id	sid	eid	entity	type
fbem-18145	1	1	2766-824x	QUANTITY
fbem-18145	1	2	13	CARDINAL
fbem-18145	1	3	3	CARDINAL
fbem-18145	1	4	2024 20	DATE
fbem-18145	1	5	shang li1, *	PERSON
fbem-18145	1	6	1college	CARDINAL
fbem-18145	1	7	william & mary	ORG
fbem-18145	1	8	virginia	GPE
fbem-18145	1	9	23187-8795	DATE
fbem-18145	1	10	united states of america	GPE
fbem-18145	2	1	jinan	GPE
fbem-18145	2	2	600807	DATE
fbem-18145	3	1	jinan	GPE
fbem-18145	3	2	600807	DATE
fbem-18145	3	3	july 13	DATE
fbem-18145	3	4	2023	CARDINAL
fbem-18145	3	5	july 27	DATE
fbem-18145	3	6	2023	CARDINAL
fbem-18145	7	1	1	CARDINAL
fbem-18145	8	1	one	CARDINAL
fbem-18145	10	1	1982.[1	CARDINAL
fbem-18145	10	2	four decades	DATE
fbem-18145	13	1	2	CARDINAL
fbem-18145	14	1	wu	PERSON
fbem-18145	14	2	beijing	GPE
fbem-18145	14	3	yang et al	PERSON
fbem-18145	15	1	intraday	ORDINAL
fbem-18145	15	2	china national trade stocks	ORG
fbem-18145	16	1	farman et al	PERSON
fbem-18145	17	1	1,1	CARDINAL
fbem-18145	17	2	indian	NORP
fbem-18145	17	3	2008	DATE
fbem-18145	17	4	2021	CARDINAL
fbem-18145	18	1	the pakistan stock exchange	ORG
fbem-18145	18	2	2009	DATE
fbem-18145	18	3	2016	CARDINAL
fbem-18145	19	1	aic	ORG
fbem-18145	20	1	5]adebayo	CARDINAL
fbem-18145	20	2	3,1,1	DATE
fbem-18145	20	3	arima	ORG
fbem-18145	20	4	1,1,4	CARDINAL
fbem-18145	20	5	botswana	GPE
fbem-18145	20	6	nigeria	GPE
fbem-18145	20	7	xu	PERSON
fbem-18145	20	8	liang	PERSON
fbem-18145	21	1	7]toma	CARDINAL
fbem-18145	21	2	microsoft corporation	ORG
fbem-18145	21	3	ceemdan	PERSON
fbem-18145	21	4	300	CARDINAL
fbem-18145	24	1	first	ORDINAL
fbem-18145	25	1	jinan	GPE
fbem-18145	25	2	21	CARDINAL
fbem-18145	26	1	jinan	GPE
fbem-18145	27	1	3	CARDINAL
fbem-18145	27	2	3.1	CARDINAL
fbem-18145	28	1	jenkins	PERSON
fbem-18145	28	2	the early 1970s	DATE
fbem-18145	29	1	three	CARDINAL
fbem-18145	32	1	1	CARDINAL
fbem-18145	32	2	𝑌	ORG
fbem-18145	38	1	3.2	CARDINAL
fbem-18145	39	1	1986	DATE
fbem-18145	40	1	11	CARDINAL
fbem-18145	42	1	𝜎 ⋯ 𝛽 𝜎	ORG
fbem-18145	42	2	2	CARDINAL
fbem-18145	45	1	3.3	CARDINAL
fbem-18145	46	1	3	CARDINAL
fbem-18145	46	2	4	CARDINAL
fbem-18145	46	3	0,1	CARDINAL
fbem-18145	46	4	5	CARDINAL
fbem-18145	46	5	4	DATE
fbem-18145	46	6	1	CARDINAL
fbem-18145	47	1	2	CARDINAL
fbem-18145	48	1	3	CARDINAL
fbem-18145	49	1	4	CARDINAL
fbem-18145	50	1	5	CARDINAL
fbem-18145	51	1	6	CARDINAL
fbem-18145	52	1	7	CARDINAL
fbem-18145	52	2	jinan	GPE
fbem-18145	53	1	8)	CARDINAL
fbem-18145	54	1	5	CARDINAL
fbem-18145	54	2	5.1	CARDINAL
fbem-18145	55	1	jinan	GPE
fbem-18145	55	2	600807	DATE
fbem-18145	55	3	january 4, 2021	DATE
fbem-18145	55	4	july 12	DATE
fbem-18145	55	5	2023	CARDINAL
fbem-18145	55	6	july 13	DATE
fbem-18145	55	7	2023	CARDINAL
fbem-18145	55	8	july 27	DATE
fbem-18145	55	9	2023	CARDINAL
fbem-18145	56	1	5.2	CARDINAL
fbem-18145	57	1	5.2.1	CARDINAL
fbem-18145	58	1	adf stationarity	ORG
fbem-18145	58	2	1	CARDINAL
fbem-18145	60	1	1	CARDINAL
fbem-18145	61	1	first	ORDINAL
fbem-18145	61	2	2	CARDINAL
fbem-18145	61	3	first	ORDINAL
fbem-18145	62	1	2	CARDINAL
fbem-18145	62	2	first	ORDINAL
fbem-18145	62	3	1	CARDINAL
fbem-18145	62	4	1 22	DATE
fbem-18145	62	5	5.2.2	DATE
fbem-18145	63	1	the aic criterion	ORG
fbem-18145	63	2	aic	ORG
fbem-18145	64	1	13]this	CARDINAL
fbem-18145	65	1	3	CARDINAL
fbem-18145	66	1	3	CARDINAL
fbem-18145	68	1	4	CARDINAL
