT
ejpam-633	66	1	after	after	SCONJ
ejpam-633	66	2	(	(	PUNCT
ejpam-633	66	3	d	d	INTJ
ejpam-633	66	4	,	,	PUNCT
ejpam-633	66	5	m	m	VERB
ejpam-633	66	6	)	)	PUNCT
ejpam-633	66	7	has	have	AUX
ejpam-633	66	8	been	be	AUX
ejpam-633	66	9	selected	select	VERB
ejpam-633	66	10	,	,	PUNCT
ejpam-633	66	11	listing	list	VERB
ejpam-633	66	12	all	all	DET
ejpam-633	66	13	possible	possible	ADJ
ejpam-633	66	14	set	set	NOUN
ejpam-633	66	15	of	of	ADP
ejpam-633	66	16	(	(	PUNCT
ejpam-633	66	17	p	p	X
ejpam-633	66	18	,	,	PUNCT
ejpam-633	66	19	q	q	NOUN
ejpam-633	66	20	)	)	PUNCT
ejpam-633	66	21	for	for	ADP
ejpam-633	66	22	p+	p+	NOUN
ejpam-633	66	23	q	q	PROPN
ejpam-633	66	24	≤	≤	ADJ
ejpam-633	66	25	m.	m.	NOUN
ejpam-633	66	26	5	5	NUM
ejpam-633	66	27	.	.	PUNCT
ejpam-633	67	1	for	for	ADP
ejpam-633	67	2	each	each	DET
ejpam-633	67	3	set	set	NOUN
ejpam-633	67	4	of	of	ADP
ejpam-633	67	5	(	(	PUNCT
ejpam-633	67	6	p	p	X
ejpam-633	67	7	,	,	PUNCT
ejpam-633	67	8	q	q	NOUN
ejpam-633	67	9	)	)	PUNCT
ejpam-633	67	10	,	,	PUNCT
ejpam-633	67	11	estimating	estimate	VERB
ejpam-633	67	12	the	the	DET
ejpam-633	67	13	parameters	parameter	NOUN
ejpam-633	67	14	of	of	ADP
ejpam-633	67	15	each	each	DET
ejpam-633	67	16	model	model	NOUN
ejpam-633	67	17	,	,	PUNCT
ejpam-633	67	18	that	that	ADV
ejpam-633	67	19	is	is	ADV
ejpam-633	67	20	,	,	PUNCT
ejpam-633	67	21	φ1,φ2	φ1,φ2	PROPN
ejpam-633	67	22	,	,	PUNCT
ejpam-633	67	23	...	...	PUNCT
ejpam-633	67	24	φp	φp	ADP
ejpam-633	67	25	,	,	PUNCT
ejpam-633	67	26	θ1,θ2	θ1,θ2	PROPN
ejpam-633	67	27	,	,	PUNCT
ejpam-633	67	28	...	...	PUNCT
ejpam-633	67	29	,	,	PUNCT
ejpam-633	67	30	θq	θq	INTJ
ejpam-633	67	31	.	.	PUNCT
ejpam-633	68	1	6	6	X
ejpam-633	68	2	.	.	X
ejpam-633	68	3	compute	compute	VERB
ejpam-633	68	4	the	the	DET
ejpam-633	68	5	aic	aic	PROPN
ejpam-633	68	6	for	for	ADP
ejpam-633	68	7	each	each	DET
ejpam-633	68	8	model	model	NOUN
ejpam-633	68	9	,	,	PUNCT
ejpam-633	68	10	and	and	CCONJ
ejpam-633	68	11	choose	choose	VERB
ejpam-633	68	12	one	one	NUM
ejpam-633	68	13	with	with	ADP
ejpam-633	68	14	the	the	DET
ejpam-633	68	15	smallest	small	ADJ
ejpam-633	68	16	aic	aic	PROPN
ejpam-633	68	17	.	.	PUNCT
ejpam-633	69	1	7	7	X
ejpam-633	69	2	.	.	X
ejpam-633	69	3	solve	solve	VERB
ejpam-633	69	4	the	the	DET
ejpam-633	69	5	estimates	estimate	NOUN
ejpam-633	69	6	of	of	ADP
ejpam-633	69	7	original	original	ADJ
ejpam-633	69	8	time	time	NOUN
ejpam-633	69	9	series	series	NOUN
ejpam-633	69	10	by	by	ADP
ejpam-633	69	11	using	use	VERB
ejpam-633	69	12	(	(	PUNCT
ejpam-633	69	13	2	2	NUM
ejpam-633	69	14	)	)	PUNCT
ejpam-633	69	15	.	.	PUNCT
ejpam-633	70	1	we	we	PRON
ejpam-633	70	2	shall	shall	AUX
ejpam-633	70	3	illustrate	illustrate	VERB
ejpam-633	70	4	the	the	DET
ejpam-633	70	5	subject	subject	NOUN
ejpam-633	70	6	model	model	NOUN
ejpam-633	70	7	using	use	VERB
ejpam-633	70	8	the	the	DET
ejpam-633	70	9	following	follow	VERB
ejpam-633	70	10	application	application	NOUN
ejpam-633	70	11	.	.	PUNCT
ejpam-633	71	1	we	we	PRON
ejpam-633	71	2	consider	consider	VERB
ejpam-633	71	3	the	the	DET
ejpam-633	71	4	actual	actual	ADJ
ejpam-633	71	5	daily	daily	ADJ
ejpam-633	71	6	closing	closing	NOUN
ejpam-633	71	7	price	price	NOUN
ejpam-633	71	8	of	of	ADP
ejpam-633	71	9	a	a	DET
ejpam-633	71	10	stock	stock	NOUN
ejpam-633	71	11	a	a	ADP
ejpam-633	71	12	,	,	PUNCT
ejpam-633	71	13	from	from	ADP
ejpam-633	71	14	the	the	DET
ejpam-633	71	15	new	new	PROPN
ejpam-633	71	16	york	york	PROPN
ejpam-633	71	17	stock	stock	PROPN
ejpam-633	71	18	exchange	exchange	PROPN
ejpam-633	71	19	for	for	ADP
ejpam-633	71	20	500	500	NUM
ejpam-633	71	21	days	day	NOUN
ejpam-633	71	22	.	.	PUNCT
ejpam-633	72	1	the	the	DET
ejpam-633	72	2	actual	actual	ADJ
ejpam-633	72	3	data	datum	NOUN
ejpam-633	72	4	is	be	AUX
ejpam-633	72	5	shown	show	VERB
ejpam-633	72	6	by	by	ADP
ejpam-633	72	7	figure	figure	NOUN
ejpam-633	72	8	1	1	NUM
ejpam-633	72	9	below	below	ADV
ejpam-633	72	10	.	.	PUNCT
ejpam-633	73	1	figure	figure	VERB
ejpam-633	73	2	1	1	NUM
ejpam-633	73	3	:	:	PUNCT
ejpam-633	73	4	daily	daily	ADJ
ejpam-633	73	5	closing	close	VERB
ejpam-633	73	6	pri	pri	NOUN
ejpam-633	73	7	e	e	NOUN
ejpam-633	73	8	for	for	ADP
ejpam-633	73	9	sto	sto	PROPN
ejpam-633	73	10	k	k	PROPN
ejpam-633	73	11	a.	a.	NOUN
ejpam-633	73	12	given	give	VERB
ejpam-633	73	13	{	{	PUNCT
ejpam-633	73	14	x	x	PROPN
ejpam-633	73	15	t	t	PROPN
ejpam-633	73	16	}	}	PUNCT
ejpam-633	73	17	,	,	PUNCT
ejpam-633	73	18	n	n	NOUN
ejpam-633	73	19	=	=	SYM
ejpam-633	73	20	500	500	NUM
ejpam-633	73	21	observations	observation	NOUN
ejpam-633	73	22	,	,	PUNCT
ejpam-633	73	23	we	we	PRON
ejpam-633	73	24	generate	generate	VERB
ejpam-633	73	25	a	a	DET
ejpam-633	73	26	new	new	ADJ
ejpam-633	73	27	3	3	NUM
ejpam-633	73	28	-	-	PUNCT
ejpam-633	73	29	day	day	NOUN
ejpam-633	73	30	moving	move	VERB
ejpam-633	73	31	average	average	ADJ
ejpam-633	73	32	time	time	NOUN
ejpam-633	73	33	series	series	PROPN
ejpam-633	73	34	{	{	PUNCT
ejpam-633	73	35	yt	yt	PROPN
ejpam-633	73	36	}	}	PUNCT
ejpam-633	73	37	,	,	PUNCT
ejpam-633	73	38	using	use	VERB
ejpam-633	73	39	(	(	PUNCT
ejpam-633	73	40	1	1	NUM
ejpam-633	73	41	)	)	PUNCT
ejpam-633	73	42	.	.	PUNCT
ejpam-633	74	1	following	follow	VERB
ejpam-633	74	2	the	the	DET
ejpam-633	74	3	nine	nine	NUM
ejpam-633	74	4	step	step	NOUN
ejpam-633	74	5	procedure	procedure	NOUN
ejpam-633	74	6	,	,	PUNCT
ejpam-633	74	7	we	we	PRON
ejpam-633	74	8	have	have	AUX
ejpam-633	74	9	identified	identify	VERB
ejpam-633	74	10	the	the	DET
ejpam-633	74	11	best	good	ADJ
ejpam-633	74	12	model	model	NOUN
ejpam-633	74	13	that	that	PRON
ejpam-633	74	14	characterizes	characterize	VERB
ejpam-633	74	15	the	the	DET
ejpam-633	74	16	behavior	behavior	NOUN
ejpam-633	74	17	of	of	ADP
ejpam-633	74	18	the	the	DET
ejpam-633	74	19	new	new	ADJ
ejpam-633	74	20	time	time	NOUN
ejpam-633	74	21	series	series	PROPN
ejpam-633	74	22	{	{	PUNCT
ejpam-633	74	23	yt	yt	PROPN
ejpam-633	74	24	}	}	PUNCT
ejpam-633	74	25	,	,	PUNCT
ejpam-633	74	26	to	to	PART
ejpam-633	74	27	be	be	AUX
ejpam-633	74	28	a	a	DET
ejpam-633	74	29	combination	combination	NOUN
ejpam-633	74	30	of	of	ADP
ejpam-633	74	31	a	a	DET
ejpam-633	74	32	second	second	ADJ
ejpam-633	74	33	order	order	NOUN
ejpam-633	74	34	autoregressive	autoregressive	ADJ
ejpam-633	74	35	process	process	NOUN
ejpam-633	74	36	with	with	ADP
ejpam-633	74	37	a	a	DET
ejpam-633	74	38	third	third	ADJ
ejpam-633	74	39	order	order	NOUN
ejpam-633	74	40	moving	move	VERB
ejpam-633	74	41	average	average	ADJ
ejpam-633	74	42	process	process	NOUN
ejpam-633	74	43	that	that	PRON
ejpam-633	74	44	required	require	VERB
ejpam-633	74	45	a	a	DET
ejpam-633	74	46	first	first	ADJ
ejpam-633	74	47	order	order	NOUN
ejpam-633	74	48	differencing	difference	VERB
ejpam-633	74	49	filter	filter	NOUN
ejpam-633	74	50	.	.	PUNCT
ejpam-633	75	1	that	that	PRON
ejpam-633	75	2	is	be	AUX
ejpam-633	75	3	,	,	PUNCT
ejpam-633	75	4	arima	arima	PROPN
ejpam-633	75	5	(	(	PUNCT
ejpam-633	75	6	2,1,3	2,1,3	NUM
ejpam-633	75	7	)	)	PUNCT
ejpam-633	75	8	.	.	PUNCT
ejpam-633	76	1	the	the	DET
ejpam-633	76	2	resulting	result	VERB
ejpam-633	76	3	model	model	NOUN
ejpam-633	76	4	is	be	AUX
ejpam-633	76	5	given	give	VERB
ejpam-633	76	6	by	by	ADP
ejpam-633	76	7	(	(	PUNCT
ejpam-633	76	8	1−	1−	NUM
ejpam-633	76	9	.8961b−	.8961b−	X
ejpam-633	76	10	.0605b2)(1−	.0605b2)(1−	PUNCT
ejpam-633	77	1	b)yt	b)yt	ADJ
ejpam-633	77	2	=	=	PUNCT
ejpam-633	77	3	(	(	PUNCT
ejpam-633	77	4	1	1	NUM
ejpam-633	77	5	+	+	NUM
ejpam-633	77	6	.0056b−	.0056b−	SYM
ejpam-633	77	7	.0056b2−	.0056b2−	PROPN
ejpam-633	77	8	b3)ǫt	b3)ǫt	PROPN
ejpam-633	77	9	.	.	PUNCT
ejpam-633	78	1	expanding	expand	VERB
ejpam-633	78	2	the	the	DET
ejpam-633	78	3	autoregressive	autoregressive	ADJ
ejpam-633	78	4	operator	operator	NOUN
ejpam-633	78	5	and	and	CCONJ
ejpam-633	78	6	the	the	DET
ejpam-633	78	7	first	first	ADJ
ejpam-633	78	8	differencing	difference	VERB
ejpam-633	78	9	filter	filter	NOUN
ejpam-633	78	10	,	,	PUNCT
ejpam-633	78	11	we	we	PRON
ejpam-633	78	12	have	have	VERB
ejpam-633	78	13	(	(	PUNCT
ejpam-633	78	14	1−	1−	NUM
ejpam-633	78	15	1.8961b+	1.8961b+	NUM
ejpam-633	78	16	.8536b2	.8536b2	NOUN
ejpam-633	79	1	+	+	ADJ
ejpam-633	79	2	.0605b3)yt	.0605b3)yt	NOUN
ejpam-633	79	3	=	=	X
ejpam-633	79	4	(	(	PUNCT
ejpam-633	79	5	1	1	NUM
ejpam-633	79	6	+	+	NUM
ejpam-633	79	7	.0056b−	.0056b−	X
ejpam-633	79	8	.0056b2	.0056b2	ADP
ejpam-633	80	1	−	−	PROPN
ejpam-633	80	2	b3)ǫt	b3)ǫt	PROPN
ejpam-633	80	3	.	.	PUNCT
ejpam-633	81	1	the	the	DET
ejpam-633	81	2	stationary	stationary	ADJ
ejpam-633	81	3	model	model	NOUN
ejpam-633	81	4	that	that	PRON
ejpam-633	81	5	estimated	estimate	VERB
ejpam-633	81	6	the	the	DET
ejpam-633	81	7	new	new	ADJ
ejpam-633	81	8	time	time	NOUN
ejpam-633	81	9	series	series	NOUN
ejpam-633	81	10	,	,	PUNCT
ejpam-633	81	11	{	{	PUNCT
ejpam-633	81	12	yt	yt	NOUN
ejpam-633	81	13	}	}	PUNCT
ejpam-633	81	14	,	,	PUNCT
ejpam-633	81	15	can	can	AUX
ejpam-633	81	16	be	be	AUX
ejpam-633	81	17	written	write	VERB
ejpam-633	81	18	as	as	ADP
ejpam-633	81	19	ŷt	ŷt	PROPN
ejpam-633	81	20	=	=	PROPN
ejpam-633	82	1	1.8961yt−1−	1.8961yt−1−	NUM
ejpam-633	82	2	.8356yt−2−	.8356yt−2−	PUNCT
ejpam-633	82	3	.0605yt−3	.0605yt−3	PROPN
ejpam-633	83	1	+	+	NUM
ejpam-633	83	2	.0056ǫt−1−	.0056ǫt−1−	PUNCT
ejpam-633	84	1	.0056ǫt−2−	.0056ǫt−2−	PUNCT
ejpam-633	84	2	ǫt−3	ǫt−3	NOUN
ejpam-633	84	3	.	.	PUNCT
ejpam-633	85	1	c.	c.	PROPN
ejpam-633	85	2	tsokos	tsokos	PROPN
ejpam-633	85	3	/	/	SYM
ejpam-633	85	4	eur	eur	PROPN
ejpam-633	85	5	.	.	PUNCT
ejpam-633	86	1	j.	j.	PROPN
ejpam-633	86	2	pure	pure	PROPN
ejpam-633	86	3	appl	appl	PROPN
ejpam-633	86	4	.	.	PROPN
ejpam-633	86	5	math	math	PROPN
ejpam-633	86	6	,	,	PUNCT
ejpam-633	86	7	3	3	NUM
ejpam-633	86	8	(	(	PUNCT
ejpam-633	86	9	2010	2010	NUM
ejpam-633	86	10	)	)	PUNCT
ejpam-633	86	11	,	,	PUNCT
ejpam-633	86	12	406	406	NUM
ejpam-633	86	13	-	-	SYM
ejpam-633	86	14	416	416	NUM
ejpam-633	86	15	410	410	NUM
ejpam-633	86	16	figure	figure	NOUN
ejpam-633	86	17	2	2	NUM
ejpam-633	86	18	:	:	PUNCT
ejpam-633	86	19	comparison	comparison	NOUN
ejpam-633	86	20	of	of	ADP
ejpam-633	86	21	3	3	NUM
ejpam-633	86	22	-	-	PUNCT
ejpam-633	86	23	day	day	NOUN
ejpam-633	86	24	moving	move	VERB
ejpam-633	86	25	average	average	ADJ
ejpam-633	86	26	model	model	NOUN
ejpam-633	86	27	and	and	CCONJ
ejpam-633	86	28	the	the	DET
ejpam-633	86	29	new	new	ADJ
ejpam-633	86	30	time	time	NOUN
ejpam-633	86	31	series	series	PROPN
ejpam-633	86	32	.	.	PUNCT
ejpam-633	87	1	thus	thus	ADV
ejpam-633	87	2	,	,	PUNCT
ejpam-633	87	3	for	for	ADP
ejpam-633	87	4	an	an	DET
ejpam-633	87	5	estimating	estimate	VERB
ejpam-633	87	6	value	value	NOUN
ejpam-633	87	7	of	of	ADP
ejpam-633	87	8	yt	yt	NOUN
ejpam-633	87	9	we	we	PRON
ejpam-633	87	10	can	can	AUX
ejpam-633	87	11	obtain	obtain	VERB
ejpam-633	87	12	an	an	DET
ejpam-633	87	13	estimate	estimate	NOUN
ejpam-633	87	14	of	of	ADP
ejpam-633	87	15	the	the	DET
ejpam-633	87	16	original	original	ADJ
ejpam-633	87	17	time	time	NOUN
ejpam-633	87	18	series	series	NOUN
ejpam-633	87	19	x	x	PROPN
ejpam-633	87	20	t	t	PROPN
ejpam-633	87	21	using	use	VERB
ejpam-633	87	22	(	(	PUNCT
ejpam-633	87	23	2	2	NUM
ejpam-633	87	24	)	)	PUNCT
ejpam-633	87	25	.	.	PUNCT
ejpam-633	88	1	a	a	DET
ejpam-633	88	2	graphical	graphical	ADJ
ejpam-633	88	3	comparison	comparison	NOUN
ejpam-633	88	4	of	of	ADP
ejpam-633	88	5	the	the	DET
ejpam-633	88	6	original	original	ADJ
ejpam-633	88	7	time	time	NOUN
ejpam-633	88	8	series	series	NOUN
ejpam-633	88	9	with	with	ADP
ejpam-633	88	10	that	that	PRON
ejpam-633	88	11	of	of	ADP
ejpam-633	88	12	the	the	DET
ejpam-633	88	13	3	3	NUM
ejpam-633	88	14	-	-	PUNCT
ejpam-633	88	15	day	day	NOUN
