id	sid	tid	token	lemma	pos
fbem-18368	1	1	frontiers	frontier	NOUN
fbem-18368	1	2	in	in	ADP
fbem-18368	1	3	business	business	NOUN
fbem-18368	1	4	,	,	PUNCT
fbem-18368	1	5	economics	economic	NOUN
fbem-18368	1	6	and	and	CCONJ
fbem-18368	1	7	management	management	NOUN
fbem-18368	1	8	issn	issn	PROPN
fbem-18368	1	9	:	:	PUNCT
fbem-18368	1	10	2766	2766	NUM
fbem-18368	1	11	-	-	PUNCT
fbem-18368	1	12	824x	824x	NUM
fbem-18368	1	13	|	|	ADJ
fbem-18368	1	14	vol	vol	NOUN
fbem-18368	1	15	.	.	PROPN
fbem-18368	1	16	13	13	NUM
fbem-18368	1	17	,	,	PUNCT
fbem-18368	1	18	no	no	INTJ
fbem-18368	1	19	.	.	NOUN
fbem-18368	1	20	3	3	NUM
fbem-18368	1	21	,	,	PUNCT
fbem-18368	1	22	2024	2024	NUM
fbem-18368	1	23	345	345	NUM
fbem-18368	1	24	forecasting	forecasting	NOUN
fbem-18368	1	25	and	and	CCONJ
fbem-18368	1	26	error	error	NOUN
fbem-18368	1	27	factor	factor	NOUN
fbem-18368	1	28	analysis	analysis	NOUN
fbem-18368	1	29	of	of	ADP
fbem-18368	1	30	the	the	DET
fbem-18368	1	31	csi	csi	ADJ
fbem-18368	1	32	300	300	NUM
fbem-18368	1	33	index	index	NOUN
fbem-18368	1	34	based	base	VERB
fbem-18368	1	35	on	on	ADP
fbem-18368	1	36	the	the	DET
fbem-18368	1	37	arima	arima	PROPN
fbem-18368	1	38	model	model	NOUN
fbem-18368	1	39	yumeng	yumeng	PROPN
fbem-18368	1	40	zhang	zhang	PROPN
fbem-18368	1	41	department	department	PROPN
fbem-18368	1	42	of	of	ADP
fbem-18368	1	43	finance	finance	PROPN
fbem-18368	1	44	,	,	PUNCT
fbem-18368	1	45	shanghai	shanghai	PROPN
fbem-18368	1	46	university	university	PROPN
fbem-18368	1	47	,	,	PUNCT
fbem-18368	1	48	shanghai	shanghai	PROPN
fbem-18368	1	49	,	,	PUNCT
fbem-18368	1	50	co	co	PROPN
fbem-18368	1	51	200444	200444	NUM
fbem-18368	1	52	,	,	PUNCT
fbem-18368	1	53	china	china	PROPN
fbem-18368	1	54	abstract	abstract	PROPN
fbem-18368	1	55	:	:	PUNCT
fbem-18368	1	56	the	the	DET
fbem-18368	1	57	csi	csi	PROPN
fbem-18368	1	58	300	300	NUM
fbem-18368	1	59	stock	stock	NOUN
fbem-18368	1	60	index	index	NOUN
fbem-18368	1	61	futures	future	NOUN
fbem-18368	1	62	are	be	AUX
fbem-18368	1	63	futures	future	NOUN
fbem-18368	1	64	contracts	contract	NOUN
fbem-18368	1	65	with	with	ADP
fbem-18368	1	66	the	the	DET
fbem-18368	1	67	csi	csi	ADJ
fbem-18368	1	68	300	300	NUM
fbem-18368	1	69	index	index	NOUN
fbem-18368	1	70	as	as	ADP
fbem-18368	1	71	the	the	DET
fbem-18368	1	72	underlying	underlie	VERB
fbem-18368	1	73	asset	asset	NOUN
fbem-18368	1	74	.	.	PUNCT
fbem-18368	2	1	the	the	DET
fbem-18368	2	2	csi	csi	PROPN
fbem-18368	2	3	300	300	NUM
fbem-18368	2	4	index	index	NOUN
fbem-18368	2	5	represents	represent	VERB
fbem-18368	2	6	the	the	DET
fbem-18368	2	7	overall	overall	ADJ
fbem-18368	2	8	trend	trend	NOUN
fbem-18368	2	9	of	of	ADP
fbem-18368	2	10	the	the	DET
fbem-18368	2	11	chinese	chinese	ADJ
fbem-18368	2	12	stock	stock	NOUN
fbem-18368	2	13	market	market	NOUN
fbem-18368	2	14	,	,	PUNCT
fbem-18368	2	15	consolidating	consolidate	VERB
fbem-18368	2	16	a	a	DET
fbem-18368	2	17	representative	representative	ADJ
fbem-18368	2	18	variety	variety	NOUN
fbem-18368	2	19	of	of	ADP
fbem-18368	2	20	stocks	stock	NOUN
fbem-18368	2	21	for	for	ADP
fbem-18368	2	22	analysis	analysis	NOUN
fbem-18368	2	23	.	.	PUNCT
fbem-18368	3	1	it	it	PRON
fbem-18368	3	2	is	be	AUX
fbem-18368	3	3	generally	generally	ADV
fbem-18368	3	4	believed	believe	VERB
fbem-18368	3	5	to	to	PART
fbem-18368	3	6	reflect	reflect	VERB
fbem-18368	3	7	the	the	DET
fbem-18368	3	8	highs	high	NOUN
fbem-18368	3	9	and	and	CCONJ
fbem-18368	3	10	lows	low	NOUN
fbem-18368	3	11	of	of	ADP
fbem-18368	3	12	the	the	DET
fbem-18368	3	13	chinese	chinese	ADJ
fbem-18368	3	14	stock	stock	NOUN
fbem-18368	3	15	market	market	NOUN
fbem-18368	3	16	,	,	PUNCT
fbem-18368	3	17	with	with	ADP
fbem-18368	3	18	individual	individual	ADJ
fbem-18368	3	19	stock	stock	NOUN