fbem-18145	69	1	4	CARDINAL
fbem-18145	70	1	aic value	PERSON
fbem-18145	73	1	5.2.3	CARDINAL
fbem-18145	73	2	5	CARDINAL
fbem-18145	74	1	less than 0.001	CARDINAL
fbem-18145	75	1	5	CARDINAL
fbem-18145	76	1	5.2.4	CARDINAL
fbem-18145	76	2	arima	ORG
fbem-18145	77	1	6	CARDINAL
fbem-18145	78	1	6	CARDINAL
fbem-18145	78	2	7	CARDINAL
fbem-18145	78	3	acf	PERSON
fbem-18145	78	4	5.2.5	CARDINAL
fbem-18145	79	1	the next 15 days	DATE
fbem-18145	80	1	8	CARDINAL
fbem-18145	81	1	8	CARDINAL
fbem-18145	82	1	5.2.6	CARDINAL
fbem-18145	83	1	9	CARDINAL
fbem-18145	83	2	approximately 10.34%	PERCENT
fbem-18145	85	1	about 12.42%	PERCENT
fbem-18145	86	1	3.23%	PERCENT
fbem-18145	88	1	jinan	GPE
fbem-18145	89	1	23	CARDINAL
fbem-18145	89	2	1	CARDINAL
fbem-18145	89	3	rmse mae	ORG
fbem-18145	89	4	0.1034146 0.1242084	MONEY
fbem-18145	89	5	jinan	GPE
fbem-18145	90	1	1	CARDINAL
fbem-18145	90	2	r. f. (	PERSON
fbem-18145	90	3	1982	DATE
fbem-18145	91	1	united kingdom	GPE
fbem-18145	92	1	econometrica	PERSON
fbem-18145	92	2	987–1007	DATE
fbem-18145	93	1	2	CARDINAL
fbem-18145	93	2	wu	PERSON
fbem-18145	93	3	w., & wu	ORG
fbem-18145	93	4	2000	DATE
fbem-18145	95	1	2000(04	CARDINAL
fbem-18145	95	2	63	CARDINAL
fbem-18145	96	1	3	CARDINAL
fbem-18145	96	2	ma	PERSON
fbem-18145	96	3	x.	GPE
fbem-18145	96	4	2019	DATE
fbem-18145	98	1	jilin	GPE
fbem-18145	98	2	68	CARDINAL
fbem-18145	99	1	4	CARDINAL
fbem-18145	99	2	suri	GPE
fbem-18145	99	3	kaur	PERSON
fbem-18145	99	4	2022	CARDINAL
fbem-18145	100	1	indian	NORP
fbem-18145	101	1	11	CARDINAL
fbem-18145	102	1	5	CARDINAL
fbem-18145	102	2	c. r.	PERSON
fbem-18145	102	3	ahmed, f., & panjwani	PERSON
fbem-18145	102	4	2018	DATE
fbem-18145	103	1	pakistan stock exchange	ORG
fbem-18145	104	1	international journal of economics	ORG
fbem-18145	104	2	8(2	CARDINAL
fbem-18145	104	3	319	CARDINAL
fbem-18145	105	1	6	CARDINAL
fbem-18145	105	2	f. a.	PERSON
fbem-18145	105	3	r., & shangodoyin	ORG
fbem-18145	105	4	d. k.	PERSON
fbem-18145	105	5	2014	DATE
fbem-18145	106	1	arima model.	ORG
fbem-18145	107	1	3(3	CARDINAL
fbem-18145	108	1	s., & liang	ORG
fbem-18145	108	2	x.	GPE
fbem-18145	108	3	2019	DATE
fbem-18145	110	1	henan institute of education	ORG
fbem-18145	110	2	28(04	CARDINAL
fbem-18145	110	3	20-24	DATE
fbem-18145	111	1	8	CARDINAL
fbem-18145	111	2	l. r.	PERSON
fbem-18145	111	3	2023	CARDINAL
fbem-18145	112	1	arima	ORG
fbem-18145	113	1	informatica economica	PERSON
fbem-18145	113	2	61-72	DATE
fbem-18145	114	1	9	CARDINAL
fbem-18145	114	2	ren	GPE
fbem-18145	114	3	j., & su	ORG
fbem-18145	114	4	j.	PERSON
fbem-18145	114	5	2023	CARDINAL
fbem-18145	114	6	ceemdan	GPE
fbem-18145	115	1	applied sciences	ORG
fbem-18145	115	2	7104	DATE
fbem-18145	116	1	10	CARDINAL
fbem-18145	116	2	g. e. p.,	PERSON
fbem-18145	116	3	g. m.	PERSON
fbem-18145	116	4	1976	DATE
fbem-18145	118	1	san francisco	GPE
fbem-18145	119	1	holden-day	ORG
fbem-18145	120	1	11	CARDINAL
fbem-18145	120	2	1986	DATE
fbem-18145	121	1	31(3	CARDINAL
fbem-18145	121	2	307	CARDINAL
fbem-18145	122	1	12	CARDINAL
fbem-18145	122	2	r. f., & granger	PERSON
fbem-18145	122	3	c. w. j.	PERSON
fbem-18145	122	4	1987	DATE
fbem-18145	124	1	econometrica	PERSON
fbem-18145	124	2	251	CARDINAL
fbem-18145	125	1	13	CARDINAL
fbem-18145	125	2	1978	DATE
fbem-18145	126	1	akaike	GPE
fbem-18145	127	1	1326	CARDINAL