ejpam-633	88	16	moving	move	VERB
ejpam-633	88	17	average	average	ADJ
ejpam-633	88	18	model	model	NOUN
ejpam-633	88	19	is	be	AUX
ejpam-633	88	20	shown	show	VERB
ejpam-633	88	21	by	by	ADP
ejpam-633	88	22	figure	figure	NOUN
ejpam-633	88	23	2	2	NUM
ejpam-633	88	24	.	.	PUNCT
ejpam-633	89	1	the	the	DET
ejpam-633	89	2	proposed	propose	VERB
ejpam-633	89	3	estimated	estimate	VERB
ejpam-633	89	4	model	model	NOUN
ejpam-633	89	5	is	be	AUX
ejpam-633	89	6	quite	quite	ADV
ejpam-633	89	7	close	close	ADJ
ejpam-633	89	8	to	to	ADP
ejpam-633	89	9	the	the	DET
ejpam-633	89	10	original	original	ADJ
ejpam-633	89	11	time	time	NOUN
ejpam-633	89	12	series	series	NOUN
ejpam-633	89	13	.	.	PUNCT
ejpam-633	90	1	the	the	DET
ejpam-633	90	2	residual	residual	ADJ
ejpam-633	90	3	analysis	analysis	NOUN
ejpam-633	90	4	supports	support	VERB
ejpam-633	90	5	the	the	DET
ejpam-633	90	6	visual	visual	ADJ
ejpam-633	90	7	comparison	comparison	NOUN
ejpam-633	90	8	.	.	PUNCT
ejpam-633	91	1	that	that	PRON
ejpam-633	91	2	is	be	AUX
ejpam-633	91	3	,	,	PUNCT
ejpam-633	91	4	the	the	DET
ejpam-633	91	5	average	average	ADJ
ejpam-633	91	6	sample	sample	NOUN
ejpam-633	91	7	residual	residual	ADJ
ejpam-633	91	8	estimate	estimate	NOUN
ejpam-633	91	9	is	be	AUX
ejpam-633	91	10	r̄	r̄	NOUN
ejpam-633	91	11	=	=	NOUN
ejpam-633	91	12	0.010	0.010	NUM
ejpam-633	91	13	,	,	PUNCT
ejpam-633	91	14	with	with	ADP
ejpam-633	91	15	a	a	DET
ejpam-633	91	16	standard	standard	ADJ
ejpam-633	91	17	error	error	NOUN
ejpam-633	91	18	of	of	ADP
ejpam-633	91	19	the	the	DET
ejpam-633	91	20	residuals	residual	NOUN
ejpam-633	91	21	of	of	ADP
ejpam-633	91	22	0.017	0.017	NUM
ejpam-633	91	23	.	.	PUNCT
ejpam-633	92	1	thus	thus	ADV
ejpam-633	92	2	,	,	PUNCT
ejpam-633	92	3	having	have	VERB
ejpam-633	92	4	estimates	estimate	NOUN
ejpam-633	92	5	of	of	ADP
ejpam-633	92	6	{	{	PUNCT
ejpam-633	92	7	yt	yt	NOUN
ejpam-633	92	8	}	}	PUNCT
ejpam-633	92	9	we	we	PRON
ejpam-633	92	10	can	can	AUX
ejpam-633	92	11	obtain	obtain	VERB
ejpam-633	92	12	estimates	estimate	NOUN
ejpam-633	92	13	of	of	ADP
ejpam-633	92	14	the	the	DET
ejpam-633	92	15	original{x	original{x	PROPN
ejpam-633	92	16	t	t	PROPN
ejpam-633	92	17	}	}	PUNCT
ejpam-633	92	18	using	use	VERB
ejpam-633	92	19	the	the	DET
ejpam-633	92	20	defined	define	VERB
ejpam-633	92	21	functional	functional	ADJ
ejpam-633	92	22	forms	form	NOUN
ejpam-633	92	23	given	give	VERB
ejpam-633	92	24	by	by	ADP
ejpam-633	92	25	expression	expression	NOUN
ejpam-633	92	26	(	(	PUNCT
ejpam-633	92	27	2	2	NUM
ejpam-633	92	28	)	)	PUNCT
ejpam-633	92	29	.	.	PUNCT
ejpam-633	93	1	these	these	DET
ejpam-633	93	2	results	result	NOUN
ejpam-633	93	3	will	will	AUX
ejpam-633	93	4	also	also	ADV
ejpam-633	93	5	be	be	AUX
ejpam-633	93	6	compared	compare	VERB
ejpam-633	93	7	with	with	ADP
ejpam-633	93	8	the	the	DET
ejpam-633	93	9	classical	classical	ADJ
ejpam-633	93	10	arima	arima	NOUN
ejpam-633	93	11	forecasting	forecasting	NOUN
ejpam-633	93	12	model	model	NOUN
ejpam-633	93	13	.	.	PUNCT
ejpam-633	94	1	4	4	X
ejpam-633	94	2	.	.	X
ejpam-633	94	3	the	the	DET
ejpam-633	94	4	k−	k−	PROPN
ejpam-633	94	5	th	th	PROPN
ejpam-633	94	6	weighted	weight	VERB
ejpam-633	94	7	moving	move	VERB
ejpam-633	94	8	average	average	ADJ
ejpam-633	94	9	time	time	NOUN
ejpam-633	94	10	series	series	PROPN
ejpam-633	94	11	model	model	VERB
ejpam-633	94	12	the	the	DET
ejpam-633	94	13	k	k	PROPN
ejpam-633	94	14	−	−	PROPN
ejpam-633	94	15	th	th	X
ejpam-633	94	16	weighted	weight	VERB
ejpam-633	94	17	moving	move	VERB
ejpam-633	94	18	average	average	ADJ
ejpam-633	94	19	process	process	NOUN
ejpam-633	94	20	is	be	AUX
ejpam-633	94	21	also	also	ADV
ejpam-633	94	22	a	a	DET
ejpam-633	94	23	good	good	ADJ
ejpam-633	94	24	smoothing	smoothing	NOUN
ejpam-633	94	25	procedure	procedure	NOUN
ejpam-633	94	26	.	.	PUNCT
ejpam-633	95	1	the	the	DET
ejpam-633	95	2	structure	structure	NOUN
ejpam-633	95	3	of	of	ADP
ejpam-633	95	4	it	it	PRON
ejpam-633	95	5	is	be	AUX
ejpam-633	95	6	slightly	slightly	ADV
ejpam-633	95	7	different	different	ADJ
ejpam-633	95	8	from	from	ADP
ejpam-633	95	9	the	the	DET
ejpam-633	95	10	simple	simple	ADJ
ejpam-633	95	11	moving	move	VERB
ejpam-633	95	12	average	average	ADJ
ejpam-633	95	13	process	process	NOUN
ejpam-633	95	14	.	.	PUNCT
ejpam-633	96	1	it	it	PRON
ejpam-633	96	2	puts	put	VERB
ejpam-633	96	3	more	more	ADJ
ejpam-633	96	4	weight	weight	NOUN
ejpam-633	96	5	on	on	ADP
ejpam-633	96	6	the	the	DET
ejpam-633	96	7	most	most	ADV
ejpam-633	96	8	recent	recent	ADJ
ejpam-633	96	9	observation	observation	NOUN
ejpam-633	96	10	,	,	PUNCT
ejpam-633	96	11	and	and	CCONJ
ejpam-633	96	12	the	the	DET
ejpam-633	96	13	weight	weight	NOUN
ejpam-633	96	14	consistently	consistently	ADV
ejpam-633	96	15	decreases	decrease	VERB
ejpam-633	96	16	up	up	ADP
ejpam-633	96	17	to	to	ADP
ejpam-633	96	18	the	the	DET
ejpam-633	96	19	initial	initial	ADJ
ejpam-633	96	20	observation	observation	NOUN
ejpam-633	96	21	.	.	PUNCT
ejpam-633	97	1	also	also	ADV
ejpam-633	97	2	,	,	PUNCT
ejpam-633	97	3	it	it	PRON
ejpam-633	97	4	captures	capture	VERB
ejpam-633	97	5	the	the	DET
ejpam-633	97	6	original	original	ADJ
ejpam-633	97	7	realized	realize	VERB
ejpam-633	97	8	series	series	NOUN
ejpam-633	97	9	better	well	ADJ
ejpam-633	97	10	than	than	ADP
ejpam-633	97	11	the	the	DET
ejpam-633	97	12	moving	move	VERB
ejpam-633	97	13	average	average	ADJ
ejpam-633	97	14	process	process	NOUN
ejpam-633	97	15	.	.	PUNCT
ejpam-633	98	1	the	the	DET
ejpam-633	98	2	subject	subject	NOUN
ejpam-633	98	3	model	model	NOUN
ejpam-633	98	4	supports	support	VERB
ejpam-633	98	5	the	the	DET
ejpam-633	98	6	fact	fact	NOUN
ejpam-633	98	7	that	that	SCONJ
ejpam-633	98	8	the	the	DET
ejpam-633	98	9	recent	recent	ADJ
ejpam-633	98	10	observations	observation	NOUN
ejpam-633	98	11	should	should	AUX
ejpam-633	98	12	weigh	weigh	VERB
ejpam-633	98	13	more	more	ADJ
ejpam-633	98	14	than	than	ADP
ejpam-633	98	15	the	the	DET
ejpam-633	98	16	initial	initial	ADJ
ejpam-633	98	17	ones	one	NOUN
ejpam-633	98	18	.	.	PUNCT
ejpam-633	99	1	the	the	DET
ejpam-633	99	2	k−	k−	PROPN
ejpam-633	99	3	th	th	X
ejpam-633	99	4	moving	move	VERB
ejpam-633	99	5	average	average	ADJ
ejpam-633	99	6	process	process	NOUN
ejpam-633	99	7	of	of	ADP
ejpam-633	99	8	a	a	DET
ejpam-633	99	9	given	give	VERB
ejpam-633	99	10	time	time	NOUN
ejpam-633	99	11	series	series	NOUN
ejpam-633	99	12	{	{	PUNCT
ejpam-633	99	13	x	x	PROPN
ejpam-633	99	14	t	t	PROPN
ejpam-633	99	15	}	}	PUNCT
ejpam-633	99	16	is	be	AUX
ejpam-633	99	17	defined	define	VERB
ejpam-633	99	18	as	as	SCONJ
ejpam-633	99	19	follows	follow	VERB
ejpam-633	99	20	,	,	PUNCT
ejpam-633	99	21	zt	zt	PROPN
ejpam-633	99	22	=	=	SYM
ejpam-633	99	23	1	1	NUM
ejpam-633	99	24	(	(	PUNCT
ejpam-633	99	25	1	1	NUM
ejpam-633	99	26	+	+	NUM
ejpam-633	99	27	k)k/2	k)k/2	ADJ
ejpam-633	99	28	k−1∑	k−1∑	PROPN
ejpam-633	99	29	j=0	j=0	PROPN
ejpam-633	99	30	(	(	PUNCT
ejpam-633	99	31	j+	j+	NUM
ejpam-633	99	32	1)x	1)x	NUM
ejpam-633	99	33	t−k+1	t−k+1	ADP
ejpam-633	99	34	+	+	PROPN
ejpam-633	99	35	j	j	PROPN
ejpam-633	99	36	(	(	PUNCT
ejpam-633	99	37	3	3	NUM
ejpam-633	99	38	)	)	PUNCT
ejpam-633	99	39	where	where	SCONJ
ejpam-633	99	40	t	t	NOUN
ejpam-633	99	41	=	=	SYM
ejpam-633	99	42	k	k	PROPN
ejpam-633	99	43	,	,	PUNCT
ejpam-633	99	44	k+1	k+1	NOUN
ejpam-633	99	45	,	,	PUNCT
ejpam-633	99	46	.	.	PUNCT
ejpam-633	99	47	.	.	PUNCT
ejpam-633	100	1	.	.	PUNCT
ejpam-633	101	1	,	,	PUNCT
ejpam-633	101	2	n.	n.	NOUN
ejpam-633	101	3	similar	similar	ADJ
ejpam-633	101	4	to	to	ADP
ejpam-633	101	5	the	the	DET
ejpam-633	101	6	moving	move	VERB
ejpam-633	101	7	average	average	ADJ
ejpam-633	101	8	process	process	NOUN
ejpam-633	101	9	,	,	PUNCT
ejpam-633	101	10	as	as	SCONJ
ejpam-633	101	11	k	k	PROPN
ejpam-633	101	12	increases	increase	NOUN
ejpam-633	101	13	,	,	PUNCT
ejpam-633	101	14	the	the	DET
ejpam-633	101	15	number	number	NOUN
ejpam-633	101	16	of	of	ADP
ejpam-633	101	17	realization	realization	NOUN
ejpam-633	101	18	of	of	ADP
ejpam-633	101	19	the	the	DET
ejpam-633	101	20	series	series	NOUN
ejpam-633	101	21	{	{	PUNCT
ejpam-633	101	22	zt	zt	PROPN
ejpam-633	101	23	}	}	PUNCT
ejpam-633	101	24	decreases	decrease	VERB
ejpam-633	101	25	,	,	PUNCT
ejpam-633	101	26	as	as	ADP
ejpam-633	101	27	k→	k→	X
ejpam-633	101	28	n.	n.	NOUN
ejpam-633	101	29	from	from	ADP
ejpam-633	101	30	(	(	PUNCT
ejpam-633	101	31	3	3	X
ejpam-633	101	32	)	)	PUNCT
ejpam-633	101	33	the	the	DET
ejpam-633	101	34	new	new	ADJ
ejpam-633	101	35	time	time	NOUN
ejpam-633	101	36	series	series	PROPN
ejpam-633	101	37	{	{	PUNCT
ejpam-633	101	38	zt	zt	PROPN
ejpam-633	101	39	}	}	PUNCT
ejpam-633	101	40	becomes	become	VERB
ejpam-633	101	41	zt	zt	PROPN
ejpam-633	101	42	=	=	SYM
ejpam-633	101	43	1	1	NUM
ejpam-633	101	44	(	(	PUNCT
ejpam-633	101	45	1	1	NUM
ejpam-633	102	1	+	+	NUM
ejpam-633	102	2	n)n/2	n)n/2	X
ejpam-633	102	3	k−1∑	k−1∑	PROPN
ejpam-633	102	4	j=0	j=0	PROPN
ejpam-633	102	5	j	j	PROPN
ejpam-633	102	6	x	x	X
ejpam-633	102	7	j.	j.	PROPN
ejpam-633	102	8	(	(	PUNCT
ejpam-633	102	9	4	4	NUM
ejpam-633	102	10	)	)	PUNCT
ejpam-633	102	11	c.	c.	NOUN
ejpam-633	102	12	tsokos	tsokos	PROPN
ejpam-633	102	13	/	/	SYM
ejpam-633	102	14	eur	eur	PROPN
ejpam-633	102	15	.	.	PUNCT
ejpam-633	103	1	j.	j.	PROPN
ejpam-633	103	2	pure	pure	PROPN
ejpam-633	103	3	appl	appl	PROPN
ejpam-633	103	4	.	.	PROPN
ejpam-633	103	5	math	math	PROPN
ejpam-633	103	6	,	,	PUNCT
ejpam-633	103	7	3	3	NUM
ejpam-633	103	8	(	(	PUNCT
ejpam-633	103	9	2010	2010	NUM
ejpam-633	103	10	)	)	PUNCT
ejpam-633	103	11	,	,	PUNCT
ejpam-633	103	12	406	406	NUM
ejpam-633	103	13	-	-	SYM
ejpam-633	103	14	416	416	NUM
ejpam-633	103	15	411	411	NUM
ejpam-633	103	16	for	for	ADP
ejpam-633	103	17	a	a	DET
ejpam-633	103	18	small	small	ADJ
ejpam-633	103	19	k	k	NOUN
ejpam-633	103	20	,	,	PUNCT
ejpam-633	103	21	we	we	PRON
ejpam-633	103	22	can	can	AUX
ejpam-633	103	23	smooth	smooth	VERB
ejpam-633	103	24	the	the	DET
ejpam-633	103	25	edges	edge	NOUN
ejpam-633	103	26	of	of	ADP
ejpam-633	103	27	the	the	DET
ejpam-633	103	28	time	time	NOUN
ejpam-633	103	29	series	series	NOUN
ejpam-633	103	30	,	,	PUNCT
ejpam-633	103	31	and	and	CCONJ
ejpam-633	103	32	the	the	DET
ejpam-633	103	33	new	new	ADJ
ejpam-633	103	34	realization	realization	NOUN
ejpam-633	103	35	{	{	PUNCT
ejpam-633	103	36	zt	zt	PROPN
ejpam-633	103	37	}	}	PUNCT
ejpam-633	103	38	is	be	AUX
ejpam-633	103	39	closer	close	ADJ
ejpam-633	103	40	to	to	ADP
ejpam-633	103	41	the	the	DET
ejpam-633	103	42	actual	actual	ADJ
ejpam-633	103	43	series{x	series{x	PROPN
ejpam-633	103	44	t	t	PROPN
ejpam-633	103	45	}	}	PUNCT
ejpam-633	103	46	.	.	PUNCT
ejpam-633	104	1	thus	thus	ADV
ejpam-633	104	2	,	,	PUNCT
ejpam-633	104	3	we	we	PRON
ejpam-633	104	4	proceed	proceed	VERB
ejpam-633	104	5	using	use	VERB
ejpam-633	104	6	(	(	PUNCT
ejpam-633	104	7	3	3	NUM
ejpam-633	104	8	)	)	PUNCT
ejpam-633	104	9	to	to	PART
ejpam-633	104	10	create	create	VERB
ejpam-633	104	11	the	the	DET
ejpam-633	104	12	new	new	ADJ
ejpam-633	104	13	time	time	NOUN
ejpam-633	104	14	series	series	PROPN
ejpam-633	104	15	{	{	PUNCT
ejpam-633	104	16	zt	zt	PROPN
ejpam-633	104	17	}	}	PUNCT
ejpam-633	104	18	,	,	PUNCT
ejpam-633	104	19	and	and	CCONJ
ejpam-633	104	20	we	we	PRON
ejpam-633	104	21	begin	begin	VERB
ejpam-633	104	22	the	the	DET
ejpam-633	104	23	process	process	NOUN
ejpam-633	104	24	of	of	ADP
ejpam-633	104	25	reducing	reduce	VERB
ejpam-633	104	26	the	the	DET
ejpam-633	104	27	nonstationary	nonstationary	ADJ
ejpam-633	104	28	time	time	NOUN
ejpam-633	104	29	series	series	NOUN
ejpam-633	104	30	to	to	PART
ejpam-633	104	31	stationary	stationary	VERB
ejpam-633	104	32	and	and	CCONJ