fbem-18368	3	20	price	price	NOUN
fbem-18368	3	21	anomalies	anomaly	NOUN
fbem-18368	3	22	having	have	VERB
fbem-18368	3	23	limited	limit	VERB
fbem-18368	3	24	impact	impact	NOUN
fbem-18368	3	25	on	on	ADP
fbem-18368	3	26	the	the	DET
fbem-18368	3	27	overall	overall	ADJ
fbem-18368	3	28	index	index	NOUN
fbem-18368	3	29	.	.	PUNCT
fbem-18368	4	1	therefore	therefore	ADV
fbem-18368	4	2	,	,	PUNCT
fbem-18368	4	3	studying	study	VERB
fbem-18368	4	4	stock	stock	NOUN
fbem-18368	4	5	price	price	NOUN
fbem-18368	4	6	fluctuations	fluctuation	NOUN
fbem-18368	4	7	through	through	ADP
fbem-18368	4	8	technical	technical	ADJ
fbem-18368	4	9	means	mean	NOUN
fbem-18368	4	10	,	,	PUNCT
fbem-18368	4	11	focusing	focus	VERB
fbem-18368	4	12	on	on	ADP
fbem-18368	4	13	the	the	DET
fbem-18368	4	14	csi	csi	ADJ
fbem-18368	4	15	300	300	NUM
fbem-18368	4	16	index	index	NOUN
fbem-18368	4	17	as	as	ADP
fbem-18368	4	18	the	the	DET
fbem-18368	4	19	research	research	NOUN
fbem-18368	4	20	subject	subject	NOUN
fbem-18368	4	21	,	,	PUNCT
fbem-18368	4	22	is	be	AUX
fbem-18368	4	23	more	more	ADV
fbem-18368	4	24	appropriate	appropriate	ADJ
fbem-18368	4	25	.	.	PUNCT
fbem-18368	5	1	correspondingly	correspondingly	ADV
fbem-18368	5	2	,	,	PUNCT
fbem-18368	5	3	it	it	PRON
fbem-18368	5	4	also	also	ADV
fbem-18368	5	5	provides	provide	VERB
fbem-18368	5	6	guidance	guidance	NOUN
fbem-18368	5	7	for	for	ADP
fbem-18368	5	8	portfolio	portfolio	NOUN
fbem-18368	5	9	operations	operation	NOUN
fbem-18368	5	10	and	and	CCONJ
fbem-18368	5	11	institutional	institutional	ADJ
fbem-18368	5	12	or	or	CCONJ
fbem-18368	5	13	fund	fund	NOUN
fbem-18368	5	14	investments	investment	NOUN
fbem-18368	5	15	.	.	PUNCT
fbem-18368	6	1	specifically	specifically	ADV
fbem-18368	6	2	,	,	PUNCT
fbem-18368	6	3	it	it	PRON
fbem-18368	6	4	plays	play	VERB
fbem-18368	6	5	a	a	DET
fbem-18368	6	6	guiding	guide	VERB
fbem-18368	6	7	role	role	NOUN
fbem-18368	6	8	in	in	ADP
fbem-18368	6	9	the	the	DET
fbem-18368	6	10	research	research	NOUN
fbem-18368	6	11	of	of	ADP
fbem-18368	6	12	stock	stock	NOUN
fbem-18368	6	13	index	index	NOUN
fbem-18368	6	14	futures	future	NOUN
fbem-18368	6	15	based	base	VERB
fbem-18368	6	16	on	on	ADP
fbem-18368	6	17	the	the	DET
fbem-18368	6	18	csi	csi	PROPN
fbem-18368	6	19	300	300	NUM
fbem-18368	6	20	index	index	NOUN
fbem-18368	6	21	.	.	PUNCT
fbem-18368	7	1	hence	hence	ADV
fbem-18368	7	2	,	,	PUNCT
fbem-18368	7	3	this	this	DET
fbem-18368	7	4	paper	paper	NOUN
fbem-18368	7	5	employs	employ	VERB
fbem-18368	7	6	the	the	DET
fbem-18368	7	7	arima	arima	PROPN
fbem-18368	7	8	model	model	NOUN
fbem-18368	7	9	in	in	ADP
fbem-18368	7	10	time	time	NOUN
fbem-18368	7	11	series	series	PROPN
fbem-18368	7	12	analysis	analysis	NOUN
fbem-18368	7	13	to	to	PART
fbem-18368	7	14	establish	establish	VERB
fbem-18368	7	15	a	a	DET
fbem-18368	7	16	model	model	NOUN
fbem-18368	7	17	for	for	ADP
fbem-18368	7	18	the	the	DET
fbem-18368	7	19	csi	csi	PROPN
fbem-18368	7	20	300	300	NUM
fbem-18368	7	21	index	index	NOUN
fbem-18368	7	22	.	.	PUNCT
fbem-18368	8	1	utilizing	utilize	VERB
fbem-18368	8	2	mathematical	mathematical	ADJ
fbem-18368	8	3	methods	method	NOUN
fbem-18368	8	4	to	to	PART
fbem-18368	8	5	process	process	VERB
fbem-18368	8	6	the	the	DET
fbem-18368	8	7	daily	daily	ADJ
fbem-18368	8	8	csi	csi	PROPN
fbem-18368	8	9	300	300	NUM
fbem-18368	8	10	data	datum	NOUN
fbem-18368	8	11	sampled	sample	VERB
fbem-18368	8	12	from	from	ADP
fbem-18368	8	13	january	january	PROPN
fbem-18368	8	14	3	3	NUM
fbem-18368	8	15	,	,	PUNCT
fbem-18368	8	16	2023	2023	NUM
fbem-18368	8	17	,	,	PUNCT
fbem-18368	8	18	to	to	ADP
fbem-18368	8	19	december	december	PROPN
fbem-18368	8	20	29	29	NUM
fbem-18368	8	21	,	,	PUNCT
fbem-18368	8	22	2023	2023	NUM
fbem-18368	8	23	,	,	PUNCT