ejpam-633	104	33	develop	develop	VERB
ejpam-633	104	34	the	the	DET
ejpam-633	104	35	best	good	ADJ
ejpam-633	104	36	fit	fit	ADJ
ejpam-633	104	37	forecasting	forecasting	NOUN
ejpam-633	104	38	model	model	NOUN
ejpam-633	104	39	using	use	VERB
ejpam-633	104	40	the	the	DET
ejpam-633	104	41	same	same	ADJ
ejpam-633	104	42	criteria	criterion	NOUN
ejpam-633	104	43	as	as	ADP
ejpam-633	104	44	in	in	ADP
ejpam-633	104	45	the	the	DET
ejpam-633	104	46	previous	previous	ADJ
ejpam-633	104	47	proposed	propose	VERB
ejpam-633	104	48	model	model	NOUN
ejpam-633	104	49	.	.	PUNCT
ejpam-633	105	1	now	now	ADV
ejpam-633	105	2	,	,	PUNCT
ejpam-633	105	3	we	we	PRON
ejpam-633	105	4	begin	begin	VERB
ejpam-633	105	5	the	the	DET
ejpam-633	105	6	nine	nine	NUM
ejpam-633	105	7	step	step	NOUN
ejpam-633	105	8	procedure	procedure	NOUN
ejpam-633	105	9	we	we	PRON
ejpam-633	105	10	discussed	discuss	VERB
ejpam-633	105	11	for	for	ADP
ejpam-633	105	12	the	the	DET
ejpam-633	105	13	k−	k−	PROPN
ejpam-633	105	14	th	th	X
ejpam-633	105	15	moving	move	VERB
ejpam-633	105	16	average	average	ADJ
ejpam-633	105	17	model	model	NOUN
ejpam-633	105	18	to	to	PART
ejpam-633	105	19	obtain	obtain	VERB
ejpam-633	105	20	an	an	DET
ejpam-633	105	21	estimate	estimate	NOUN
ejpam-633	105	22	of	of	ADP
ejpam-633	105	23	the	the	DET
ejpam-633	105	24	present	present	ADJ
ejpam-633	105	25	model	model	NOUN
ejpam-633	105	26	.	.	PUNCT
ejpam-633	106	1	using	use	VERB
ejpam-633	106	2	the	the	DET
ejpam-633	106	3	developed	develop	VERB
ejpam-633	106	4	model	model	NOUN
ejpam-633	106	5	we	we	PRON
ejpam-633	106	6	can	can	AUX
ejpam-633	106	7	forecast	forecast	VERB
ejpam-633	106	8	values	value	NOUN
ejpam-633	106	9	of	of	ADP
ejpam-633	106	10	{	{	PUNCT
ejpam-633	106	11	zt	zt	PROPN
ejpam-633	106	12	}	}	PUNCT
ejpam-633	106	13	and	and	CCONJ
ejpam-633	106	14	proceed	proceed	VERB
ejpam-633	106	15	to	to	PART
ejpam-633	106	16	apply	apply	VERB
ejpam-633	106	17	the	the	DET
ejpam-633	106	18	backshift	backshift	NOUN
ejpam-633	106	19	operator	operator	NOUN
ejpam-633	106	20	to	to	PART
ejpam-633	106	21	obtain	obtain	VERB
ejpam-633	106	22	the	the	DET
ejpam-633	106	23	estimates	estimate	NOUN
ejpam-633	106	24	of	of	ADP
ejpam-633	106	25	the	the	DET
ejpam-633	106	26	original	original	ADJ
ejpam-633	106	27	realization{x	realization{x	PROPN
ejpam-633	106	28	t	t	PROPN
ejpam-633	106	29	}	}	PUNCT
ejpam-633	106	30	,	,	PUNCT
ejpam-633	106	31	that	that	ADV
ejpam-633	106	32	is	is	ADV
ejpam-633	106	33	,	,	PUNCT
ejpam-633	106	34	x̂	x̂	NUM
ejpam-633	106	35	t	t	PROPN
ejpam-633	107	1	=	=	PUNCT
ejpam-633	108	1	[	[	X
ejpam-633	108	2	(	(	PUNCT
ejpam-633	108	3	1	1	NUM
ejpam-633	108	4	+	+	NUM
ejpam-633	108	5	k)k/2]ẑt	k)k/2]ẑt	PROPN
ejpam-633	108	6	−	−	PROPN
ejpam-633	108	7	(	(	PUNCT
ejpam-633	108	8	k−	k−	PROPN
ejpam-633	108	9	1)x	1)x	NUM
ejpam-633	108	10	t−1−	t−1−	NOUN
ejpam-633	108	11	(	(	PUNCT
ejpam-633	108	12	k−	k−	PROPN
ejpam-633	108	13	2)x	2)x	NUM
ejpam-633	108	14	t−2−	t−2−	NUM
ejpam-633	108	15	...	...	PUNCT
ejpam-633	108	16	−	−	PROPN
ejpam-633	108	17	x	x	SYM
ejpam-633	109	1	t−k+1	t−k+1	NOUN
ejpam-633	110	1	k	k	X
ejpam-633	110	2	.	.	PUNCT
ejpam-633	111	1	(	(	PUNCT
ejpam-633	111	2	5	5	X
ejpam-633	111	3	)	)	PUNCT
ejpam-633	111	4	the	the	DET
ejpam-633	111	5	usefulness	usefulness	NOUN
ejpam-633	111	6	of	of	ADP
ejpam-633	111	7	the	the	DET
ejpam-633	111	8	k−	k−	PROPN
ejpam-633	111	9	th	th	PROPN
ejpam-633	111	10	weighted	weight	VERB
ejpam-633	111	11	moving	move	VERB
ejpam-633	111	12	average	average	ADJ
ejpam-633	111	13	model	model	NOUN
ejpam-633	111	14	will	will	AUX
ejpam-633	111	15	be	be	AUX
ejpam-633	111	16	illustrated	illustrate	VERB
ejpam-633	111	17	for	for	ADP
ejpam-633	111	18	comparison	comparison	NOUN
ejpam-633	111	19	purposes	purpose	NOUN
ejpam-633	111	20	with	with	ADP
ejpam-633	111	21	the	the	DET
ejpam-633	111	22	same	same	ADJ
ejpam-633	111	23	closing	closing	NOUN
ejpam-633	111	24	price	price	NOUN
ejpam-633	111	25	of	of	ADP
ejpam-633	111	26	stock	stock	NOUN
ejpam-633	111	27	a	a	PRON
ejpam-633	111	28	from	from	ADP
ejpam-633	111	29	the	the	DET
ejpam-633	111	30	new	new	PROPN
ejpam-633	111	31	york	york	PROPN
ejpam-633	111	32	stock	stock	PROPN
ejpam-633	111	33	exchange	exchange	PROPN
ejpam-633	111	34	.	.	PUNCT
ejpam-633	112	1	we	we	PRON
ejpam-633	112	2	shall	shall	AUX
ejpam-633	112	3	use	use	VERB
ejpam-633	112	4	the	the	DET
ejpam-633	112	5	same	same	ADJ
ejpam-633	112	6	data	datum	NOUN
ejpam-633	112	7	as	as	ADP
ejpam-633	112	8	in	in	ADP
ejpam-633	112	9	the	the	DET
ejpam-633	112	10	precious	precious	ADJ
ejpam-633	112	11	illustration	illustration	NOUN
ejpam-633	112	12	to	to	PART
ejpam-633	112	13	develop	develop	VERB
ejpam-633	112	14	the	the	DET
ejpam-633	112	15	proposed	propose	VERB
ejpam-633	112	16	model	model	NOUN
ejpam-633	112	17	.	.	PUNCT
ejpam-633	113	1	following	follow	VERB
ejpam-633	113	2	the	the	DET
ejpam-633	113	3	recommended	recommend	VERB
ejpam-633	113	4	procedure	procedure	NOUN
ejpam-633	113	5	,	,	PUNCT
ejpam-633	113	6	the	the	DET
ejpam-633	113	7	new	new	ADJ
ejpam-633	113	8	nonlinear	nonlinear	ADJ
ejpam-633	113	9	time	time	NOUN
ejpam-633	113	10	series	series	PROPN
ejpam-633	113	11	{	{	PUNCT
ejpam-633	113	12	zt	zt	PROPN
ejpam-633	113	13	}	}	PUNCT
ejpam-633	113	14	,	,	PUNCT
ejpam-633	113	15	best	well	ADV
ejpam-633	113	16	fits	fit	VERB
ejpam-633	113	17	an	an	DET
ejpam-633	113	18	arima	arima	NOUN
ejpam-633	113	19	(	(	PUNCT
ejpam-633	113	20	1,1,3	1,1,3	PROPN
ejpam-633	113	21	)	)	PUNCT
ejpam-633	113	22	.	.	PUNCT
ejpam-633	114	1	that	that	PRON
ejpam-633	114	2	is	be	AUX
ejpam-633	114	3	,	,	PUNCT
ejpam-633	114	4	(	(	PUNCT
ejpam-633	114	5	1	1	NUM
ejpam-633	114	6	+	+	NUM
ejpam-633	114	7	.9037b)(1−	.9037b)(1−	PUNCT
ejpam-633	115	1	b)zt	b)zt	PROPN
ejpam-633	115	2	=	=	SYM
ejpam-633	115	3	(	(	PUNCT
ejpam-633	115	4	1	1	NUM
ejpam-633	115	5	+	+	NUM
ejpam-633	115	6	1.5084b−	1.5084b−	NUM
ejpam-633	115	7	.08348b2	.08348b2	NOUN
ejpam-633	116	1	+	+	CCONJ
ejpam-633	116	2	.2456b3)ǫt	.2456b3)ǫt	ADJ
ejpam-633	116	3	.	.	PUNCT
ejpam-633	117	1	expanding	expand	VERB
ejpam-633	117	2	the	the	DET
ejpam-633	117	3	autoregressive	autoregressive	ADJ
ejpam-633	117	4	operator	operator	NOUN
ejpam-633	117	5	and	and	CCONJ
ejpam-633	117	6	the	the	DET
ejpam-633	117	7	differencing	difference	VERB
ejpam-633	117	8	filter	filter	NOUN
ejpam-633	117	9	,	,	PUNCT
ejpam-633	117	10	we	we	PRON
ejpam-633	117	11	have	have	VERB
ejpam-633	117	12	(	(	PUNCT
ejpam-633	117	13	1−	1−	NUM
ejpam-633	117	14	.0927b−	.0927b−	X
ejpam-633	117	15	.9037b2)zt	.9037b2)zt	NOUN
ejpam-633	118	1	=	=	PUNCT
ejpam-633	118	2	(	(	PUNCT
ejpam-633	118	3	1	1	NUM
ejpam-633	118	4	+	+	SYM
ejpam-633	118	5	1.5048b+	1.5048b+	NUM
ejpam-633	118	6	.8348b2	.8348b2	NOUN
ejpam-633	119	1	+	+	CCONJ
ejpam-633	119	2	.2456b3)ǫt	.2456b3)ǫt	ADJ
ejpam-633	119	3	or	or	CCONJ
ejpam-633	119	4	ẑt	ẑt	NUM
ejpam-633	119	5	=	=	SYM
ejpam-633	119	6	.0927zt−1	.0927zt−1	PROPN
ejpam-633	120	1	+	+	X
ejpam-633	120	2	.9073zt−2	.9073zt−2	PROPN
ejpam-633	121	1	+	+	CCONJ
ejpam-633	121	2	ǫi	ǫi	CCONJ
ejpam-633	121	3	+	+	NUM
ejpam-633	121	4	1.5084ǫt−1	1.5084ǫt−1	NUM
ejpam-633	121	5	+	+	CCONJ
ejpam-633	121	6	.8348ǫt−2	.8348ǫt−2	PROPN
ejpam-633	122	1	+	+	X
ejpam-633	122	2	.2456ǫt−3	.2456ǫt−3	NOUN
ejpam-633	122	3	.	.	PUNCT
ejpam-633	123	1	(	(	PUNCT
ejpam-633	123	2	6	6	NUM
ejpam-633	123	3	)	)	PUNCT
ejpam-633	123	4	thus	thus	ADV
ejpam-633	123	5	,	,	PUNCT
ejpam-633	123	6	the	the	DET
ejpam-633	123	7	estimated	estimate	VERB
ejpam-633	123	8	time	time	NOUN
ejpam-633	123	9	series	series	PROPN
ejpam-633	123	10	model	model	NOUN
ejpam-633	123	11	of	of	ADP
ejpam-633	123	12	the	the	DET
ejpam-633	123	13	new	new	ADJ
ejpam-633	123	14	time	time	NOUN
ejpam-633	123	15	series	series	PROPN
ejpam-633	123	16	{	{	PUNCT
ejpam-633	123	17	zt	zt	PROPN
ejpam-633	123	18	}	}	PUNCT
ejpam-633	123	19	is	be	AUX
ejpam-633	123	20	given	give	VERB
ejpam-633	123	21	by	by	ADP
ejpam-633	123	22	ẑt	ẑt	PROPN
ejpam-633	124	1	=	=	SYM
ejpam-633	124	2	.0927zt−1	.0927zt−1	PROPN
ejpam-633	125	1	+	+	X
ejpam-633	125	2	.9073zt−2	.9073zt−2	PROPN
ejpam-633	126	1	+	+	CCONJ
ejpam-633	126	2	ǫi	ǫi	CCONJ
ejpam-633	126	3	+	+	NUM
ejpam-633	126	4	1.5084ǫt−1	1.5084ǫt−1	NUM
ejpam-633	126	5	+	+	CCONJ
ejpam-633	126	6	.8348ǫt−2	.8348ǫt−2	PROPN
ejpam-633	127	1	+	+	X
ejpam-633	127	2	.2456ǫt−3	.2456ǫt−3	NOUN
ejpam-633	127	3	.	.	PUNCT
ejpam-633	128	1	(	(	PUNCT
ejpam-633	128	2	7	7	X
ejpam-633	128	3	)	)	PUNCT
ejpam-633	128	4	using	use	VERB
ejpam-633	128	5	equation	equation	NOUN
ejpam-633	128	6	(	(	PUNCT
ejpam-633	128	7	7	7	X
ejpam-633	128	8	)	)	PUNCT
ejpam-633	128	9	we	we	PRON
ejpam-633	128	10	obtain	obtain	VERB
ejpam-633	128	11	estimates	estimate	NOUN
ejpam-633	128	12	of	of	ADP
ejpam-633	128	13	zt	zt	PROPN
ejpam-633	128	14	and	and	CCONJ
ejpam-633	128	15	proceed	proceed	VERB
ejpam-633	128	16	to	to	PART
ejpam-633	128	17	use	use	VERB
ejpam-633	128	18	these	these	DET
ejpam-633	128	19	estimates	estimate	NOUN
ejpam-633	128	20	in	in	ADP
ejpam-633	128	21	expression	expression	NOUN
ejpam-633	128	22	(	(	PUNCT
ejpam-633	128	23	5	5	NUM
ejpam-633	128	24	)	)	PUNCT
ejpam-633	128	25	to	to	PART
ejpam-633	128	26	obtain	obtain	VERB
ejpam-633	128	27	estimates	estimate	NOUN
ejpam-633	128	28	of	of	ADP
ejpam-633	128	29	the	the	DET
ejpam-633	128	30	original	original	ADJ
ejpam-633	128	31	time	time	NOUN
ejpam-633	128	32	series	series	NOUN
ejpam-633	128	33	of	of	ADP
ejpam-633	128	34	the	the	DET
ejpam-633	128	35	closing	closing	NOUN
ejpam-633	128	36	price	price	NOUN
ejpam-633	128	37	of	of	ADP
ejpam-633	128	38	stock	stock	NOUN
ejpam-633	128	39	a.	a.	NOUN
ejpam-633	128	40	a	a	DET
ejpam-633	128	41	graph	graph	NOUN
ejpam-633	128	42	of	of	ADP
ejpam-633	128	43	the	the	DET
ejpam-633	128	44	actual	actual	ADJ
ejpam-633	128	45	data	datum	NOUN
ejpam-633	128	46	of	of	ADP
ejpam-633	128	47	{	{	PUNCT
ejpam-633	128	48	zt	zt	PROPN
ejpam-633	128	49	}	}	PUNCT
ejpam-633	128	50	with	with	ADP
ejpam-633	128	51	that	that	PRON
ejpam-633	128	52	estimated	estimate	VERB
ejpam-633	128	53	by	by	ADP
ejpam-633	128	54	the	the	DET
ejpam-633	128	55	proposed	propose	VERB
ejpam-633	128	56	model	model	NOUN
ejpam-633	128	57	{	{	PUNCT
ejpam-633	128	58	x̂	x̂	PROPN
ejpam-633	128	59	t	t	PROPN
ejpam-633	128	60	}	}	PUNCT
ejpam-633	128	61	is	be	AUX
ejpam-633	128	62	given	give	VERB
ejpam-633	128	63	below	below	ADV
ejpam-633	128	64	by	by	ADP
ejpam-633	128	65	figure	figure	NOUN
ejpam-633	128	66	3	3	NUM
ejpam-633	128	67	.	.	PUNCT
ejpam-633	128	68	again	again	ADV
ejpam-633	128	69	,	,	PUNCT
ejpam-633	128	70	the	the	DET
ejpam-633	128	71	present	present	ADJ
ejpam-633	128	72	model	model	NOUN
ejpam-633	128	73	fits	fit	VERB
ejpam-633	128	74	quite	quite	ADV
ejpam-633	128	75	well	well	ADV
ejpam-633	128	76	with	with	ADP
ejpam-633	128	77	the	the	DET
ejpam-633	128	78	original	original	ADJ
ejpam-633	128	79	observations	observation	NOUN
ejpam-633	128	80	.	.	PUNCT
ejpam-633	129	1	the	the	DET
ejpam-633	129	2	average	average	ADJ
ejpam-633	129	3	sample	sample	NOUN
ejpam-633	129	4	residual	residual	NOUN
ejpam-633	129	5	is	be	AUX
ejpam-633	129	6	r̄	r̄	NOUN
ejpam-633	129	7	=	=	NOUN
ejpam-633	129	8	0.0087	0.0087	NUM
ejpam-633	129	9	with	with	ADP
ejpam-633	129	10	a	a	DET
ejpam-633	129	11	sample	sample	NOUN
ejpam-633	129	12	residual	residual	ADJ
ejpam-633	129	13	standard	standard	ADJ
ejpam-633	129	14	error	error	NOUN
ejpam-633	129	15	of	of	ADP
ejpam-633	129	16	0.018	0.018	NUM
ejpam-633	129	17	.	.	PUNCT
ejpam-633	130	1	thus	thus	ADV
ejpam-633	130	2	,	,	PUNCT
ejpam-633	130	3	this	this	DET
ejpam-633	130	4	proposed	propose	VERB
ejpam-633	130	5	model	model	NOUN
ejpam-633	130	6	is	be	AUX
ejpam-633	130	7	slightly	slightly	ADV
ejpam-633	130	8	better	well	ADJ
ejpam-633	130	9	than	than	ADP
ejpam-633	130	10	the	the	DET
ejpam-633	130	11	previous	previous	ADJ
ejpam-633	130	12	model	model	NOUN
ejpam-633	130	13	.	.	PUNCT
ejpam-633	131	1	5	5	NUM
ejpam-633	131	2	.	.	X
ejpam-633	131	3	the	the	DET
ejpam-633	131	4	k−	k−	PROPN
ejpam-633	131	5	th	th	PROPN
ejpam-633	131	6	exponential	exponential	NOUN
ejpam-633	131	7	weighted	weighted	AUX
ejpam-633	131	8	moving	move	VERB
ejpam-633	131	9	average	average	ADJ
ejpam-633	131	10	time	time	NOUN
ejpam-633	131	11	series	series	PROPN
ejpam-633	131	12	model	model	PROPN
ejpam-633	131	13	the	the	DET
ejpam-633	131	14	k	k	ADJ
ejpam-633	131	15	-	-	PUNCT
ejpam-633	131	16	days	day	NOUN
ejpam-633	131	17	exponential	exponential	NOUN
ejpam-633	131	18	weighted	weighted	AUX
ejpam-633	131	19	moving	move	VERB
ejpam-633	131	20	average	average	ADJ
ejpam-633	131	21	process	process	NOUN
ejpam-633	131	22	,	,	PUNCT
ejpam-633	131	23	in	in	ADP
ejpam-633	131	24	addition	addition	NOUN
ejpam-633	131	25	to	to	ADP
ejpam-633	131	26	what	what	PRON
ejpam-633	131	27	the	the	DET
ejpam-633	131	28	previous	previous	ADJ
ejpam-633	131	29	two	two	NUM
ejpam-633	131	30	models	model	NOUN
ejpam-633	131	31	offer	offer	VERB
ejpam-633	131	32	,	,	PUNCT
ejpam-633	131	33	instead	instead	ADV
ejpam-633	131	34	of	of	ADP
ejpam-633	131	35	decreasing	decrease	VERB
ejpam-633	131	36	weight	weight	NOUN
ejpam-633	131	37	consistently	consistently	ADV
ejpam-633	131	38	as	as	SCONJ
ejpam-633	131	39	the	the	DET
ejpam-633	131	40	weighted	weighted	ADJ
ejpam-633	131	41	moving	move	VERB
ejpam-633	131	42	average	average	ADJ
ejpam-633	131	43	method	method	NOUN
ejpam-633	131	44	does	do	VERB
ejpam-633	131	45	,	,	PUNCT
ejpam-633	131	46	it	it	PRON
ejpam-633	131	47	decreases	decrease	VERB
ejpam-633	131	48	the	the	DET
ejpam-633	131	49	weight	weight	NOUN
ejpam-633	131	50	exponentially	exponentially	ADV
ejpam-633	131	51	.	.	PUNCT
ejpam-633	132	1	that	that	PRON
ejpam-633	132	2	is	is	ADV
ejpam-633	132	3	,	,	PUNCT
ejpam-633	132	4	we	we	PRON
ejpam-633	132	5	put	put	VERB
ejpam-633	132	6	much	much	ADV
ejpam-633	132	7	more	more	ADJ
ejpam-633	132	8	emphasis	emphasis	NOUN
ejpam-633	132	9	on	on	ADP
ejpam-633	132	10	the	the	DET
ejpam-633	132	11	most	most	ADV
ejpam-633	132	12	recent	recent	ADJ
ejpam-633	132	13	observations	observation	NOUN
ejpam-633	132	14	and	and	CCONJ
ejpam-633	132	15	we	we	PRON
ejpam-633	132	16	are	be	AUX
ejpam-633	132	17	not	not	PART
ejpam-633	132	18	much	much	ADV
ejpam-633	132	19	concerned	concerned	ADJ
ejpam-633	132	20	with	with	ADP
ejpam-633	132	21	the	the	DET
ejpam-633	132	22	older	old	ADJ
ejpam-633	132	23	observations	observation	NOUN
ejpam-633	132	24	.	.	PUNCT
ejpam-633	133	1	c.	c.	PROPN
ejpam-633	133	2	tsokos	tsokos	PROPN
ejpam-633	133	3	/	/	SYM
ejpam-633	133	4	eur	eur	PROPN
ejpam-633	133	5	.	.	PUNCT
ejpam-633	134	1	j.	j.	PROPN
ejpam-633	134	2	pure	pure	PROPN
ejpam-633	134	3	appl	appl	PROPN
ejpam-633	134	4	.	.	PROPN
ejpam-633	134	5	math	math	PROPN
ejpam-633	134	6	,	,	PUNCT
ejpam-633	134	7	3	3	NUM
ejpam-633	134	8	(	(	PUNCT
ejpam-633	134	9	2010	2010	NUM
ejpam-633	134	10	)	)	PUNCT
ejpam-633	134	11	,	,	PUNCT
ejpam-633	134	12	406	406	NUM
ejpam-633	134	13	-	-	SYM
ejpam-633	134	14	416	416	NUM
ejpam-633	134	15	412	412	NUM
ejpam-633	134	16	figure	figure	NOUN
ejpam-633	134	17	3	3	NUM
ejpam-633	134	18	:	:	PUNCT
ejpam-633	134	19	the	the	DET
ejpam-633	134	20	weighted	weighted	ADJ
ejpam-633	134	21	3	3	NUM
ejpam-633	134	22	-	-	PUNCT
ejpam-633	134	23	day	day	NOUN
ejpam-633	134	24	moving	move	VERB
ejpam-633	134	25	average	average	ADJ
ejpam-633	134	26	model	model	NOUN
ejpam-633	134	27	and	and	CCONJ
ejpam-633	134	28	new	new	ADJ
ejpam-633	134	29	time	time	NOUN
ejpam-633	134	30	series	series	NOUN
ejpam-633	134	31	.	.	PUNCT
ejpam-633	135	1	the	the	DET
ejpam-633	135	2	k−	k−	PROPN
ejpam-633	135	3	th	th	PROPN
ejpam-633	135	4	exponential	exponential	NOUN
ejpam-633	135	5	weighted	weight	VERB
ejpam-633	135	6	moving	move	VERB
ejpam-633	135	7	average	average	ADJ
ejpam-633	135	8	process	process	NOUN
ejpam-633	135	9	of	of	ADP
ejpam-633	135	10	a	a	DET
ejpam-633	135	11	given	give	VERB
ejpam-633	135	12	time	time	NOUN
ejpam-633	135	13	series	series	NOUN
ejpam-633	135	14	{	{	PUNCT
ejpam-633	135	15	x	x	PROPN
ejpam-633	135	16	t	t	PROPN
ejpam-633	135	17	}	}	PUNCT
ejpam-633	135	18	is	be	AUX
ejpam-633	135	19	defined	define	VERB
ejpam-633	135	20	by	by	ADP
ejpam-633	135	21	νt	νt	ADJ
ejpam-633	135	22	=	=	SYM
ejpam-633	135	23	1	1	NUM
ejpam-633	135	24	∑k−1	∑k−1	PRON
ejpam-633	135	25	j=0	j=0	PROPN
ejpam-633	135	26	(	(	PUNCT
ejpam-633	135	27	1−α	1−α	NUM
ejpam-633	135	28	)	)	PUNCT
ejpam-633	135	29	j	j	PROPN
ejpam-633	135	30	k−1∑	k−1∑	PROPN
ejpam-633	135	31	j=0	j=0	PROPN
ejpam-633	135	32	(	(	PUNCT
ejpam-633	135	33	1−α)k−	1−α)k−	NUM
ejpam-633	135	34	j−1	j−1	NOUN
ejpam-633	135	35	x	x	PUNCT
ejpam-633	135	36	t−k+1	t−k+1	PROPN
ejpam-633	135	37	+	+	NUM
ejpam-633	135	38	j	j	X
ejpam-633	135	39	(	(	PUNCT
ejpam-633	135	40	8)	8)	NUM
ejpam-633	135	41	where	where	SCONJ
ejpam-633	135	42	t	t	NOUN
ejpam-633	135	43	=	=	SYM
ejpam-633	135	44	k	k	PROPN
ejpam-633	135	45	,	,	PUNCT
ejpam-633	135	46	k	k	PROPN
ejpam-633	135	47	+	+	PROPN
ejpam-633	135	48	1	1	NUM
ejpam-633	135	49	,	,	PUNCT
ejpam-633	135	50	.	.	PUNCT
ejpam-633	135	51	.	.	PUNCT
ejpam-633	136	1	.	.	PUNCT
ejpam-633	137	1	,	,	PUNCT
ejpam-633	137	2	n	n	CCONJ
ejpam-633	137	3	,	,	PUNCT
ejpam-633	137	4	and	and	CCONJ
ejpam-633	137	5	the	the	DET
ejpam-633	137	6	smoothing	smooth	VERB
ejpam-633	137	7	factor	factor	NOUN
ejpam-633	137	8	α	α	NOUN
ejpam-633	137	9	is	be	AUX
ejpam-633	137	10	defined	define	VERB
ejpam-633	137	11	as	as	ADP
ejpam-633	137	12	α	α	NOUN
ejpam-633	137	13	=	=	SYM
ejpam-633	137	14	2	2	NUM
ejpam-633	137	15	k+1	k+1	NOUN
ejpam-633	137	16	.	.	PUNCT
ejpam-633	138	1	if	if	SCONJ
ejpam-633	138	2	we	we	PRON
ejpam-633	138	3	let	let	VERB
ejpam-633	138	4	k	k	PROPN
ejpam-633	138	5	=	=	PUNCT
ejpam-633	138	6	n	n	CCONJ
ejpam-633	138	7	,	,	PUNCT
ejpam-633	138	8	we	we	PRON
ejpam-633	138	9	have	have	VERB
ejpam-633	138	10	α	α	NOUN
ejpam-633	138	11	=	=	SYM
ejpam-633	138	12	2	2	NUM
ejpam-633	138	13	n+1	n+1	NUM
ejpam-633	138	14	.	.	PUNCT
ejpam-633	139	1	moreover	moreover	ADV
ejpam-633	139	2	,	,	PUNCT
ejpam-633	139	3	∑k−1	∑k−1	PROPN
ejpam-633	139	4	j=0	j=0	PROPN
ejpam-633	139	5	(	(	PUNCT
ejpam-633	139	6	1−	1−	NUM
ejpam-633	139	7	α	α	NOUN
ejpam-633	139	8	)	)	PUNCT
ejpam-633	139	9	j	j	PROPN
ejpam-633	139	10	reaches	reach	VERB
ejpam-633	139	11	its	its	PRON
ejpam-633	139	12	maximum	maximum	NOUN
ejpam-633	139	13	when	when	SCONJ
ejpam-633	139	14	k	k	PROPN
ejpam-633	139	15	=	=	SYM
ejpam-633	139	16	3	3	NUM
ejpam-633	139	17	,	,	PUNCT
ejpam-633	139	18	and	and	CCONJ
ejpam-633	139	19	it	it	PRON
ejpam-633	139	20	gets	get	VERB
ejpam-633	139	21	closer	close	ADJ
ejpam-633	139	22	and	and	CCONJ
ejpam-633	139	23	closer	close	ADJ
ejpam-633	139	24	to	to	ADP
ejpam-633	139	25	1	1	NUM
ejpam-633	139	26	as	as	ADP
ejpam-633	139	27	k	k	PROPN
ejpam-633	139	28	increases	increase	NOUN
ejpam-633	139	29	.	.	PUNCT
ejpam-633	140	1	as	as	SCONJ
ejpam-633	140	2	k	k	PROPN
ejpam-633	140	3	increases	increase	NOUN
ejpam-633	140	4	,	,	PUNCT
ejpam-633	140	5	the	the	DET
ejpam-633	140	6	number	number	NOUN
ejpam-633	140	7	of	of	ADP
ejpam-633	140	8	observations	observation	NOUN
ejpam-633	140	9	of	of	ADP
ejpam-633	140	10	the	the	DET
ejpam-633	140	11	new	new	ADJ
ejpam-633	140	12	time	time	NOUN
ejpam-633	140	13	series	series	PROPN
ejpam-633	140	14	{	{	PUNCT
ejpam-633	140	15	νt	νt	PROPN
ejpam-633	140	16	}	}	PUNCT
ejpam-633	140	17	decreases	decrease	NOUN
ejpam-633	140	18	,	,	PUNCT
ejpam-633	140	19	and	and	CCONJ
ejpam-633	140	20	it	it	PRON
ejpam-633	140	21	eventually	eventually	ADV
ejpam-633	140	22	reduces	reduce	VERB
ejpam-633	140	23	to	to	ADP
ejpam-633	140	24	a	a	DET
ejpam-633	140	25	single	single	ADJ
ejpam-633	140	26	observation	observation	NOUN
ejpam-633	140	27	when	when	SCONJ
ejpam-633	140	28	k	k	PROPN
ejpam-633	140	29	=	=	SYM
ejpam-633	140	30	n.	n.	PROPN
ejpam-633	140	31	as	as	ADP
ejpam-633	140	32	k→	k→	X
ejpam-633	140	33	n	n	CCONJ
ejpam-633	140	34	,	,	PUNCT
ejpam-633	140	35	the	the	DET
ejpam-633	140	36	time	time	NOUN
ejpam-633	140	37	series	series	PROPN
ejpam-633	140	38	{	{	PUNCT
ejpam-633	140	39	νt	νt	NOUN
ejpam-633	140	40	}	}	PUNCT
ejpam-633	140	41	becomes	become	VERB
ejpam-633	140	42	νt	νt	ADJ
ejpam-633	140	43	=	=	VERB
ejpam-633	140	44	1	1	NUM
ejpam-633	140	45	∑n−1	∑n−1	ADP
ejpam-633	140	46	j=0	j=0	PROPN
ejpam-633	140	47	(	(	PUNCT
ejpam-633	140	48	1−α	1−α	NUM
ejpam-633	140	49	)	)	PUNCT
ejpam-633	140	50	j	j	PROPN
ejpam-633	140	51	n−1∑	n−1∑	PROPN
ejpam-633	140	52	j=0	j=0	PROPN
ejpam-633	140	53	(	(	PUNCT
ejpam-633	140	54	1−α)n−	1−α)n−	NUM
ejpam-633	140	55	j−1	j−1	NOUN
ejpam-633	140	56	x	x	PUNCT
ejpam-633	141	1	j+1	j+1	X
ejpam-633	141	2	.	.	PUNCT
ejpam-633	142	1	(	(	PUNCT
ejpam-633	142	2	9	9	X
ejpam-633	142	3	)	)	PUNCT
ejpam-633	142	4	it	it	PRON
ejpam-633	142	5	is	be	AUX
ejpam-633	142	6	clear	clear	ADJ
ejpam-633	142	7	that	that	SCONJ
ejpam-633	142	8	the	the	DET
ejpam-633	142	9	exponential	exponential	NOUN
ejpam-633	142	10	weighted	weighted	AUX
ejpam-633	142	11	moving	move	VERB
ejpam-633	142	12	average	average	ADJ
ejpam-633	142	13	process	process	NOUN
ejpam-633	142	14	weights	weight	VERB
ejpam-633	142	15	heavily	heavily	ADV
ejpam-633	142	16	on	on	ADP
ejpam-633	142	17	the	the	DET
ejpam-633	142	18	most	most	ADV
ejpam-633	142	19	recent	recent	ADJ
ejpam-633	142	20	observation	observation	NOUN
ejpam-633	142	21	,	,	PUNCT
ejpam-633	142	22	and	and	CCONJ
ejpam-633	142	23	decreases	decrease	VERB
ejpam-633	142	24	the	the	DET
ejpam-633	142	25	weight	weight	NOUN
ejpam-633	142	26	exponentially	exponentially	ADV
ejpam-633	142	27	as	as	SCONJ
ejpam-633	142	28	time	time	NOUN
ejpam-633	142	29	decreases	decrease	VERB
ejpam-633	142	30	.	.	PUNCT
ejpam-633	143	1	also	also	ADV
ejpam-633	143	2	,	,	PUNCT
ejpam-633	143	3	if	if	SCONJ
ejpam-633	143	4	we	we	PRON
ejpam-633	143	5	choose	choose	VERB
ejpam-633	143	6	a	a	DET
ejpam-633	143	7	fairly	fairly	ADV
ejpam-633	143	8	small	small	ADJ
ejpam-633	143	9	k	k	NOUN
ejpam-633	143	10	,	,	PUNCT
ejpam-633	143	11	we	we	PRON
ejpam-633	143	12	can	can	AUX
ejpam-633	143	13	smooth	smooth	VERB
ejpam-633	143	14	the	the	DET
ejpam-633	143	15	edges	edge	NOUN
ejpam-633	143	16	of	of	ADP
ejpam-633	143	17	the	the	DET
ejpam-633	143	18	time	time	NOUN
ejpam-633	143	19	series	series	NOUN
ejpam-633	143	20	,	,	PUNCT
ejpam-633	143	21	as	as	SCONJ
ejpam-633	143	22	{	{	PUNCT
ejpam-633	143	23	νt	νt	X
ejpam-633	143	24	}	}	PUNCT
ejpam-633	143	25	would	would	AUX
ejpam-633	143	26	be	be	AUX
ejpam-633	143	27	fairly	fairly	ADV
ejpam-633	143	28	close	close	ADJ
ejpam-633	143	29	to	to	ADP
ejpam-633	143	30	the	the	DET
ejpam-633	143	31	original	original	ADJ
ejpam-633	143	32	time	time	NOUN
ejpam-633	143	33	series	series	NOUN
ejpam-633	143	34	.	.	PUNCT
ejpam-633	144	1	as	as	ADP
ejpam-633	144	2	before	before	ADV
ejpam-633	144	3	,	,	PUNCT
ejpam-633	144	4	we	we	PRON
ejpam-633	144	5	proceed	proceed	VERB
ejpam-633	144	6	to	to	PART
ejpam-633	144	7	develop	develop	VERB
ejpam-633	144	8	this	this	DET
ejpam-633	144	9	model	model	NOUN
ejpam-633	144	10	by	by	ADP
ejpam-633	144	11	transforming	transform	VERB
ejpam-633	144	12	the	the	DET
ejpam-633	144	13	original	original	ADJ
ejpam-633	144	14	time	time	NOUN
ejpam-633	144	15	series	series	NOUN
ejpam-633	144	16	{	{	PUNCT
ejpam-633	144	17	x	x	PROPN