fbem-18368	8	24	a	a	DET
fbem-18368	8	25	one	one	NUM
fbem-18368	8	26	-	-	PUNCT
fbem-18368	8	27	year	year	NOUN
fbem-18368	8	28	period	period	NOUN
fbem-18368	8	29	,	,	PUNCT
fbem-18368	8	30	the	the	DET
fbem-18368	8	31	arima	arima	NOUN
fbem-18368	8	32	model	model	NOUN
fbem-18368	8	33	is	be	AUX
fbem-18368	8	34	developed	develop	VERB
fbem-18368	8	35	using	use	VERB
fbem-18368	8	36	the	the	DET
fbem-18368	8	37	python	python	NOUN
fbem-18368	8	38	programming	programming	NOUN
fbem-18368	8	39	language	language	NOUN
fbem-18368	8	40	based	base	VERB
fbem-18368	8	41	on	on	ADP
fbem-18368	8	42	economic	economic	ADJ
fbem-18368	8	43	theory	theory	NOUN
fbem-18368	8	44	and	and	CCONJ
fbem-18368	8	45	econometric	econometric	ADJ
fbem-18368	8	46	knowledge	knowledge	NOUN
fbem-18368	8	47	.	.	PUNCT
fbem-18368	9	1	by	by	ADP
fbem-18368	9	2	testing	testing	NOUN
fbem-18368	9	3	,	,	PUNCT
fbem-18368	9	4	adjusting	adjust	VERB
fbem-18368	9	5	,	,	PUNCT
fbem-18368	9	6	and	and	CCONJ
fbem-18368	9	7	estimating	estimate	VERB
fbem-18368	9	8	the	the	DET
fbem-18368	9	9	model	model	NOUN
fbem-18368	9	10	,	,	PUNCT
fbem-18368	9	11	a	a	DET
fbem-18368	9	12	reasonable	reasonable	ADJ
fbem-18368	9	13	economic	economic	ADJ
fbem-18368	9	14	interpretation	interpretation	NOUN
fbem-18368	9	15	of	of	ADP
fbem-18368	9	16	the	the	DET
fbem-18368	9	17	model	model	NOUN
fbem-18368	9	18	is	be	AUX
fbem-18368	9	19	provided	provide	VERB
fbem-18368	9	20	to	to	PART
fbem-18368	9	21	forecast	forecast	VERB
fbem-18368	9	22	the	the	DET
fbem-18368	9	23	csi	csi	PROPN
fbem-18368	9	24	300	300	NUM
fbem-18368	9	25	index	index	NOUN
fbem-18368	9	26	.	.	PUNCT
fbem-18368	10	1	through	through	ADP
fbem-18368	10	2	the	the	DET
fbem-18368	10	3	analysis	analysis	NOUN
fbem-18368	10	4	of	of	ADP
fbem-18368	10	5	the	the	DET
fbem-18368	10	6	actual	actual	ADJ
fbem-18368	10	7	results	result	NOUN
fbem-18368	10	8	obtained	obtain	VERB
fbem-18368	10	9	from	from	ADP
fbem-18368	10	10	this	this	DET
fbem-18368	10	11	model	model	NOUN
fbem-18368	10	12	and	and	CCONJ
fbem-18368	10	13	the	the	DET
fbem-18368	10	14	reasons	reason	NOUN
fbem-18368	10	15	for	for	ADP
fbem-18368	10	16	the	the	DET
fbem-18368	10	17	differences	difference	NOUN
fbem-18368	10	18	between	between	ADP
fbem-18368	10	19	the	the	DET
fbem-18368	10	20	actual	actual	ADJ
fbem-18368	10	21	values	value	NOUN
fbem-18368	10	22	of	of	ADP
fbem-18368	10	23	the	the	DET
fbem-18368	10	24	csi	csi	ADJ
fbem-18368	10	25	300	300	NUM
fbem-18368	10	26	index	index	NOUN
fbem-18368	10	27	and	and	CCONJ
fbem-18368	10	28	the	the	DET
fbem-18368	10	29	model	model	NOUN
fbem-18368	10	30	's	's	PART
fbem-18368	10	31	predicted	predict	VERB
fbem-18368	10	32	values	value	NOUN
fbem-18368	10	33	,	,	PUNCT
fbem-18368	10	34	this	this	DET
fbem-18368	10	35	study	study	NOUN
fbem-18368	10	36	aims	aim	VERB
fbem-18368	10	37	to	to	PART
fbem-18368	10	38	offer	offer	VERB
fbem-18368	10	39	valuable	valuable	ADJ
fbem-18368	10	40	insights	insight	NOUN
fbem-18368	10	41	for	for	ADP
fbem-18368	10	42	enterprises	enterprise	NOUN
fbem-18368	10	43	and	and	CCONJ
fbem-18368	10	44	investors	investor	NOUN
fbem-18368	10	45	in	in	ADP
fbem-18368	10	46	making	make	VERB
fbem-18368	10	47	relevant	relevant	ADJ
fbem-18368	10	48	decisions	decision	NOUN
fbem-18368	10	49	.	.	PUNCT
fbem-18368	11	1	keywords	keyword	NOUN
fbem-18368	11	2	:	:	PUNCT
fbem-18368	11	3	arima	arima	PROPN
fbem-18368	11	4	model	model	NOUN
fbem-18368	11	5	,	,	PUNCT
fbem-18368	11	6	csi	csi	X
fbem-18368	11	7	300	300	NUM
fbem-18368	11	8	prediction	prediction	NOUN
fbem-18368	11	9	,	,	PUNCT
fbem-18368	11	10	error	error	NOUN
fbem-18368	11	11	,	,	PUNCT
fbem-18368	11	12	influencing	influence	VERB
fbem-18368	11	13	factors	factor	NOUN
fbem-18368	11	14	.	.	PUNCT