ejpam-633	144	18	t	t	PROPN
ejpam-633	144	19	}	}	PUNCT
ejpam-633	144	20	into	into	ADP
ejpam-633	144	21	the	the	DET
ejpam-633	144	22	new	new	ADJ
ejpam-633	144	23	time	time	NOUN
ejpam-633	144	24	series{νt	series{νt	NOUN
ejpam-633	144	25	}	}	PUNCT
ejpam-633	144	26	by	by	ADP
ejpam-633	144	27	applying	apply	VERB
ejpam-633	144	28	(	(	PUNCT
ejpam-633	144	29	8)	8)	NUM
ejpam-633	144	30	.	.	PUNCT
ejpam-633	145	1	after	after	ADP
ejpam-633	145	2	obtaining	obtain	VERB
ejpam-633	145	3	the	the	DET
ejpam-633	145	4	new	new	ADJ
ejpam-633	145	5	time	time	NOUN
ejpam-633	145	6	series	series	NOUN
ejpam-633	145	7	,	,	PUNCT
ejpam-633	145	8	usually	usually	ADV
ejpam-633	145	9	nonstationary	nonstationary	ADJ
ejpam-633	145	10	,	,	PUNCT
ejpam-633	145	11	we	we	PRON
ejpam-633	145	12	follow	follow	VERB
ejpam-633	145	13	the	the	DET
ejpam-633	145	14	same	same	ADJ
ejpam-633	145	15	procedure	procedure	NOUN
ejpam-633	145	16	as	as	SCONJ
ejpam-633	145	17	previously	previously	ADV
ejpam-633	145	18	stated	state	VERB
ejpam-633	145	19	to	to	PART
ejpam-633	145	20	obtain	obtain	VERB
ejpam-633	145	21	the	the	DET
ejpam-633	145	22	best	good	ADJ
ejpam-633	145	23	possible	possible	ADJ
ejpam-633	145	24	model	model	NOUN
ejpam-633	145	25	for{νt	for{νt	NOUN
ejpam-633	145	26	}	}	PUNCT
ejpam-633	145	27	,	,	PUNCT
ejpam-633	145	28	by	by	ADP
ejpam-633	145	29	following	follow	VERB
ejpam-633	145	30	the	the	DET
ejpam-633	145	31	nine	nine	NUM
ejpam-633	145	32	step	step	NOUN
ejpam-633	145	33	procedure	procedure	NOUN
ejpam-633	145	34	as	as	ADP
ejpam-633	145	35	in	in	ADP
ejpam-633	145	36	the	the	DET
ejpam-633	145	37	first	first	ADJ
ejpam-633	145	38	model	model	NOUN
ejpam-633	145	39	.	.	PUNCT
ejpam-633	146	1	having	having	AUX
ejpam-633	146	2	developed	develop	VERB
ejpam-633	146	3	an	an	DET
ejpam-633	146	4	estimate	estimate	NOUN
ejpam-633	146	5	of{ν̂t}we	of{ν̂t}we	NOUN
ejpam-633	146	6	apply	apply	VERB
ejpam-633	146	7	the	the	DET
ejpam-633	146	8	back	back	ADJ
ejpam-633	146	9	-	-	PUNCT
ejpam-633	146	10	shift	shift	NOUN
ejpam-633	146	11	operator	operator	NOUN
ejpam-633	146	12	to	to	PART
ejpam-633	146	13	obtain	obtain	VERB
ejpam-633	146	14	estimates	estimate	NOUN
ejpam-633	146	15	of	of	ADP
ejpam-633	146	16	the	the	DET
ejpam-633	146	17	original	original	ADJ
ejpam-633	146	18	phenomenon	phenomenon	NOUN
ejpam-633	146	19	{	{	PUNCT
ejpam-633	146	20	x	x	SYM
ejpam-633	146	21	t	t	PROPN
ejpam-633	146	22	}	}	PUNCT
ejpam-633	146	23	,	,	PUNCT
ejpam-633	146	24	that	that	ADV
ejpam-633	146	25	is	is	ADV
ejpam-633	146	26	,	,	PUNCT
ejpam-633	146	27	x̂	x̂	PROPN
ejpam-633	146	28	t	t	PROPN
ejpam-633	146	29	=	=	SYM
ejpam-633	146	30	ν̂t∑k−1	ν̂t∑k−1	PROPN
ejpam-633	146	31	j=0	j=0	PROPN
ejpam-633	146	32	(	(	PUNCT
ejpam-633	146	33	1−α	1−α	NUM
ejpam-633	146	34	)	)	PUNCT
ejpam-633	146	35	j	j	NOUN
ejpam-633	146	36	−	−	PROPN
ejpam-633	146	37	(	(	PUNCT
ejpam-633	146	38	1−α)x	1−α)x	NUM
ejpam-633	146	39	t−1−	t−1−	PROPN
ejpam-633	146	40	(	(	PUNCT
ejpam-633	146	41	1−α	1−α	NUM
ejpam-633	146	42	)	)	PUNCT
ejpam-633	146	43	2	2	NUM
ejpam-633	146	44	x	x	SYM
ejpam-633	146	45	t−2	t−2	PROPN
ejpam-633	146	46	−	−	PROPN
ejpam-633	146	47	.	.	PUNCT
ejpam-633	146	48	.	.	PUNCT
ejpam-633	147	1	.−	.−	PUNCT
ejpam-633	148	1	(	(	PUNCT
ejpam-633	148	2	1−α)k−1	1−α)k−1	NUM
ejpam-633	148	3	x	x	SYM
ejpam-633	148	4	t−k−1	t−k−1	PROPN
ejpam-633	148	5	.	.	PUNCT
ejpam-633	148	6	(	(	PUNCT
ejpam-633	148	7	10	10	NUM
ejpam-633	148	8	)	)	PUNCT
ejpam-633	148	9	c.	c.	NOUN
ejpam-633	148	10	tsokos	tsokos	PROPN
ejpam-633	148	11	/	/	SYM
ejpam-633	148	12	eur	eur	PROPN
ejpam-633	148	13	.	.	PUNCT
ejpam-633	149	1	j.	j.	PROPN
ejpam-633	149	2	pure	pure	PROPN
ejpam-633	149	3	appl	appl	PROPN
ejpam-633	149	4	.	.	PROPN
ejpam-633	149	5	math	math	PROPN
ejpam-633	149	6	,	,	PUNCT
ejpam-633	149	7	3	3	NUM
ejpam-633	149	8	(	(	PUNCT
ejpam-633	149	9	2010	2010	NUM
ejpam-633	149	10	)	)	PUNCT
ejpam-633	149	11	,	,	PUNCT
ejpam-633	149	12	406	406	NUM
ejpam-633	149	13	-	-	SYM
ejpam-633	149	14	416	416	NUM
ejpam-633	149	15	413	413	NUM
ejpam-633	149	16	again	again	ADV
ejpam-633	149	17	for	for	ADP
ejpam-633	149	18	comparison	comparison	NOUN
ejpam-633	149	19	purposes	purpose	NOUN
ejpam-633	149	20	we	we	PRON
ejpam-633	149	21	shall	shall	AUX
ejpam-633	149	22	illustrate	illustrate	VERB
ejpam-633	149	23	the	the	DET
ejpam-633	149	24	development	development	NOUN
ejpam-633	149	25	of	of	ADP
ejpam-633	149	26	the	the	DET
ejpam-633	149	27	subject	subject	NOUN
ejpam-633	149	28	model	model	NOUN
ejpam-633	149	29	using	use	VERB
ejpam-633	149	30	the	the	DET
ejpam-633	149	31	same	same	ADJ
ejpam-633	149	32	data	datum	NOUN
ejpam-633	149	33	for	for	ADP
ejpam-633	149	34	stock	stock	NOUN
ejpam-633	149	35	a.	a.	NOUN
ejpam-633	149	36	the	the	DET
ejpam-633	149	37	best	good	ADJ
ejpam-633	149	38	model	model	NOUN
ejpam-633	149	39	of	of	ADP
ejpam-633	149	40	the	the	DET
ejpam-633	149	41	newly	newly	ADV
ejpam-633	149	42	generated	generate	VERB
ejpam-633	149	43	time	time	NOUN
ejpam-633	149	44	series	series	PROPN
ejpam-633	149	45	{	{	PUNCT
ejpam-633	149	46	νt	νt	PROPN
ejpam-633	149	47	}	}	PUNCT
ejpam-633	149	48	is	be	AUX
ejpam-633	149	49	given	give	VERB
ejpam-633	149	50	by	by	ADP
ejpam-633	149	51	arima	arima	PROPN
ejpam-633	149	52	(	(	PUNCT
ejpam-633	149	53	3,1,2	3,1,2	NUM
ejpam-633	149	54	)	)	PUNCT
ejpam-633	149	55	,	,	PUNCT
ejpam-633	149	56	that	that	ADV
ejpam-633	149	57	is	is	ADV
ejpam-633	149	58	,	,	PUNCT
ejpam-633	149	59	a	a	DET
ejpam-633	149	60	third	third	ADJ
ejpam-633	149	61	order	order	NOUN
ejpam-633	149	62	autoregressive	autoregressive	ADJ
ejpam-633	149	63	process	process	NOUN
ejpam-633	149	64	combined	combine	VERB
ejpam-633	149	65	with	with	ADP
ejpam-633	149	66	a	a	DET
ejpam-633	149	67	second	second	ADJ
ejpam-633	149	68	order	order	NOUN
ejpam-633	149	69	moving	move	VERB
ejpam-633	149	70	average	average	ADJ
ejpam-633	149	71	process	process	NOUN
ejpam-633	149	72	with	with	ADP
ejpam-633	149	73	a	a	DET
ejpam-633	149	74	first	first	ADJ
ejpam-633	149	75	differencing	difference	VERB
ejpam-633	149	76	filter	filter	NOUN
ejpam-633	149	77	.	.	PUNCT
ejpam-633	150	1	the	the	DET
ejpam-633	150	2	resulting	result	VERB
ejpam-633	150	3	model	model	NOUN
ejpam-633	150	4	is	be	AUX
ejpam-633	150	5	given	give	VERB
ejpam-633	150	6	by	by	ADP
ejpam-633	150	7	(	(	PUNCT
ejpam-633	150	8	1−	1−	NUM
ejpam-633	150	9	.4766b−	.4766b−	PUNCT
ejpam-633	150	10	.9054b2)(1−	.9054b2)(1−	PUNCT
ejpam-633	151	1	b)νt	b)νt	PROPN
ejpam-633	151	2	=	=	PUNCT
ejpam-633	152	1	(	(	PUNCT
ejpam-633	152	2	1−	1−	NUM
ejpam-633	152	3	.04362b−	.04362b−	PUNCT
ejpam-633	153	1	.0728b2−	.0728b2−	PROPN
ejpam-633	153	2	.9071b3)ǫt	.9071b3)ǫt	PROPN
ejpam-633	153	3	.	.	PUNCT
ejpam-633	154	1	(	(	PUNCT
ejpam-633	154	2	11	11	X
ejpam-633	154	3	)	)	PUNCT
ejpam-633	154	4	expanding	expand	VERB
ejpam-633	154	5	the	the	DET
ejpam-633	154	6	autoregressive	autoregressive	ADJ
ejpam-633	154	7	operator	operator	NOUN
ejpam-633	154	8	in	in	ADP
ejpam-633	154	9	(	(	PUNCT
ejpam-633	154	10	4	4	NUM
ejpam-633	154	11	)	)	PUNCT
ejpam-633	154	12	and	and	CCONJ
ejpam-633	154	13	the	the	DET
ejpam-633	154	14	differencing	difference	VERB
ejpam-633	154	15	filter	filter	NOUN
ejpam-633	154	16	,	,	PUNCT
ejpam-633	154	17	we	we	PRON
ejpam-633	154	18	have	have	VERB
ejpam-633	154	19	(	(	PUNCT
ejpam-633	154	20	1−	1−	NUM
ejpam-633	154	21	1.4766b−	1.4766b−	NUM
ejpam-633	154	22	.4279b2	.4279b2	VERB
ejpam-633	155	1	+	+	X
ejpam-633	155	2	.9045b3)νt	.9045b3)νt	ADJ
ejpam-633	155	3	=	=	X
ejpam-633	155	4	(	(	PUNCT
ejpam-633	155	5	1−	1−	NUM
ejpam-633	155	6	.04362b−	.04362b−	PUNCT
ejpam-633	156	1	.0728b2−	.0728b2−	PROPN
ejpam-633	156	2	.9071b3)ǫt	.9071b3)ǫt	PROPN
ejpam-633	156	3	.	.	PUNCT
ejpam-633	157	1	or	or	CCONJ
ejpam-633	157	2	v̂t	v̂t	X
ejpam-633	157	3	=	=	SYM
ejpam-633	158	1	1.4766νt−1	1.4766νt−1	PROPN
ejpam-633	158	2	+	+	NUM
ejpam-633	158	3	.4279νt−2−	.4279νt−2−	NUM
ejpam-633	158	4	.9045νt−3	.9045νt−3	NOUN
ejpam-633	158	5	+	+	CCONJ
ejpam-633	158	6	ǫi	ǫi	ADP
ejpam-633	158	7	−	−	PROPN
ejpam-633	158	8	.4362ǫt−1−	.4362ǫt−1−	PUNCT
ejpam-633	159	1	.0728ǫt−2−	.0728ǫt−2−	PROPN
ejpam-633	159	2	.9071ǫt−3	.9071ǫt−3	NOUN
ejpam-633	159	3	.	.	PUNCT
ejpam-633	160	1	the	the	DET
ejpam-633	160	2	form	form	NOUN
ejpam-633	160	3	of	of	ADP
ejpam-633	160	4	the	the	DET
ejpam-633	160	5	actual	actual	ADJ
ejpam-633	160	6	estimates	estimate	NOUN
ejpam-633	160	7	of	of	ADP
ejpam-633	160	8	ν̂t	ν̂t	PROPN
ejpam-633	160	9	is	be	AUX
ejpam-633	160	10	given	give	VERB
ejpam-633	160	11	by	by	ADP
ejpam-633	160	12	v̂t	v̂t	NOUN
ejpam-633	160	13	=	=	PUNCT
ejpam-633	161	1	1.4766νt−1	1.4766νt−1	PROPN
ejpam-633	161	2	+	+	NUM
ejpam-633	161	3	.4279νt−2−	.4279νt−2−	NUM
ejpam-633	161	4	.9045νt−3	.9045νt−3	NOUN
ejpam-633	161	5	+	+	CCONJ
ejpam-633	161	6	ǫi	ǫi	ADP
ejpam-633	161	7	−	−	PROPN
ejpam-633	161	8	.4362ǫt−1−	.4362ǫt−1−	PUNCT
ejpam-633	162	1	.0728ǫt−2−	.0728ǫt−2−	NUM
ejpam-633	162	2	.9071ǫt−3	.9071ǫt−3	NOUN
ejpam-633	162	3	.	.	PUNCT
ejpam-633	163	1	(	(	PUNCT
ejpam-633	163	2	12	12	NUM
ejpam-633	163	3	)	)	PUNCT
ejpam-633	163	4	using	use	VERB
ejpam-633	163	5	the	the	DET
ejpam-633	163	6	above	above	ADJ
ejpam-633	163	7	equation	equation	NOUN
ejpam-633	163	8	(	(	PUNCT
ejpam-633	163	9	12	12	NUM
ejpam-633	163	10	)	)	PUNCT
ejpam-633	163	11	,	,	PUNCT
ejpam-633	163	12	we	we	PRON
ejpam-633	163	13	can	can	AUX
ejpam-633	163	14	obtain	obtain	VERB
ejpam-633	163	15	estimates	estimate	NOUN
ejpam-633	163	16	of	of	ADP
ejpam-633	163	17	vt	vt	PROPN
ejpam-633	163	18	and	and	CCONJ
ejpam-633	163	19	proceed	proceed	VERB
ejpam-633	163	20	to	to	PART
ejpam-633	163	21	use	use	VERB
ejpam-633	163	22	those	those	DET
ejpam-633	163	23	estimates	estimate	NOUN
ejpam-633	163	24	in	in	ADP
ejpam-633	163	25	expression	expression	NOUN
ejpam-633	163	26	(	(	PUNCT
ejpam-633	163	27	10	10	NUM
ejpam-633	163	28	)	)	PUNCT
ejpam-633	163	29	to	to	PART
ejpam-633	163	30	obtain	obtain	VERB
ejpam-633	163	31	estimates	estimate	NOUN
ejpam-633	163	32	of	of	ADP
ejpam-633	163	33	the	the	DET
ejpam-633	163	34	original	original	ADJ
ejpam-633	163	35	form	form	NOUN
ejpam-633	163	36	of	of	ADP
ejpam-633	163	37	the	the	DET
ejpam-633	163	38	data	datum	NOUN
ejpam-633	163	39	.	.	PUNCT
ejpam-633	164	1	a	a	DET
ejpam-633	164	2	graphical	graphical	ADJ
ejpam-633	164	3	comparison	comparison	NOUN
ejpam-633	164	4	of	of	ADP
ejpam-633	164	5	the	the	DET
ejpam-633	164	6	original	original	ADJ
ejpam-633	164	7	stock	stock	NOUN
ejpam-633	164	8	a	a	PRON
ejpam-633	164	9	with	with	ADP
ejpam-633	164	10	the	the	DET
ejpam-633	164	11	corresponding	corresponding	ADJ
ejpam-633	164	12	estimates	estimate	NOUN
ejpam-633	164	13	is	be	AUX
ejpam-633	164	14	given	give	VERB
ejpam-633	164	15	by	by	ADP
ejpam-633	164	16	figure	figure	NOUN
ejpam-633	164	17	4	4	NUM
ejpam-633	164	18	below	below	ADV
ejpam-633	164	19	.	.	PUNCT
ejpam-633	165	1	again	again	ADV
ejpam-633	165	2	,	,	PUNCT
ejpam-633	165	3	the	the	DET
ejpam-633	165	4	proposed	propose	VERB
ejpam-633	165	5	model	model	NOUN
ejpam-633	165	6	is	be	AUX
ejpam-633	165	7	quite	quite	ADV
ejpam-633	165	8	close	close	ADJ
ejpam-633	165	9	to	to	ADP
ejpam-633	165	10	the	the	DET
ejpam-633	165	11	original	original	ADJ
ejpam-633	165	12	realization	realization	NOUN
ejpam-633	165	13	of	of	ADP
ejpam-633	165	14	daily	daily	ADJ
ejpam-633	165	15	closing	closing	NOUN
ejpam-633	165	16	price	price	NOUN
ejpam-633	165	17	figure	figure	NOUN
ejpam-633	165	18	4	4	NUM
ejpam-633	165	19	:	:	PUNCT
ejpam-633	165	20	comparison	comparison	NOUN
ejpam-633	165	21	of	of	ADP
ejpam-633	165	22	the	the	DET
ejpam-633	165	23	3	3	NUM
ejpam-633	165	24	-	-	PUNCT
ejpam-633	165	25	day	day	NOUN