fbem-18368	12	1	1	1	X
fbem-18368	12	2	.	.	X
fbem-18368	12	3	introduction	introduction	NOUN
fbem-18368	12	4	stocks	stock	NOUN
fbem-18368	12	5	first	first	ADV
fbem-18368	12	6	appeared	appear	VERB
fbem-18368	12	7	over	over	ADP
fbem-18368	12	8	400	400	NUM
fbem-18368	12	9	years	year	NOUN
fbem-18368	12	10	ago	ago	ADV
fbem-18368	12	11	,	,	PUNCT
fbem-18368	12	12	emerging	emerge	VERB
fbem-18368	12	13	alongside	alongside	ADP
fbem-18368	12	14	the	the	DET
fbem-18368	12	15	advent	advent	NOUN
fbem-18368	12	16	of	of	ADP
fbem-18368	12	17	joint	joint	ADJ
fbem-18368	12	18	-	-	PUNCT
fbem-18368	12	19	stock	stock	NOUN
fbem-18368	12	20	companies	company	NOUN
fbem-18368	12	21	.	.	PUNCT
fbem-18368	13	1	the	the	DET
fbem-18368	13	2	stock	stock	NOUN
fbem-18368	13	3	market	market	NOUN
fbem-18368	13	4	is	be	AUX
fbem-18368	13	5	an	an	DET
fbem-18368	13	6	inevitable	inevitable	ADJ
fbem-18368	13	7	product	product	NOUN
fbem-18368	13	8	of	of	ADP
fbem-18368	13	9	a	a	DET
fbem-18368	13	10	market	market	NOUN
fbem-18368	13	11	economy	economy	NOUN
fbem-18368	13	12	,	,	PUNCT
fbem-18368	13	13	holding	hold	VERB
fbem-18368	13	14	a	a	DET
fbem-18368	13	15	crucial	crucial	ADJ
fbem-18368	13	16	and	and	CCONJ
fbem-18368	13	17	immeasurable	immeasurable	ADJ
fbem-18368	13	18	position	position	NOUN
fbem-18368	13	19	in	in	ADP
fbem-18368	13	20	the	the	DET
fbem-18368	13	21	financial	financial	ADJ
fbem-18368	13	22	field	field	NOUN
fbem-18368	13	23	,	,	PUNCT
fbem-18368	13	24	and	and	CCONJ
fbem-18368	13	25	exerting	exert	VERB
fbem-18368	13	26	an	an	DET
fbem-18368	13	27	increasingly	increasingly	ADV
fbem-18368	13	28	profound	profound	ADJ
fbem-18368	13	29	influence	influence	NOUN
fbem-18368	13	30	on	on	ADP
fbem-18368	13	31	people	people	NOUN
fbem-18368	13	32	's	's	PART
fbem-18368	13	33	economic	economic	ADJ
fbem-18368	13	34	status	status	NOUN
fbem-18368	13	35	and	and	CCONJ
fbem-18368	13	36	quality	quality	NOUN
fbem-18368	13	37	of	of	ADP
fbem-18368	13	38	life	life	NOUN
fbem-18368	13	39	.	.	PUNCT
fbem-18368	14	1	since	since	SCONJ
fbem-18368	14	2	its	its	PRON
fbem-18368	14	3	initial	initial	ADJ
fbem-18368	14	4	trial	trial	NOUN
fbem-18368	14	5	run	run	VERB
fbem-18368	14	6	in	in	ADP
fbem-18368	14	7	1989	1989	NUM
fbem-18368	14	8	,	,	PUNCT
fbem-18368	14	9	the	the	DET
fbem-18368	14	10	chinese	chinese	ADJ
fbem-18368	14	11	stock	stock	NOUN
fbem-18368	14	12	market	market	NOUN
fbem-18368	14	13	has	have	AUX
fbem-18368	14	14	gradually	gradually	ADV
fbem-18368	14	15	developed	develop	VERB
fbem-18368	14	16	and	and	CCONJ
fbem-18368	14	17	become	become	VERB
fbem-18368	14	18	an	an	DET
fbem-18368	14	19	important	important	ADJ
fbem-18368	14	20	means	mean	NOUN
fbem-18368	14	21	to	to	PART
fbem-18368	14	22	raise	raise	VERB
fbem-18368	14	23	funds	fund	NOUN
fbem-18368	14	24	for	for	ADP
fbem-18368	14	25	key	key	ADJ
fbem-18368	14	26	national	national	ADJ
fbem-18368	14	27	projects	project	NOUN
fbem-18368	14	28	.	.	PUNCT
fbem-18368	15	1	moreover	moreover	ADV
fbem-18368	15	2	,	,	PUNCT
fbem-18368	15	3	stocks	stock	NOUN
fbem-18368	15	4	are	be	AUX
fbem-18368	15	5	characterized	characterize	VERB
fbem-18368	15	6	by	by	ADP
fbem-18368	15	7	their	their	PRON
fbem-18368	15	8	speed	speed	NOUN
fbem-18368	15	9	,	,	PUNCT
fbem-18368	15	10	strength	strength	NOUN
fbem-18368	15	11	,	,	PUNCT
fbem-18368	15	12	low	low	ADJ
fbem-18368	15	13	cost	cost	NOUN
fbem-18368	15	14	,	,	PUNCT
fbem-18368	15	15	and	and	CCONJ
fbem-18368	15	16	adherence	adherence	NOUN
fbem-18368	15	17	to	to	ADP
fbem-18368	15	18	market	market	NOUN
fbem-18368	15	19	economic	economic	ADJ
fbem-18368	15	20	laws	law	NOUN
fbem-18368	15	21	when	when	SCONJ
fbem-18368	15	22	raising	raise	VERB
fbem-18368	15	23	construction	construction	NOUN
fbem-18368	15	24	funds	fund	NOUN
fbem-18368	15	25	,	,	PUNCT
fbem-18368	15	26	thereby	thereby	ADV
fbem-18368	15	27	promoting	promote	VERB
fbem-18368	15	28	the	the	DET
fbem-18368	15	29	rapid	rapid	ADJ
fbem-18368	15	30	development	development	NOUN
fbem-18368	15	31	of	of	ADP
fbem-18368	15	32	china	china	PROPN
fbem-18368	15	33	's	's	PART
fbem-18368	15	34	stock	stock	NOUN
fbem-18368	15	35	market	market	NOUN
fbem-18368	15	36	.	.	PUNCT
fbem-18368	16	1	stock	stock	NOUN
fbem-18368	16	2	investment	investment	NOUN
fbem-18368	16	3	has	have	AUX
fbem-18368	16	4	become	become	VERB
fbem-18368	16	5	an	an	DET
fbem-18368	16	6	important	important	ADJ
fbem-18368	16	7	means	mean	NOUN
fbem-18368	16	8	of	of	ADP
fbem-18368	16	9	family	family	NOUN
fbem-18368	16	10	financial	financial	ADJ
fbem-18368	16	11	management	management	NOUN
fbem-18368	16	12	and	and	CCONJ
fbem-18368	16	13	personal	personal	ADJ
fbem-18368	16	14	wealth	wealth	NOUN
fbem-18368	16	15	management	management	NOUN
fbem-18368	16	16	,	,	PUNCT
fbem-18368	16	17	with	with	ADP
fbem-18368	16	18	the	the	DET
fbem-18368	16	19	number	number	NOUN
fbem-18368	16	20	of	of	ADP
fbem-18368	16	21	chinese	chinese	ADJ
fbem-18368	16	22	stock	stock	NOUN
fbem-18368	16	23	investors	investor	NOUN
fbem-18368	16	24	reaching	reach	VERB
fbem-18368	16	25	an	an	DET
fbem-18368	16	26	unprecedented	unprecedented	ADJ
fbem-18368	16	27	scale	scale	NOUN
fbem-18368	16	28	.	.	PUNCT
fbem-18368	17	1	the	the	DET
fbem-18368	17	2	mastery	mastery	NOUN
fbem-18368	17	3	of	of	ADP
fbem-18368	17	4	stock	stock	NOUN
fbem-18368	17	5	investment	investment	NOUN
fbem-18368	17	6	determines	determine	VERB
fbem-18368	17	7	a	a	DET
fbem-18368	17	8	portion	portion	NOUN
fbem-18368	17	9	of	of	ADP
fbem-18368	17	10	a	a	DET
fbem-18368	17	11	family	family	NOUN
fbem-18368	17	12	's	's	PART
fbem-18368	17	13	income	income	NOUN
fbem-18368	17	14	.	.	PUNCT
fbem-18368	18	1	the	the	DET
fbem-18368	18	2	sharp	sharp	ADJ
fbem-18368	18	3	fluctuations	fluctuation	NOUN
fbem-18368	18	4	in	in	ADP
fbem-18368	18	5	the	the	DET
fbem-18368	18	6	stock	stock	NOUN
fbem-18368	18	7	market	market	NOUN
fbem-18368	18	8	can	can	AUX
fbem-18368	18	9	cause	cause	VERB
fbem-18368	18	10	significant	significant	ADJ
fbem-18368	18	11	shocks	shock	NOUN
fbem-18368	18	12	to	to	ADP
fbem-18368	18	13	the	the	DET
fbem-18368	18	14	financial	financial	ADJ
fbem-18368	18	15	market	market	NOUN
fbem-18368	18	16	,	,	PUNCT
fbem-18368	18	17	directly	directly	ADV
fbem-18368	18	18	impacting	impact	VERB
fbem-18368	18	19	its	its	PRON
fbem-18368	18	20	stability	stability	NOUN
fbem-18368	18	21	and	and	CCONJ
fbem-18368	18	22	the	the	DET
fbem-18368	18	23	healthy	healthy	ADJ
fbem-18368	18	24	development	development	NOUN
fbem-18368	18	25	of	of	ADP
fbem-18368	18	26	the	the	DET
fbem-18368	18	27	economy	economy	NOUN
fbem-18368	18	28	.	.	PUNCT
fbem-18368	19	1	however	however	ADV
fbem-18368	19	2	,	,	PUNCT
fbem-18368	19	3	the	the	DET
fbem-18368	19	4	prominent	prominent	ADJ
fbem-18368	19	5	feature	feature	NOUN
fbem-18368	19	6	of	of	ADP
fbem-18368	19	7	the	the	DET
fbem-18368	19	8	stock	stock	NOUN
fbem-18368	19	9	market	market	NOUN
fbem-18368	19	10	is	be	AUX
fbem-18368	19	11	the	the	DET
fbem-18368	19	12	coexistence	coexistence	NOUN
fbem-18368	19	13	of	of	ADP
fbem-18368	19	14	high	high	ADJ
fbem-18368	19	15	risk	risk	NOUN
fbem-18368	19	16	and	and	CCONJ
fbem-18368	19	17	high	high	ADJ
fbem-18368	19	18	returns	return	NOUN
fbem-18368	19	19	.	.	PUNCT
fbem-18368	20	1	therefore	therefore	ADV
fbem-18368	20	2	,	,	PUNCT
fbem-18368	20	3	the	the	DET
fbem-18368	20	4	price	price	NOUN
fbem-18368	20	5	trend	trend	NOUN
fbem-18368	20	6	of	of	ADP
fbem-18368	20	7	stocks	stock	NOUN
fbem-18368	20	8	has	have	AUX
fbem-18368	20	9	always	always	ADV