ejpam-633	165	26	exponential	exponential	NOUN
ejpam-633	165	27	weighted	weighted	AUX
ejpam-633	165	28	moving	move	VERB
ejpam-633	165	29	average	average	ADJ
ejpam-633	165	30	model	model	NOUN
ejpam-633	165	31	and	and	CCONJ
ejpam-633	165	32	original	original	ADJ
ejpam-633	165	33	time	time	NOUN
ejpam-633	165	34	series	series	NOUN
ejpam-633	165	35	.	.	PUNCT
ejpam-633	166	1	of	of	ADP
ejpam-633	166	2	stock	stock	NOUN
ejpam-633	166	3	a.	a.	NOUN
ejpam-633	166	4	the	the	DET
ejpam-633	166	5	residual	residual	ADJ
ejpam-633	166	6	analysis	analysis	NOUN
ejpam-633	166	7	results	result	NOUN
ejpam-633	166	8	is	be	AUX
ejpam-633	166	9	r̄	r̄	NOUN
ejpam-633	166	10	=	=	NOUN
ejpam-633	166	11	0.008	0.008	NUM
ejpam-633	166	12	with	with	ADP
ejpam-633	166	13	residual	residual	ADJ
ejpam-633	166	14	standard	standard	ADJ
ejpam-633	166	15	error	error	NOUN
ejpam-633	166	16	of	of	ADP
ejpam-633	166	17	0.017	0.017	NUM
ejpam-633	166	18	.	.	PUNCT
ejpam-633	167	1	this	this	DET
ejpam-633	167	2	model	model	NOUN
ejpam-633	167	3	seems	seem	VERB
ejpam-633	167	4	to	to	PART
ejpam-633	167	5	perform	perform	VERB
ejpam-633	167	6	as	as	ADV
ejpam-633	167	7	well	well	ADV
ejpam-633	167	8	as	as	ADP
ejpam-633	167	9	the	the	DET
ejpam-633	167	10	3	3	NUM
ejpam-633	167	11	-	-	PUNCT
ejpam-633	167	12	day	day	NOUN
ejpam-633	167	13	weighted	weighted	ADJ
ejpam-633	167	14	moving	move	VERB
ejpam-633	167	15	average	average	ADJ
ejpam-633	167	16	and	and	CCONJ
ejpam-633	167	17	slightly	slightly	ADV
ejpam-633	167	18	better	well	ADJ
ejpam-633	167	19	than	than	ADP
ejpam-633	167	20	the	the	DET
ejpam-633	167	21	3	3	NUM
ejpam-633	167	22	-	-	PUNCT
ejpam-633	167	23	day	day	NOUN
ejpam-633	167	24	moving	move	VERB
ejpam-633	167	25	average	average	ADJ
ejpam-633	167	26	forecasting	forecasting	NOUN
ejpam-633	167	27	model	model	NOUN
ejpam-633	167	28	.	.	PUNCT
ejpam-633	168	1	a	a	DET
ejpam-633	168	2	comparison	comparison	NOUN
ejpam-633	168	3	with	with	ADP
ejpam-633	168	4	the	the	DET
ejpam-633	168	5	classical	classical	ADJ
ejpam-633	168	6	arima	arima	NOUN
ejpam-633	168	7	model	model	NOUN
ejpam-633	168	8	will	will	AUX
ejpam-633	168	9	be	be	AUX
ejpam-633	168	10	also	also	ADV
ejpam-633	168	11	given	give	VERB
ejpam-633	168	12	.	.	PUNCT
ejpam-633	169	1	c.	c.	PROPN
ejpam-633	169	2	tsokos	tsokos	PROPN
ejpam-633	169	3	/	/	SYM
ejpam-633	169	4	eur	eur	PROPN
ejpam-633	169	5	.	.	PUNCT
ejpam-633	170	1	j.	j.	PROPN
ejpam-633	170	2	pure	pure	PROPN
ejpam-633	170	3	appl	appl	PROPN
ejpam-633	170	4	.	.	PROPN
ejpam-633	170	5	math	math	PROPN
ejpam-633	170	6	,	,	PUNCT
ejpam-633	170	7	3	3	NUM
ejpam-633	170	8	(	(	PUNCT
ejpam-633	170	9	2010	2010	NUM
ejpam-633	170	10	)	)	PUNCT
ejpam-633	170	11	,	,	PUNCT
ejpam-633	170	12	406	406	NUM
ejpam-633	170	13	-	-	SYM
ejpam-633	170	14	416	416	NUM
ejpam-633	170	15	414	414	NUM
ejpam-633	170	16	6	6	NUM
ejpam-633	170	17	.	.	PUNCT
ejpam-633	171	1	classical	classical	ADJ
ejpam-633	171	2	arima	arima	PROPN
ejpam-633	171	3	model	model	NOUN
ejpam-633	171	4	the	the	DET
ejpam-633	171	5	best	good	ADJ
ejpam-633	171	6	fit	fit	NOUN
ejpam-633	171	7	of	of	ADP
ejpam-633	171	8	the	the	DET
ejpam-633	171	9	stock	stock	NOUN
ejpam-633	171	10	a	a	DET
ejpam-633	171	11	closing	closing	NOUN
ejpam-633	171	12	price	price	NOUN
ejpam-633	171	13	is	be	AUX
ejpam-633	171	14	arima	arima	NOUN
ejpam-633	171	15	(	(	PUNCT
ejpam-633	171	16	0,1,2	0,1,2	NUM
ejpam-633	171	17	)	)	PUNCT
ejpam-633	171	18	,	,	PUNCT
ejpam-633	171	19	a	a	DET
ejpam-633	171	20	second	second	ADJ
ejpam-633	171	21	order	order	NOUN
ejpam-633	171	22	moving	move	VERB
ejpam-633	171	23	average	average	ADJ
ejpam-633	171	24	with	with	ADP
ejpam-633	171	25	a	a	DET
ejpam-633	171	26	first	first	ADJ
ejpam-633	171	27	difference	difference	NOUN
ejpam-633	171	28	filter	filter	NOUN
ejpam-633	171	29	.	.	PUNCT
ejpam-633	172	1	it	it	PRON
ejpam-633	172	2	can	can	AUX
ejpam-633	172	3	be	be	AUX
ejpam-633	172	4	written	write	VERB
ejpam-633	172	5	as	as	ADP
ejpam-633	172	6	(	(	PUNCT
ejpam-633	172	7	1−	1−	NUM
ejpam-633	172	8	b)x	b)x	X
ejpam-633	172	9	t	t	NOUN
ejpam-633	172	10	=	=	SYM
ejpam-633	172	11	(	(	PUNCT
ejpam-633	172	12	1−	1−	NUM
ejpam-633	172	13	0.033b−	0.033b−	NOUN
ejpam-633	172	14	0.11b2)ǫt	0.11b2)ǫt	NOUN
ejpam-633	172	15	.	.	PUNCT
ejpam-633	173	1	(	(	PUNCT
ejpam-633	173	2	13	13	X
ejpam-633	173	3	)	)	PUNCT
ejpam-633	173	4	expanding	expand	VERB
ejpam-633	173	5	the	the	DET
ejpam-633	173	6	autoregressive	autoregressive	ADJ
ejpam-633	173	7	operator	operator	NOUN
ejpam-633	173	8	and	and	CCONJ
ejpam-633	173	9	the	the	DET
ejpam-633	173	10	difference	difference	NOUN
ejpam-633	173	11	filter	filter	NOUN
ejpam-633	173	12	,	,	PUNCT
ejpam-633	173	13	we	we	PRON
ejpam-633	173	14	have	have	VERB
ejpam-633	173	15	x	x	X
ejpam-633	173	16	t	t	NOUN
ejpam-633	173	17	−	−	NOUN
ejpam-633	174	1	x	x	SYM
ejpam-633	174	2	t−1	t−1	NOUN
ejpam-633	174	3	=	=	SYM
ejpam-633	174	4	(	(	PUNCT
ejpam-633	174	5	1−	1−	NUM
ejpam-633	174	6	0.033b−	0.033b−	NOUN
ejpam-633	174	7	0.11b2)ǫt	0.11b2)ǫt	NOUN
ejpam-633	174	8	.	.	PUNCT
ejpam-633	175	1	(	(	PUNCT
ejpam-633	175	2	14	14	NUM
ejpam-633	175	3	)	)	PUNCT
ejpam-633	175	4	the	the	DET
ejpam-633	175	5	model	model	NOUN
ejpam-633	175	6	for	for	ADP
ejpam-633	175	7	one	one	NUM
ejpam-633	175	8	day	day	NOUN
ejpam-633	175	9	ahead	ahead	ADV
ejpam-633	175	10	forecasting	forecasting	NOUN
ejpam-633	175	11	time	time	NOUN
ejpam-633	175	12	series	series	NOUN
ejpam-633	175	13	of	of	ADP
ejpam-633	175	14	the	the	DET
ejpam-633	175	15	closing	closing	NOUN
ejpam-633	175	16	price	price	NOUN
ejpam-633	175	17	of	of	ADP
ejpam-633	175	18	stock	stock	NOUN
ejpam-633	175	19	a	a	PRON
ejpam-633	175	20	is	be	AUX
ejpam-633	175	21	given	give	VERB
ejpam-633	175	22	by	by	ADP
ejpam-633	175	23	x	x	PROPN
ejpam-633	175	24	t	t	NOUN
ejpam-633	175	25	=	=	SYM
ejpam-633	175	26	x	x	SYM
ejpam-633	175	27	t−1−	t−1−	NUM
ejpam-633	175	28	0.033ǫt−1−	0.033ǫt−1−	NOUN
ejpam-633	175	29	0.11ǫt−2	0.11ǫt−2	NOUN
ejpam-633	175	30	.	.	PUNCT
ejpam-633	176	1	(	(	PUNCT
ejpam-633	176	2	15	15	NUM
ejpam-633	176	3	)	)	PUNCT
ejpam-633	176	4	a	a	DET
ejpam-633	176	5	graph	graph	NOUN
ejpam-633	176	6	of	of	ADP
ejpam-633	176	7	the	the	DET
ejpam-633	176	8	forecasting	forecasting	NOUN
ejpam-633	176	9	value	value	NOUN
ejpam-633	176	10	obtained	obtain	VERB
ejpam-633	176	11	using	use	VERB
ejpam-633	176	12	(	(	PUNCT
ejpam-633	176	13	15	15	NUM
ejpam-633	176	14	)	)	PUNCT
ejpam-633	176	15	with	with	ADP
ejpam-633	176	16	the	the	DET
ejpam-633	176	17	original	original	ADJ
ejpam-633	176	18	time	time	NOUN
ejpam-633	176	19	series	series	NOUN
ejpam-633	176	20	is	be	AUX
ejpam-633	176	21	given	give	VERB
ejpam-633	176	22	below	below	ADV
ejpam-633	176	23	by	by	ADP
ejpam-633	176	24	figure	figure	NOUN
ejpam-633	176	25	5	5	NUM
ejpam-633	176	26	.	.	PUNCT
ejpam-633	177	1	visually	visually	ADV
ejpam-633	177	2	we	we	PRON
ejpam-633	177	3	can	can	AUX
ejpam-633	177	4	not	not	PART
ejpam-633	177	5	distinguish	distinguish	VERB
ejpam-633	177	6	between	between	ADP
ejpam-633	177	7	the	the	DET
ejpam-633	177	8	two	two	NUM
ejpam-633	177	9	graphs	graph	NOUN
ejpam-633	177	10	.	.	PUNCT
ejpam-633	178	1	however	however	ADV
ejpam-633	178	2	,	,	PUNCT
ejpam-633	178	3	the	the	DET
ejpam-633	178	4	figure	figure	NOUN
ejpam-633	178	5	5	5	NUM
ejpam-633	178	6	:	:	PUNCT
ejpam-633	178	7	comparisons	comparison	NOUN
ejpam-633	178	8	of	of	ADP
ejpam-633	178	9	classi	classi	PROPN
ejpam-633	178	10	al	al	PROPN
ejpam-633	178	11	arima	arima	PROPN
ejpam-633	178	12	model	model	NOUN
ejpam-633	178	13	and	and	CCONJ
ejpam-633	178	14	the	the	DET
ejpam-633	178	15	original	original	ADJ
ejpam-633	178	16	time	time	NOUN
ejpam-633	178	17	series	series	NOUN
ejpam-633	178	18	.	.	PUNCT
ejpam-633	179	1	average	average	ADJ
ejpam-633	179	2	residual	residual	ADJ
ejpam-633	179	3	r̄	r̄	NOUN
ejpam-633	179	4	=	=	NOUN
ejpam-633	179	5	0.57	0.57	NUM
ejpam-633	179	6	with	with	ADP
ejpam-633	179	7	a	a	DET
ejpam-633	179	8	residual	residual	ADJ
ejpam-633	179	9	standard	standard	ADJ
ejpam-633	179	10	error	error	NOUN
ejpam-633	179	11	of	of	ADP
ejpam-633	179	12	0.35	0.35	NUM
ejpam-633	179	13	,	,	PUNCT
ejpam-633	179	14	is	be	AUX
ejpam-633	179	15	greater	great	ADJ
ejpam-633	179	16	than	than	ADP
ejpam-633	179	17	the	the	DET
ejpam-633	179	18	other	other	ADJ
ejpam-633	179	19	three	three	NUM
ejpam-633	179	20	proposed	propose	VERB
ejpam-633	179	21	methods	method	NOUN
ejpam-633	179	22	.	.	PUNCT
ejpam-633	180	1	given	give	VERB
ejpam-633	180	2	in	in	ADP
ejpam-633	180	3	table	table	NOUN
ejpam-633	180	4	1	1	NUM
ejpam-633	180	5	is	be	AUX
ejpam-633	180	6	a	a	DET
ejpam-633	180	7	summary	summary	NOUN
ejpam-633	180	8	of	of	ADP
ejpam-633	180	9	the	the	DET
ejpam-633	180	10	residual	residual	ADJ
ejpam-633	180	11	analysis	analysis	NOUN
ejpam-633	180	12	in	in	ADP
ejpam-633	180	13	comparison	comparison	NOUN
ejpam-633	180	14	of	of	ADP
ejpam-633	180	15	the	the	DET
ejpam-633	180	16	proposed	proposed	ADJ
ejpam-633	180	17	three	three	NUM
ejpam-633	180	18	models	model	NOUN
ejpam-633	180	19	with	with	ADP
ejpam-633	180	20	the	the	DET
ejpam-633	180	21	classical	classical	ADJ
ejpam-633	180	22	arima	arima	NOUN
ejpam-633	180	23	process	process	NOUN
ejpam-633	180	24	.	.	PUNCT
ejpam-633	181	1	thus	thus	ADV
ejpam-633	181	2	,	,	PUNCT
ejpam-633	181	3	we	we	PRON
ejpam-633	181	4	can	can	AUX
ejpam-633	181	5	conclude	conclude	VERB
ejpam-633	181	6	thattable	thattable	ADJ
ejpam-633	181	7	1	1	NUM
ejpam-633	181	8	:	:	PUNCT
ejpam-633	181	9	comparison	comparison	NOUN
ejpam-633	181	10	of	of	ADP
ejpam-633	181	11	mean	mean	ADJ
ejpam-633	181	12	and	and	CCONJ
ejpam-633	181	13	standard	standard	ADJ
ejpam-633	181	14	error	error	NOUN
ejpam-633	181	15	of	of	ADP
ejpam-633	181	16	residuals	residual	NOUN
ejpam-633	181	17	.	.	PUNCT
ejpam-633	182	1	mean	mean	VERB
ejpam-633	182	2	residual	residual	ADJ
ejpam-633	182	3	r̄	r̄	NOUN
ejpam-633	182	4	residual	residual	ADJ
ejpam-633	182	5	standard	standard	ADJ
ejpam-633	182	6	error	error	NOUN
ejpam-633	182	7	3	3	NUM
ejpam-633	182	8	-	-	PUNCT
ejpam-633	182	9	day	day	NOUN
ejpam-633	182	10	moving	move	VERB
ejpam-633	182	11	arima	arima	NOUN
ejpam-633	182	12	0.010	0.010	NUM
ejpam-633	182	13	0.017	0.017	NUM
ejpam-633	182	14	3	3	NUM
ejpam-633	182	15	-	-	PUNCT
ejpam-633	182	16	day	day	NOUN
ejpam-633	182	17	weighted	weight	VERB
ejpam-633	182	18	arima	arima	PROPN
ejpam-633	182	19	0.008	0.008	NUM
ejpam-633	182	20	0.018	0.018	NUM
ejpam-633	182	21	3	3	NUM
ejpam-633	182	22	-	-	PUNCT
ejpam-633	182	23	day	day	NOUN
ejpam-633	182	24	exponential	exponential	NOUN
ejpam-633	182	25	weighted	weight	VERB
ejpam-633	182	26	arima	arima	PROPN
ejpam-633	182	27	0.008	0.008	NUM
ejpam-633	182	28	0.017	0.017	NUM
ejpam-633	182	29	classical	classical	ADJ
ejpam-633	182	30	arima	arima	NOUN
ejpam-633	182	31	0.570	0.570	NUM
ejpam-633	182	32	0.350	0.350	NUM
ejpam-633	182	33	the	the	DET
ejpam-633	182	34	3	3	NUM
ejpam-633	182	35	-	-	PUNCT
ejpam-633	182	36	day	day	NOUN
ejpam-633	182	37	average	average	NOUN
ejpam-633	182	38	,	,	PUNCT
ejpam-633	182	39	3	3	NUM
ejpam-633	182	40	-	-	PUNCT
ejpam-633	182	41	day	day	NOUN
ejpam-633	182	42	weighted	weight	VERB
ejpam-633	182	43	average	average	NOUN
ejpam-633	182	44	and	and	CCONJ
ejpam-633	182	45	the	the	DET
ejpam-633	182	46	3	3	NUM
ejpam-633	182	47	-	-	PUNCT
ejpam-633	182	48	day	day	NOUN
ejpam-633	182	49	exponential	exponential	NOUN
ejpam-633	182	50	weighted	weight	VERB
ejpam-633	182	51	average	average	NOUN
ejpam-633	182	52	will	will	AUX
ejpam-633	182	53	perform	perform	VERB
ejpam-633	182	54	better	well	ADJ
ejpam-633	182	55	than	than	ADP
ejpam-633	182	56	the	the	DET