fbem-18368	20	10	been	be	AUX
fbem-18368	20	11	of	of	ADP
fbem-18368	20	12	widespread	widespread	ADJ
fbem-18368	20	13	concern	concern	NOUN
fbem-18368	20	14	to	to	ADP
fbem-18368	20	15	the	the	DET
fbem-18368	20	16	government	government	NOUN
fbem-18368	20	17	,	,	PUNCT
fbem-18368	20	18	entrepreneurs	entrepreneur	NOUN
fbem-18368	20	19	,	,	PUNCT
fbem-18368	20	20	and	and	CCONJ
fbem-18368	20	21	investors	investor	NOUN
fbem-18368	20	22	.	.	PUNCT
fbem-18368	21	1	accurately	accurately	ADV
fbem-18368	21	2	predicting	predict	VERB
fbem-18368	21	3	the	the	DET
fbem-18368	21	4	trend	trend	NOUN
fbem-18368	21	5	of	of	ADP
fbem-18368	21	6	stock	stock	NOUN
fbem-18368	21	7	prices	price	NOUN
fbem-18368	21	8	and	and	CCONJ
fbem-18368	21	9	timely	timely	ADV
fbem-18368	21	10	intervening	intervene	VERB
fbem-18368	21	11	in	in	ADP
fbem-18368	21	12	and	and	CCONJ
fbem-18368	21	13	guiding	guide	VERB
fbem-18368	21	14	the	the	DET
fbem-18368	21	15	stock	stock	NOUN
fbem-18368	21	16	market	market	NOUN
fbem-18368	21	17	rationally	rationally	ADV
fbem-18368	21	18	will	will	AUX
fbem-18368	21	19	promote	promote	VERB
fbem-18368	21	20	the	the	DET
fbem-18368	21	21	sustained	sustained	ADJ
fbem-18368	21	22	and	and	CCONJ
fbem-18368	21	23	healthy	healthy	ADJ
fbem-18368	21	24	development	development	NOUN
fbem-18368	21	25	of	of	ADP
fbem-18368	21	26	china	china	PROPN
fbem-18368	21	27	's	's	PART
fbem-18368	21	28	economy	economy	NOUN
fbem-18368	21	29	,	,	PUNCT
fbem-18368	21	30	minimizing	minimize	VERB
fbem-18368	21	31	investors	investor	NOUN
fbem-18368	21	32	'	'	PART
fbem-18368	21	33	losses	loss	NOUN
fbem-18368	21	34	and	and	CCONJ
fbem-18368	21	35	maximizing	maximize	VERB
fbem-18368	21	36	their	their	PRON
fbem-18368	21	37	profits	profit	NOUN
fbem-18368	21	38	.	.	PUNCT
fbem-18368	22	1	2	2	X
fbem-18368	22	2	.	.	X
fbem-18368	22	3	literature	literature	NOUN
fbem-18368	22	4	references	reference	NOUN
fbem-18368	22	5	the	the	DET
fbem-18368	22	6	time	time	NOUN
fbem-18368	22	7	series	series	NOUN
fbem-18368	22	8	in	in	ADP
fbem-18368	22	9	business	business	NOUN
fbem-18368	22	10	and	and	CCONJ
fbem-18368	22	11	economics	economic	NOUN
fbem-18368	22	12	,	,	PUNCT
fbem-18368	22	13	such	such	ADJ
fbem-18368	22	14	as	as	ADP
fbem-18368	22	15	gdp	gdp	PROPN
fbem-18368	22	16	,	,	PUNCT
fbem-18368	22	17	ppi	ppi	PROPN
fbem-18368	22	18	,	,	PUNCT
fbem-18368	22	19	stock	stock	NOUN
fbem-18368	22	20	price	price	NOUN
fbem-18368	22	21	indices	index	NOUN
fbem-18368	22	22	,	,	PUNCT
fbem-18368	22	23	unemployment	unemployment	NOUN
fbem-18368	22	24	rates	rate	NOUN
fbem-18368	22	25	,	,	PUNCT
fbem-18368	22	26	market	market	NOUN
fbem-18368	22	27	shares	share	NOUN
fbem-18368	22	28	,	,	PUNCT
fbem-18368	22	29	exchange	exchange	NOUN
fbem-18368	22	30	rates	rate	NOUN
fbem-18368	22	31	,	,	PUNCT
fbem-18368	22	32	and	and	CCONJ
fbem-18368	22	33	interest	interest	NOUN
fbem-18368	22	34	rates	rate	NOUN
fbem-18368	22	35	,	,	PUNCT
fbem-18368	22	36	have	have	AUX
fbem-18368	22	37	long	long	ADV
fbem-18368	22	38	attracted	attract	VERB
fbem-18368	22	39	numerous	numerous	ADJ
fbem-18368	22	40	scholars	scholar	NOUN
fbem-18368	22	41	at	at	ADP
fbem-18368	22	42	home	home	NOUN
fbem-18368	22	43	and	and	CCONJ
fbem-18368	22	44	abroad	abroad	ADV
fbem-18368	22	45	for	for	ADP
fbem-18368	22	46	econometric	econometric	ADJ
fbem-18368	22	47	analysis	analysis	NOUN
fbem-18368	22	48	due	due	ADP
fbem-18368	22	49	to	to	ADP
fbem-18368	22	50	their	their	PRON
fbem-18368	22	51	economic	economic	ADJ
fbem-18368	22	52	and	and	CCONJ
fbem-18368	22	53	practical	practical	ADJ
fbem-18368	22	54	significance	significance	NOUN
fbem-18368	22	55	.	.	PUNCT
fbem-18368	23	1	in	in	ADP
fbem-18368	23	2	recent	recent	ADJ
fbem-18368	23	3	decades	decade	NOUN