ejpam-633	182	57	classical	classical	ADJ
ejpam-633	182	58	arima	arima	NOUN
ejpam-633	182	59	model	model	NOUN
ejpam-633	182	60	.	.	PUNCT
ejpam-633	183	1	references	reference	NOUN
ejpam-633	183	2	415	415	NUM
ejpam-633	183	3	references	reference	NOUN
ejpam-633	183	4	[	[	X
ejpam-633	183	5	1	1	NUM
ejpam-633	183	6	]	]	X
ejpam-633	183	7	c	c	PROPN
ejpam-633	183	8	granger	granger	PROPN
ejpam-633	183	9	.	.	PUNCT
ejpam-633	184	1	“	"	PUNCT
ejpam-633	184	2	the	the	DET
ejpam-633	184	3	typical	typical	ADJ
ejpam-633	184	4	spectral	spectral	ADJ
ejpam-633	184	5	shape	shape	NOUN
ejpam-633	184	6	of	of	ADP
ejpam-633	184	7	an	an	DET
ejpam-633	184	8	economic	economic	ADJ
ejpam-633	184	9	variable	variable	NOUN
ejpam-633	184	10	”	"	PUNCT
ejpam-633	184	11	.	.	PUNCT
ejpam-633	185	1	econometrica	econometrica	PROPN
ejpam-633	185	2	34	34	NUM
ejpam-633	185	3	:	:	SYM
ejpam-633	185	4	150161	150161	NUM
ejpam-633	185	5	,	,	PUNCT
ejpam-633	185	6	1966	1966	NUM
ejpam-633	185	7	.	.	PUNCT
ejpam-633	186	1	[	[	X
ejpam-633	186	2	2	2	NUM
ejpam-633	186	3	]	]	X
ejpam-633	186	4	c	c	PROPN
ejpam-633	186	5	granger	granger	PROPN
ejpam-633	186	6	.	.	PUNCT
ejpam-633	187	1	“	"	PUNCT
ejpam-633	187	2	investigating	investigate	VERB
ejpam-633	187	3	causal	causal	ADJ
ejpam-633	187	4	relations	relation	NOUN
ejpam-633	187	5	by	by	ADP
ejpam-633	187	6	econometric	econometric	ADJ
ejpam-633	187	7	models	model	NOUN
ejpam-633	187	8	and	and	CCONJ
ejpam-633	187	9	cross	cross	ADJ
ejpam-633	187	10	-	-	ADJ
ejpam-633	187	11	spectral	spectral	ADJ
ejpam-633	187	12	methods	method	NOUN
ejpam-633	187	13	”	"	PUNCT
ejpam-633	187	14	.	.	PUNCT
ejpam-633	188	1	econometrica	econometrica	PROPN
ejpam-633	188	2	37	37	NUM
ejpam-633	188	3	:	:	PUNCT
ejpam-633	188	4	424	424	NUM
ejpam-633	188	5	-	-	SYM
ejpam-633	188	6	438	438	NUM
ejpam-633	188	7	,	,	PUNCT
ejpam-633	188	8	1969	1969	NUM
ejpam-633	189	1	[	[	X
ejpam-633	189	2	3	3	X
ejpam-633	189	3	]	]	X
ejpam-633	189	4	c	c	PROPN
ejpam-633	189	5	granger	granger	PROPN
ejpam-633	189	6	and	and	CCONJ
ejpam-633	189	7	j	j	PROPN
ejpam-633	189	8	bates	bate	NOUN
ejpam-633	189	9	.	.	PUNCT
ejpam-633	190	1	“	"	PUNCT
ejpam-633	190	2	the	the	DET
ejpam-633	190	3	combination	combination	NOUN
ejpam-633	190	4	of	of	ADP
ejpam-633	190	5	forecasts	forecast	NOUN
ejpam-633	190	6	”	"	PUNCT
ejpam-633	190	7	.	.	PUNCT
ejpam-633	191	1	operational	operational	ADJ
ejpam-633	191	2	research	research	NOUN
ejpam-633	191	3	quarterly	quarterly	ADJ
ejpam-633	191	4	20	20	NUM
ejpam-633	191	5	:	:	SYM
ejpam-633	191	6	451	451	NUM
ejpam-633	191	7	-	-	SYM
ejpam-633	191	8	468	468	NUM
ejpam-633	191	9	,	,	PUNCT
ejpam-633	191	10	1969	1969	NUM
ejpam-633	191	11	.	.	PUNCT
ejpam-633	192	1	[	[	X
ejpam-633	192	2	4	4	X
ejpam-633	192	3	]	]	X
ejpam-633	192	4	c	c	PROPN
ejpam-633	192	5	granger	granger	PROPN
ejpam-633	192	6	and	and	CCONJ
ejpam-633	192	7	m	m	PROPN
ejpam-633	192	8	hatanaka	hatanaka	PROPN
ejpam-633	192	9	.	.	PUNCT
ejpam-633	193	1	spectral	spectral	ADJ
ejpam-633	193	2	analysis	analysis	NOUN
ejpam-633	193	3	of	of	ADP
ejpam-633	193	4	economic	economic	ADJ
ejpam-633	193	5	time	time	NOUN
ejpam-633	193	6	series	series	PROPN
ejpam-633	193	7	.	.	PUNCT
ejpam-633	194	1	princeton	princeton	PROPN
ejpam-633	194	2	university	university	PROPN
ejpam-633	194	3	press	press	PROPN
ejpam-633	194	4	,	,	PUNCT
ejpam-633	194	5	princeton	princeton	PROPN
ejpam-633	194	6	,	,	PUNCT
ejpam-633	194	7	nj	nj	PROPN
ejpam-633	194	8	,	,	PUNCT
ejpam-633	194	9	1964	1964	NUM
ejpam-633	194	10	.	.	PUNCT
ejpam-633	195	1	[	[	X
ejpam-633	195	2	5	5	X
ejpam-633	195	3	]	]	X
ejpam-633	195	4	c	c	PROPN
ejpam-633	195	5	granger	granger	PROPN
ejpam-633	195	6	and	and	CCONJ
ejpam-633	195	7	r	r	PROPN
ejpam-633	195	8	joyeux	joyeux	PROPN
ejpam-633	195	9	.	.	PUNCT
ejpam-633	196	1	“	"	PUNCT
ejpam-633	196	2	an	an	DET
ejpam-633	196	3	introduction	introduction	NOUN
ejpam-633	196	4	to	to	ADP
ejpam-633	196	5	long	long	ADJ
ejpam-633	196	6	-	-	PUNCT
ejpam-633	196	7	memory	memory	NOUN
ejpam-633	196	8	time	time	NOUN
ejpam-633	196	9	series	series	NOUN
ejpam-633	196	10	models	model	NOUN
ejpam-633	196	11	and	and	CCONJ
ejpam-633	196	12	fractional	fractional	ADJ
ejpam-633	196	13	differencing	differencing	NOUN
ejpam-633	196	14	”	"	PUNCT
ejpam-633	196	15	.	.	PUNCT
ejpam-633	197	1	journal	journal	PROPN
ejpam-633	197	2	of	of	ADP
ejpam-633	197	3	time	time	NOUN
ejpam-633	197	4	series	series	PROPN
ejpam-633	197	5	analysis	analysis	NOUN
ejpam-633	197	6	1	1	NUM
ejpam-633	197	7	:	:	SYM
ejpam-633	197	8	15	15	NUM
ejpam-633	197	9	-	-	SYM
ejpam-633	197	10	30	30	NUM
ejpam-633	197	11	,	,	PUNCT
ejpam-633	197	12	1980	1980	NUM
ejpam-633	197	13	.	.	PUNCT
ejpam-633	198	1	[	[	X
ejpam-633	198	2	6	6	NUM
ejpam-633	198	3	]	]	X
ejpam-633	198	4	c	c	PROPN
ejpam-633	198	5	granger	granger	PROPN
ejpam-633	198	6	and	and	CCONJ
ejpam-633	198	7	p	p	NOUN
ejpam-633	198	8	newbold	newbold	PROPN
ejpam-633	198	9	.	.	PUNCT
ejpam-633	199	1	“	"	PUNCT
ejpam-633	199	2	spurious	spurious	ADJ
ejpam-633	199	3	regressions	regression	NOUN
ejpam-633	199	4	in	in	ADP
ejpam-633	199	5	econometric	econometric	ADJ
ejpam-633	199	6	”	"	PUNCT
ejpam-633	199	7	.	.	PUNCT
ejpam-633	200	1	journal	journal	PROPN
ejpam-633	200	2	of	of	ADP
ejpam-633	200	3	econometrics	econometric	NOUN
ejpam-633	200	4	2	2	NUM
ejpam-633	200	5	:	:	SYM
ejpam-633	200	6	111	111	NUM
ejpam-633	200	7	-	-	SYM
ejpam-633	200	8	120	120	NUM
ejpam-633	200	9	,	,	PUNCT
ejpam-633	200	10	1974	1974	NUM
ejpam-633	200	11	[	[	X
ejpam-633	200	12	7	7	NUM
ejpam-633	200	13	]	]	X
ejpam-633	200	14	c	c	PROPN
ejpam-633	200	15	granger	granger	PROPN
ejpam-633	200	16	and	and	CCONJ
ejpam-633	200	17	p	p	PROPN
ejpam-633	200	18	newbold	newbold	PROPN
ejpam-633	200	19	.	.	PUNCT
ejpam-633	201	1	forecasting	forecast	VERB
ejpam-633	201	2	economic	economic	ADJ
ejpam-633	201	3	time	time	NOUN
ejpam-633	201	4	series	series	NOUN
ejpam-633	201	5	.	.	PUNCT
ejpam-633	202	1	academic	academic	ADJ
ejpam-633	202	2	press	press	NOUN
ejpam-633	202	3	;	;	PUNCT
ejpam-633	202	4	second	second	ADJ
ejpam-633	202	5	edition	edition	NOUN
ejpam-633	202	6	:	:	PUNCT
ejpam-633	202	7	1986	1986	NUM
ejpam-633	202	8	.	.	PUNCT
ejpam-633	203	1	[	[	X
ejpam-633	203	2	8	8	NUM
ejpam-633	203	3	]	]	X
ejpam-633	203	4	r	r	NOUN
ejpam-633	203	5	engle	engle	NOUN
ejpam-633	203	6	and	and	CCONJ
ejpam-633	203	7	c	c	PROPN
ejpam-633	203	8	granger	granger	PROPN
ejpam-633	203	9	.	.	PUNCT
ejpam-633	204	1	“	"	PUNCT
ejpam-633	204	2	co	co	NOUN
ejpam-633	204	3	-	-	NOUN
ejpam-633	204	4	integration	integration	NOUN
ejpam-633	204	5	and	and	CCONJ
ejpam-633	204	6	error	error	NOUN
ejpam-633	204	7	-	-	PUNCT
ejpam-633	204	8	correlation	correlation	NOUN
ejpam-633	204	9	:	:	PUNCT
ejpam-633	204	10	representation	representation	NOUN
ejpam-633	204	11	estimation	estimation	NOUN
ejpam-633	204	12	and	and	CCONJ
ejpam-633	204	13	testing	testing	NOUN
ejpam-633	204	14	”	"	PUNCT
ejpam-633	204	15	.	.	PUNCT
ejpam-633	205	1	econometrica	econometrica	PROPN
ejpam-633	205	2	55:251	55:251	NUM
ejpam-633	205	3	-	-	SYM
ejpam-633	205	4	276	276	NUM
ejpam-633	205	5	,	,	PUNCT
ejpam-633	205	6	1987	1987	NUM
ejpam-633	205	7	[	[	X
ejpam-633	205	8	9	9	NUM
ejpam-633	205	9	]	]	X
ejpam-633	205	10	c	c	X
ejpam-633	205	11	tsokos	tsokos	PROPN
ejpam-633	205	12	.	.	PUNCT
ejpam-633	206	1	“	"	PUNCT
ejpam-633	206	2	forecasting	forecasting	NOUN
ejpam-633	206	3	models	model	NOUN
ejpam-633	206	4	for	for	ADP
ejpam-633	206	5	nonstationary	nonstationary	ADJ
ejpam-633	206	6	time	time	NOUN
ejpam-633	206	7	series	series	NOUN
ejpam-633	206	8	-	-	PUNCT
ejpam-633	206	9	short	short	ADJ
ejpam-633	206	10	-	-	PUNCT
ejpam-633	206	11	term	term	NOUN
ejpam-633	206	12	predictability”mathematical	predictability”mathematical	PRON
ejpam-633	206	13	methods	method	NOUN
ejpam-633	206	14	in	in	ADP
ejpam-633	206	15	investment	investment	NOUN
ejpam-633	206	16	and	and	CCONJ
ejpam-633	206	17	finance	finance	NOUN
ejpam-633	206	18	,	,	PUNCT
ejpam-633	206	19	north	north	NOUN
ejpam-633	206	20	holland	holland	PROPN
ejpam-633	206	21	publishing	publishing	PROPN
ejpam-633	206	22	company	company	NOUN
ejpam-633	206	23	,	,	PUNCT
ejpam-633	206	24	1971	1971	NUM
ejpam-633	206	25	.	.	PUNCT
ejpam-633	207	1	[	[	X
ejpam-633	207	2	10	10	NUM
ejpam-633	207	3	]	]	X
ejpam-633	207	4	s	s	X
ejpam-633	207	5	shish	shish	NOUN
ejpam-633	207	6	and	and	CCONJ
ejpam-633	207	7	c	c	NOUN
ejpam-633	207	8	tsokos	tsokos	PROPN
ejpam-633	207	9	.	.	PUNCT
ejpam-633	208	1	“	"	PUNCT
ejpam-633	208	2	a	a	DET
ejpam-633	208	3	weighted	weight	VERB
ejpam-633	208	4	moving	move	VERB
ejpam-633	208	5	average	average	ADJ
ejpam-633	208	6	process	process	NOUN
ejpam-633	208	7	for	for	ADP
ejpam-633	208	8	forecasting	forecasting	NOUN
ejpam-633	208	9	”	"	PUNCT
ejpam-633	208	10	.	.	PUNCT
ejpam-633	209	1	journal	journal	PROPN
ejpam-633	209	2	of	of	ADP
ejpam-633	209	3	modern	modern	ADJ
ejpam-633	209	4	applied	apply	VERB
ejpam-633	209	5	statistical	statistical	ADJ
ejpam-633	209	6	methods	method	NOUN
ejpam-633	209	7	,	,	PUNCT
ejpam-633	209	8	vol	vol	NOUN
ejpam-633	209	9	16	16	NUM
ejpam-633	209	10	,	,	PUNCT
ejpam-633	209	11	no	no	INTJ
ejpam-633	209	12	.	.	NOUN
ejpam-633	209	13	2	2	NUM
ejpam-633	209	14	,	,	PUNCT
ejpam-633	209	15	2008	2008	NUM
ejpam-633	209	16	.	.	PUNCT
ejpam-633	210	1	[	[	X
ejpam-633	210	2	11	11	NUM
ejpam-633	210	3	]	]	X
ejpam-633	210	4	s	s	X
ejpam-633	210	5	shish	shish	NOUN
ejpam-633	210	6	and	and	CCONJ
ejpam-633	210	7	c	c	NOUN
ejpam-633	210	8	tsokos	tsokos	PROPN
ejpam-633	210	9	.	.	PUNCT
ejpam-633	211	1	“	"	PUNCT
ejpam-633	211	2	analytical	analytical	ADJ
ejpam-633	211	3	models	model	NOUN
ejpam-633	211	4	for	for	ADP
ejpam-633	211	5	economic	economic	ADJ
ejpam-633	211	6	forecasting	forecasting	NOUN
ejpam-633	211	7	”	"	PUNCT
ejpam-633	211	8	.	.	PUNCT
ejpam-633	212	1	proceedings	proceeding	NOUN
ejpam-633	212	2	of	of	ADP
ejpam-633	212	3	the	the	DET
ejpam-633	212	4	5th	5th	ADJ
ejpam-633	212	5	international	international	ADJ
ejpam-633	212	6	conference	conference	NOUN
ejpam-633	212	7	on	on	ADP
ejpam-633	212	8	dynamic	dynamic	ADJ
ejpam-633	212	9	system	system	NOUN
ejpam-633	212	10	,	,	PUNCT
ejpam-633	212	11	2008	2008	NUM
ejpam-633	212	12	.	.	PUNCT
ejpam-633	213	1	[	[	X
ejpam-633	213	2	12	12	NUM
ejpam-633	213	3	]	]	X
ejpam-633	213	4	s	s	X
ejpam-633	213	5	shish	shish	NOUN
ejpam-633	213	6	and	and	CCONJ
ejpam-633	213	7	c	c	NOUN
ejpam-633	213	8	tsokos	tsokos	PROPN
ejpam-633	213	9	.	.	PUNCT
ejpam-633	214	1	“	"	PUNCT
ejpam-633	214	2	new	new	ADJ
ejpam-633	214	3	nonstationary	nonstationary	ADJ
ejpam-633	214	4	time	time	NOUN
ejpam-633	214	5	series	series	PROPN
ejpam-633	214	6	models	model	NOUN
ejpam-633	214	7	with	with	ADP
ejpam-633	214	8	economic	economic	ADJ
ejpam-633	214	9	applications	application	NOUN
ejpam-633	214	10	”	"	PUNCT
ejpam-633	214	11	.	.	PUNCT
ejpam-633	215	1	proceedings	proceeding	NOUN
ejpam-633	215	2	of	of	ADP
ejpam-633	215	3	the	the	DET
ejpam-633	215	4	5th	5th	ADJ
ejpam-633	215	5	international	international	ADJ
ejpam-633	215	6	conference	conference	NOUN
ejpam-633	215	7	on	on	ADP
ejpam-633	215	8	dynamic	dynamic	ADJ
ejpam-633	215	9	system	system	NOUN
ejpam-633	215	10	,	,	PUNCT
ejpam-633	215	11	2008	2008	NUM
ejpam-633	215	12	.	.	PUNCT
ejpam-633	216	1	[	[	X
ejpam-633	216	2	13	13	NUM
ejpam-633	216	3	]	]	SYM
ejpam-633	216	4	s	s	X
ejpam-633	216	5	shish	shish	NOUN
ejpam-633	216	6	and	and	CCONJ
ejpam-633	216	7	c	c	NOUN
ejpam-633	216	8	tsokos	tsokos	PROPN
ejpam-633	216	9	.	.	PUNCT
ejpam-633	217	1	“	"	PUNCT
ejpam-633	217	2	a	a	DET
ejpam-633	217	3	temperature	temperature	NOUN
ejpam-633	217	4	forecasting	forecasting	NOUN
ejpam-633	217	5	model	model	NOUN
ejpam-633	217	6	for	for	ADP
ejpam-633	217	7	the	the	DET
ejpam-633	217	8	emissions	emission	NOUN
ejpam-633	217	9	and	and	CCONJ
ejpam-633	217	10	the	the	DET
ejpam-633	217	11	atmosphere	atmosphere	NOUN
ejpam-633	217	12	”	"	PUNCT
ejpam-633	217	13	.	.	PUNCT
ejpam-633	218	1	international	international	ADJ
ejpam-633	218	2	journal	journal	PROPN
ejpam-633	218	3	neural	neural	PROPN
ejpam-633	218	4	,	,	PUNCT
ejpam-633	218	5	paralle	paralle	PROPN
ejpam-633	218	6	;	;	PUNCT
ejpam-633	218	7	&	&	CCONJ
ejpam-633	218	8	scientific	scientific	ADJ
ejpam-633	218	9	computations	computation	NOUN
ejpam-633	218	10	,	,	PUNCT
ejpam-633	218	11	vol	vol	NOUN
ejpam-633	218	12	16	16	NUM
ejpam-633	218	13	,	,	PUNCT
ejpam-633	218	14	2008	2008	NUM
ejpam-633	218	15	.	.	PUNCT
ejpam-633	219	1	[	[	X
ejpam-633	219	2	14	14	NUM
ejpam-633	219	3	]	]	X
ejpam-633	219	4	s	s	X
ejpam-633	219	5	shish	shish	NOUN
ejpam-633	219	6	and	and	CCONJ
ejpam-633	219	7	c	c	NOUN
ejpam-633	219	8	tsokos	tsokos	PROPN
ejpam-633	219	9	.	.	PUNCT
ejpam-633	220	1	“	"	PUNCT
ejpam-633	220	2	prediction	prediction	NOUN
ejpam-633	220	3	models	model	NOUN
ejpam-633	220	4	for	for	ADP
ejpam-633	220	5	carbon	carbon	NOUN
ejpam-633	220	6	dioxide	dioxide	NOUN
ejpam-633	220	7	emissions	emission	NOUN
ejpam-633	220	8	and	and	CCONJ
ejpam-633	220	9	the	the	DET
ejpam-633	220	10	atmosphere	atmosphere	NOUN
ejpam-633	220	11	”	"	PUNCT
ejpam-633	220	12	.	.	PUNCT
ejpam-633	221	1	international	international	ADJ
ejpam-633	221	2	journal	journal	PROPN
ejpam-633	221	3	neural	neural	PROPN
ejpam-633	221	4	,	,	PUNCT
ejpam-633	221	5	paralle	paralle	PROPN
ejpam-633	221	6	;	;	PUNCT
ejpam-633	221	7	&	&	CCONJ
ejpam-633	221	8	scientific	scientific	ADJ
ejpam-633	221	9	computations	computation	NOUN
ejpam-633	221	10	,	,	PUNCT
ejpam-633	221	11	vol	vol	NOUN
ejpam-633	221	12	16.no.1	16.no.1	NUM
ejpam-633	221	13	,	,	PUNCT
ejpam-633	221	14	2008	2008	NUM
ejpam-633	221	15	.	.	PUNCT
ejpam-633	222	1	[	[	X
ejpam-633	222	2	15	15	NUM
ejpam-633	222	3	]	]	X
ejpam-633	222	4	c	c	X
ejpam-633	222	5	tsokos	tsokos	PROPN
ejpam-633	222	6	.	.	PUNCT
ejpam-633	223	1	“	"	PUNCT
ejpam-633	223	2	forecasting	forecasting	NOUN
ejpam-633	223	3	models	model	NOUN
ejpam-633	223	4	from	from	ADP
ejpam-633	223	5	nonstationary	nonstationary	ADJ
ejpam-633	223	6	time	time	NOUN
ejpam-633	223	7	series	series	PROPN
ejpam-633	223	8	-	-	PUNCT
ejpam-633	223	9	short	short	ADJ
ejpam-633	223	10	term	term	NOUN
ejpam-633	223	11	predictability	predictability	NOUN
ejpam-633	223	12	of	of	ADP
ejpam-633	223	13	stocks	stock	NOUN
ejpam-633	223	14	”	"	PUNCT
ejpam-633	223	15	,	,	PUNCT
ejpam-633	223	16	mathematical	mathematical	ADJ
ejpam-633	223	17	methods	method	NOUN
ejpam-633	223	18	in	in	ADP
ejpam-633	223	19	investment	investment	NOUN
ejpam-633	223	20	and	and	CCONJ
ejpam-633	223	21	finance	finance	NOUN
ejpam-633	223	22	,	,	PUNCT
ejpam-633	223	23	north	north	NOUN
ejpam-633	223	24	holland	holland	PROPN
ejpam-633	223	25	publishing	publishing	PROPN
ejpam-633	223	26	co.	co.	PROPN
ejpam-633	223	27	,	,	PUNCT
ejpam-633	223	28	520	520	NUM
ejpam-633	223	29	-	-	SYM
ejpam-633	223	30	63	63	NUM
ejpam-633	223	31	,	,	PUNCT
ejpam-633	223	32	1973	1973	NUM
ejpam-633	223	33	.	.	PUNCT
ejpam-633	223	34	references	reference	NOUN
ejpam-633	223	35	416	416	NUM
ejpam-633	223	36	[	[	X
ejpam-633	223	37	16	16	NUM
ejpam-633	223	38	]	]	X
ejpam-633	223	39	g	g	PROPN
ejpam-633	223	40	box	box	PROPN
ejpam-633	223	41	,	,	PUNCT
ejpam-633	223	42	g	g	PROPN
ejpam-633	223	43	jenkins	jenkins	PROPN
ejpam-633	223	44	,	,	PUNCT
ejpam-633	223	45	and	and	CCONJ
ejpam-633	223	46	g	g	PROPN
ejpam-633	223	47	reinsel	reinsel	NOUN
ejpam-633	223	48	.	.	PUNCT
ejpam-633	224	1	time	time	NOUN
ejpam-633	224	2	series	series	PROPN
ejpam-633	224	3	forecasting	forecasting	NOUN
ejpam-633	224	4	and	and	CCONJ
ejpam-633	224	5	control	control	NOUN
ejpam-633	224	6	,	,	PUNCT
ejpam-633	224	7	holden	holden	PROPN
ejpam-633	224	8	-	-	PUNCT
ejpam-633	224	9	day	day	NOUN
ejpam-633	224	10	,	,	PUNCT
ejpam-633	224	11	san	san	PROPN
ejpam-633	224	12	fransisco	fransisco	PROPN
ejpam-633	224	13	,	,	PUNCT
ejpam-633	224	14	1970	1970	NUM
ejpam-633	224	15	.	.	PUNCT
ejpam-633	225	1	[	[	X
ejpam-633	225	2	17	17	NUM
ejpam-633	225	3	]	]	X
ejpam-633	225	4	g	g	PROPN
ejpam-633	225	5	box	box	PROPN
ejpam-633	225	6	,	,	PUNCT
ejpam-633	225	7	g	g	PROPN
ejpam-633	225	8	jenkins	jenkins	PROPN
ejpam-633	225	9	,	,	PUNCT
ejpam-633	225	10	and	and	CCONJ
ejpam-633	225	11	g	g	PROPN
ejpam-633	225	12	reinsel	reinsel	NOUN
ejpam-633	225	13	.	.	PUNCT
ejpam-633	226	1	time	time	NOUN
ejpam-633	226	2	series	series	PROPN
ejpam-633	226	3	analysis	analysis	NOUN
ejpam-633	226	4	:	:	PUNCT
ejpam-633	226	5	forecasting	forecasting	NOUN
ejpam-633	226	6	and	and	CCONJ
ejpam-633	226	7	control	control	NOUN
ejpam-633	226	8	,	,	PUNCT
ejpam-633	226	9	3rd	3rd	ADJ
ejpam-633	226	10	ed	ed	NOUN
ejpam-633	226	11	.	.	PROPN
ejpam-633	226	12	,	,	PUNCT
ejpam-633	226	13	prentice	prentice	PROPN
ejpam-633	226	14	hall	hall	PROPN
ejpam-633	226	15	,	,	PUNCT
ejpam-633	226	16	englewood	englewood	PROPN
ejpam-633	226	17	cliffs	cliffs	PROPN
ejpam-633	226	18	,	,	PUNCT
ejpam-633	226	19	nj	nj	PROPN
ejpam-633	226	20	.	.	PROPN
ejpam-633	226	21	,	,	PUNCT
ejpam-633	226	22	89	89	NUM
ejpam-633	226	23	-	-	SYM
ejpam-633	226	24	99,224	99,224	NUM
ejpam-633	226	25	-	-	PUNCT
ejpam-633	226	26	247	247	NUM
ejpam-633	226	27	,	,	PUNCT
ejpam-633	226	28	1994	1994	NUM
ejpam-633	226	29	.	.	PUNCT
ejpam-633	227	1	[	[	X
ejpam-633	227	2	18	18	NUM
ejpam-633	227	3	]	]	PUNCT
ejpam-633	227	4	t	t	PROPN
ejpam-633	227	5	bollerslev	bollerslev	NOUN
ejpam-633	227	6	.	.	PUNCT
ejpam-633	228	1	“	"	PUNCT
ejpam-633	228	2	generalized	generalize	VERB
ejpam-633	228	3	autoregressive	autoregressive	ADJ
ejpam-633	228	4	conditional	conditional	ADJ
ejpam-633	228	5	heteroskedasticity	heteroskedasticity	NOUN
ejpam-633	228	6	”	"	PUNCT
ejpam-633	228	7	,	,	PUNCT
ejpam-633	228	8	journal	journal	NOUN
ejpam-633	228	9	of	of	ADP
ejpam-633	228	10	econometrics	econometric	NOUN
ejpam-633	228	11	,	,	PUNCT
ejpam-633	228	12	31	31	NUM
ejpam-633	228	13	,	,	PUNCT
ejpam-633	228	14	307	307	NUM
ejpam-633	228	15	-	-	SYM
ejpam-633	228	16	327	327	NUM
ejpam-633	228	17	,	,	PUNCT
ejpam-633	228	18	1986	1986	NUM
ejpam-633	228	19	.	.	PUNCT
ejpam-633	229	1	[	[	X
ejpam-633	229	2	19	19	NUM
ejpam-633	229	3	]	]	X
ejpam-633	229	4	p	p	PROPN
ejpam-633	229	5	brockwell	brockwell	PROPN
ejpam-633	229	6	and	and	CCONJ
ejpam-633	229	7	r	r	PROPN
ejpam-633	229	8	davis	davis	PROPN
ejpam-633	229	9	.	.	PUNCT
ejpam-633	230	1	introduction	introduction	NOUN
ejpam-633	230	2	to	to	ADP
ejpam-633	230	3	times	times	PROPN
ejpam-633	230	4	series	series	PROPN
ejpam-633	230	5	and	and	CCONJ
ejpam-633	230	6	forecasting	forecasting	NOUN
ejpam-633	230	7	,	,	PUNCT
ejpam-633	230	8	springer	springer	NOUN
ejpam-633	230	9	,	,	PUNCT
ejpam-633	230	10	new	new	PROPN
ejpam-633	230	11	york	york	PROPN
ejpam-633	230	12	,	,	PUNCT
ejpam-633	230	13	sections	section	VERB
ejpam-633	230	14	3.3	3.3	NUM
ejpam-633	230	15	and	and	CCONJ
ejpam-633	230	16	8.3	8.3	NUM
ejpam-633	230	17	,	,	PUNCT
ejpam-633	230	18	1996	1996	NUM
ejpam-633	230	19	.	.	PUNCT
ejpam-633	231	1	[	[	X
ejpam-633	231	2	20	20	NUM
ejpam-633	231	3	]	]	X
ejpam-633	231	4	r	r	NOUN
ejpam-633	231	5	brown	brown	NOUN
ejpam-633	231	6	.	.	PUNCT
ejpam-633	232	1	smoothing	smoothing	NOUN
ejpam-633	232	2	,	,	PUNCT
ejpam-633	232	3	forecasting	forecasting	NOUN
ejpam-633	232	4	,	,	PUNCT
ejpam-633	232	5	and	and	CCONJ
ejpam-633	232	6	prediction	prediction	NOUN
ejpam-633	232	7	of	of	ADP
ejpam-633	232	8	discrete	discrete	ADJ
ejpam-633	232	9	time	time	NOUN
ejpam-633	232	10	series	series	PROPN
ejpam-633	232	11	,	,	PUNCT
ejpam-633	232	12	prentice	prentice	PROPN
ejpam-633	232	13	hall	hall	PROPN
ejpam-633	232	14	,	,	PUNCT
ejpam-633	232	15	new	new	PROPN
ejpam-633	232	16	jersey	jersey	PROPN
ejpam-633	232	17	,	,	PUNCT
ejpam-633	232	18	1962	1962	NUM
ejpam-633	232	19	.	.	PUNCT
ejpam-633	233	1	[	[	X
ejpam-633	233	2	21	21	NUM
ejpam-633	233	3	]	]	X
ejpam-633	233	4	d	d	PROPN
ejpam-633	233	5	crane	crane	NOUN
ejpam-633	233	6	and	and	CCONJ
ejpam-633	233	7	j	j	PROPN
ejpam-633	233	8	eratty	eratty	PROPN
ejpam-633	233	9	.	.	PUNCT
ejpam-633	234	1	“	"	PUNCT
ejpam-633	234	2	a	a	DET
ejpam-633	234	3	two	two	NUM
ejpam-633	234	4	stage	stage	NOUN
ejpam-633	234	5	forecasting	forecasting	NOUN
ejpam-633	234	6	model	model	NOUN
ejpam-633	234	7	:	:	PUNCT
ejpam-633	234	8	exponential	exponential	ADJ
ejpam-633	234	9	smoothing	smoothing	NOUN
ejpam-633	234	10	and	and	CCONJ
ejpam-633	234	11	multiple	multiple	ADJ
ejpam-633	234	12	regression	regression	NOUN
ejpam-633	234	13	”	"	PUNCT
ejpam-633	234	14	,	,	PUNCT
ejpam-633	234	15	management	management	NOUN
ejpam-633	234	16	science	science	NOUN
ejpam-633	234	17	,	,	PUNCT
ejpam-633	234	18	vol	vol	NOUN
ejpam-633	234	19	13	13	NUM
ejpam-633	234	20	,	,	PUNCT
ejpam-633	234	21	no.8	no.8	PROPN
ejpam-633	234	22	,	,	PUNCT
ejpam-633	234	23	1967	1967	NUM
ejpam-633	234	24	.	.	PUNCT
ejpam-633	235	1	[	[	X
ejpam-633	235	2	22	22	NUM
ejpam-633	235	3	]	]	X
ejpam-633	235	4	w	w	NOUN
ejpam-633	235	5	ebders	ebder	NOUN
ejpam-633	235	6	.	.	PUNCT
ejpam-633	236	1	applied	apply	VERB
ejpam-633	236	2	econometrics	econometrics	NOUN
ejpam-633	236	3	time	time	NOUN
ejpam-633	236	4	series	series	PROPN
ejpam-633	236	5	,	,	PUNCT
ejpam-633	236	6	john	john	PROPN
ejpam-633	236	7	-	-	PUNCT
ejpam-633	236	8	wiley	wiley	PROPN
ejpam-633	236	9	&	&	CCONJ
ejpam-633	236	10	sons	son	NOUN
ejpam-633	236	11	,	,	PUNCT
ejpam-633	236	12	139	139	NUM
ejpam-633	236	13	-	-	SYM
ejpam-633	236	14	149	149	NUM
ejpam-633	236	15	,	,	PUNCT
ejpam-633	236	16	1995	1995	NUM
ejpam-633	236	17	.	.	PUNCT
ejpam-633	237	1	[	[	X
ejpam-633	237	2	23	23	NUM
ejpam-633	237	3	]	]	PUNCT
ejpam-633	237	4	a	a	DET
ejpam-633	237	5	fox	fox	NOUN
ejpam-633	237	6	.	.	PUNCT
ejpam-633	238	1	“	"	PUNCT
ejpam-633	238	2	outline	outline	NOUN
ejpam-633	238	3	in	in	ADP
ejpam-633	238	4	time	time	NOUN
ejpam-633	238	5	series	series	PROPN
ejpam-633	238	6	”	"	PUNCT
ejpam-633	238	7	,	,	PUNCT
ejpam-633	238	8	journal	journal	NOUN
ejpam-633	238	9	of	of	ADP
ejpam-633	238	10	royal	royal	ADJ
ejpam-633	238	11	stat	stat	PROPN
ejpam-633	238	12	.	.	PUNCT
ejpam-633	239	1	society	society	NOUN
ejpam-633	239	2	,	,	PUNCT
ejpam-633	239	3	series	series	NOUN
ejpam-633	239	4	b	b	PROPN
ejpam-633	239	5	,	,	PUNCT
ejpam-633	239	6	vol.34	vol.34	PROPN
ejpam-633	239	7	,	,	PUNCT
ejpam-633	239	8	no.3	no.3	PROPN
ejpam-633	239	9	,	,	PUNCT
ejpam-633	239	10	1972	1972	NUM
ejpam-633	239	11	.	.	PUNCT
ejpam-633	240	1	[	[	X
ejpam-633	240	2	24	24	NUM
ejpam-633	240	3	]	]	X
ejpam-633	240	4	h	h	NOUN
ejpam-633	240	5	akaike	akaike	ADJ
ejpam-633	240	6	.	.	PUNCT
ejpam-633	241	1	“	"	PUNCT
ejpam-633	241	2	a	a	DET
ejpam-633	241	3	new	new	ADJ
ejpam-633	241	4	look	look	NOUN
ejpam-633	241	5	at	at	ADP
ejpam-633	241	6	the	the	DET
ejpam-633	241	7	statistical	statistical	ADJ
ejpam-633	241	8	model	model	NOUN
ejpam-633	241	9	identifications	identification	NOUN
ejpam-633	241	10	”	"	PUNCT
ejpam-633	241	11	,	,	PUNCT
ejpam-633	241	12	ieee	ieee	NOUN
ejpam-633	241	13	transactions	transaction	NOUN
ejpam-633	241	14	on	on	ADP
ejpam-633	241	15	automatic	automatic	ADJ
ejpam-633	241	16	control	control	NOUN
ejpam-633	241	17	,	,	PUNCT
ejpam-633	241	18	ac-19	ac-19	PRON
ejpam-633	241	19	,	,	PUNCT
ejpam-633	241	20	716	716	NUM
ejpam-633	241	21	-	-	SYM
ejpam-633	241	22	723	723	NUM
ejpam-633	241	23	,	,	PUNCT
ejpam-633	241	24	1974	1974	NUM
ejpam-633	241	25	.	.	PUNCT