fbem-18368	23	4	,	,	PUNCT
fbem-18368	23	5	considerable	considerable	ADJ
fbem-18368	23	6	progress	progress	NOUN
fbem-18368	23	7	has	have	AUX
fbem-18368	23	8	been	be	AUX
fbem-18368	23	9	made	make	VERB
fbem-18368	23	10	in	in	ADP
fbem-18368	23	11	time	time	NOUN
fbem-18368	23	12	series	series	PROPN
fbem-18368	23	13	modeling	modeling	NOUN
fbem-18368	23	14	and	and	CCONJ
fbem-18368	23	15	forecasting	forecast	VERB
fbem-18368	23	16	techniques	technique	NOUN
fbem-18368	23	17	through	through	ADP
fbem-18368	23	18	the	the	DET
fbem-18368	23	19	joint	joint	ADJ
fbem-18368	23	20	efforts	effort	NOUN
fbem-18368	23	21	of	of	ADP
fbem-18368	23	22	many	many	ADJ
fbem-18368	23	23	scholars	scholar	NOUN
fbem-18368	23	24	worldwide	worldwide	ADV
fbem-18368	23	25	.	.	PUNCT
fbem-18368	24	1	sargan	sargan	VERB
fbem-18368	24	2	,	,	PUNCT
fbem-18368	24	3	granger	granger	PROPN
fbem-18368	24	4	and	and	CCONJ
fbem-18368	24	5	margenstern	margenstern	PROPN
fbem-18368	25	1	[	[	X
fbem-18368	25	2	1	1	NUM
fbem-18368	25	3	]	]	PUNCT
fbem-18368	25	4	provided	provide	VERB
fbem-18368	25	5	the	the	DET
fbem-18368	25	6	random	random	ADJ
fbem-18368	25	7	walk	walk	NOUN
fbem-18368	25	8	model	model	NOUN
fbem-18368	25	9	and	and	CCONJ
fbem-18368	25	10	its	its	PRON
fbem-18368	25	11	various	various	ADJ
fbem-18368	25	12	improvements	improvement	NOUN
fbem-18368	25	13	.	.	PUNCT
fbem-18368	26	1	in	in	ADP
fbem-18368	26	2	1970	1970	NUM
fbem-18368	26	3	,	,	PUNCT
fbem-18368	26	4	gp.e	gp.e	NOUN
fbem-18368	26	5	box	box	PROPN
fbem-18368	26	6	and	and	CCONJ
fbem-18368	26	7	g.m	g.m	PROPN
fbem-18368	26	8	.	.	PROPN
fbem-18368	26	9	jenkins	jenkins	PROPN
fbem-18368	27	1	[	[	X
fbem-18368	27	2	2	2	X
fbem-18368	27	3	]	]	PUNCT
fbem-18368	27	4	proposed	propose	VERB
fbem-18368	27	5	the	the	DET
fbem-18368	27	6	autoregressive	autoregressive	ADJ
fbem-18368	27	7	integrated	integrated	ADJ
fbem-18368	27	8	moving	move	VERB
fbem-18368	27	9	average	average	ADJ
fbem-18368	27	10	(	(	PUNCT
fbem-18368	27	11	arima	arima	PROPN
fbem-18368	27	12	)	)	PUNCT
fbem-18368	27	13	model	model	NOUN
fbem-18368	27	14	,	,	PUNCT
fbem-18368	27	15	which	which	PRON
fbem-18368	27	16	first	first	ADV
fbem-18368	27	17	transforms	transform	VERB
fbem-18368	27	18	non	non	ADJ
fbem-18368	27	19	-	-	ADJ
fbem-18368	27	20	stationary	stationary	ADJ
fbem-18368	27	21	time	time	NOUN
fbem-18368	27	22	series	series	NOUN
fbem-18368	27	23	into	into	ADP
fbem-18368	27	24	stationary	stationary	ADJ
fbem-18368	27	25	ones	one	NOUN
fbem-18368	27	26	through	through	ADP
fbem-18368	27	27	differencing	differencing	NOUN
fbem-18368	27	28	of	of	ADP
fbem-18368	27	29	order	order	NOUN
fbem-18368	27	30	d	d	NOUN
fbem-18368	27	31	and	and	CCONJ
fbem-18368	27	32	then	then	ADV
fbem-18368	27	33	identifies	identify	VERB
fbem-18368	27	34	the	the	DET
fbem-18368	27	35	model	model	NOUN
fbem-18368	27	36	using	use	VERB
fbem-18368	27	37	autoregressive	autoregressive	ADJ
fbem-18368	27	38	processes	process	NOUN
fbem-18368	27	39	(	(	PUNCT
fbem-18368	27	40	ar(p	ar(p	NOUN
fbem-18368	27	41	)	)	PUNCT
fbem-18368	27	42	process	process	NOUN
fbem-18368	27	43	)	)	PUNCT
fbem-18368	27	44	,	,	PUNCT
fbem-18368	27	45	moving	move	VERB
fbem-18368	27	46	average	average	ADJ
fbem-18368	27	47	processes	process	NOUN
fbem-18368	27	48	(	(	PUNCT
fbem-18368	27	49	ma(q	ma(q	NOUN
fbem-18368	27	50	)	)	PUNCT
fbem-18368	27	51	process	process	NOUN
fbem-18368	27	52	)	)	PUNCT
fbem-18368	27	53	,	,	PUNCT
fbem-18368	27	54	sample	sample	NOUN
fbem-18368	27	55	autocorrelation	autocorrelation	NOUN
fbem-18368	27	56	coefficients	coefficient	NOUN
fbem-18368	27	57	(	(	PUNCT
fbem-18368	27	58	acf	acf	PROPN
fbem-18368	27	59	)	)	PUNCT
fbem-18368	27	60	,	,	PUNCT
fbem-18368	27	61	and	and	CCONJ
fbem-18368	27	62	partial	partial	ADJ
fbem-18368	27	63	autocorrelation	autocorrelation	NOUN
fbem-18368	27	64	coefficients	coefficient	NOUN
fbem-18368	27	65	(	(	PUNCT
fbem-18368	27	66	pacf	pacf	NOUN
fbem-18368	27	67	)	)	PUNCT
fbem-18368	27	68	,	,	PUNCT
fbem-18368	27	69	among	among	ADP
fbem-18368	27	70	others	other	NOUN
fbem-18368	27	71	.	.	PUNCT
fbem-18368	28	1	this	this	DET
fbem-18368	28	2	approach	approach	NOUN
fbem-18368	28	3	has	have	AUX
fbem-18368	28	4	since	since	SCONJ
fbem-18368	28	5	become	become	VERB
fbem-18368	28	6	the	the	DET
fbem-18368	28	7	most	most	ADV
fbem-18368	28	8	widely	widely	ADV
fbem-18368	28	9	used	use	VERB
fbem-18368	28	10	method	method	NOUN
fbem-18368	28	11	for	for	ADP
fbem-18368	28	12	time	time	NOUN
fbem-18368	28	13	series	series	PROPN
fbem-18368	28	14	forecasting	forecasting	PROPN
fbem-18368	28	15	.	.	PUNCT
fbem-18368	29	1	mandelbrot	mandelbrot	PROPN
fbem-18368	29	2	[	[	X
fbem-18368	29	3	3	3	X
fbem-18368	29	4	]	]	PUNCT
fbem-18368	29	5	observed	observe	VERB
fbem-18368	29	6	that	that	SCONJ
fbem-18368	29	7	many	many	ADJ
fbem-18368	29	8	economic	economic	ADJ
fbem-18368	29	9	series	serie	NOUN
fbem-18368	29	10	have	have	VERB
fbem-18368	29	11	wide	wide	ADV
fbem-18368	29	12	-	-	PUNCT
fbem-18368	29	13	tailed	tail	VERB
fbem-18368	29	14	distributions	distribution	NOUN
fbem-18368	29	15	with	with	ADP
fbem-18368	29	16	varying	vary	VERB
fbem-18368	29	17	variances	variance	NOUN
fbem-18368	29	18	,	,	PUNCT
fbem-18368	29	19	and	and	CCONJ
fbem-18368	29	20	large	large	ADJ
fbem-18368	29	21	fluctuations	fluctuation	NOUN
fbem-18368	29	22	tend	tend	VERB
fbem-18368	29	23	to	to	PART
fbem-18368	29	24	concentrate	concentrate	VERB
fbem-18368	29	25	in	in	ADP
fbem-18368	29	26	certain	certain	ADJ
fbem-18368	29	27	periods	period	NOUN
fbem-18368	29	28	while	while	SCONJ
fbem-18368	29	29	smaller	small	ADJ
fbem-18368	29	30	fluctuations	fluctuation	NOUN
fbem-18368	29	31	concentrate	concentrate	VERB
fbem-18368	29	32	in	in	ADP
fbem-18368	29	33	others	other	NOUN
fbem-18368	29	34	.	.	PUNCT
fbem-18368	30	1	in	in	ADP
fbem-18368	30	2	1982	1982	NUM
fbem-18368	30	3	,	,	PUNCT
fbem-18368	30	4	robert	robert	PROPN
fbem-18368	30	5	engle	engle	PROPN
fbem-18368	30	6	proposed	propose	VERB
fbem-18368	30	7	the	the	DET
fbem-18368	30	8	autoregressive	autoregressive	ADJ
fbem-18368	30	9	conditional	conditional	ADJ
fbem-18368	30	10	heteroskedasticity	heteroskedasticity	NOUN
fbem-18368	30	11	(	(	PUNCT
fbem-18368	30	12	arch	arch	NOUN
fbem-18368	30	13	)	)	PUNCT
fbem-18368	30	14	model	model	NOUN
fbem-18368	31	1	[	[	X
fbem-18368	31	2	4	4	NUM
fbem-18368	31	3	]	]	PUNCT
fbem-18368	31	4	,	,	PUNCT
fbem-18368	31	5	which	which	PRON
fbem-18368	31	6	describes	describe	VERB
fbem-18368	31	7	the	the	DET
fbem-18368	31	8	time	time	NOUN
fbem-18368	31	9	-	-	PUNCT
fbem-18368	31	10	varying	vary	VERB
fbem-18368	31	11	and	and	CCONJ
fbem-18368	31	12	clustering	clustering	ADJ
fbem-18368	31	13	properties	property	NOUN
fbem-18368	31	14	of	of	ADP
fbem-18368	31	15	financial	financial	ADJ
fbem-18368	31	16	data	datum	NOUN
fbem-18368	31	17	variances	variance	NOUN
fbem-18368	31	18	and	and	CCONJ
fbem-18368	31	19	has	have	AUX
fbem-18368	31	20	been	be	AUX
fbem-18368	31	21	widely	widely	ADV
fbem-18368	31	22	applied	apply	VERB
fbem-18368	31	23	,	,	PUNCT
fbem-18368	31	24	leading	lead	VERB
fbem-18368	31	25	to	to	ADP
fbem-18368	31	26	several	several	ADJ
fbem-18368	31	27	generalized	generalized	ADJ
fbem-18368	31	28	models	model	NOUN
fbem-18368	31	29	.	.	PUNCT
fbem-18368	32	1	for	for	ADP
fbem-18368	32	2	example	example	NOUN
fbem-18368	32	3	,	,	PUNCT
fbem-18368	32	4	bollerslev	bollerslev	ADJ
fbem-18368	32	5	(	(	PUNCT
fbem-18368	32	6	1986	1986	NUM
fbem-18368	32	7	)	)	PUNCT
fbem-18368	32	8	extended	extend	VERB
fbem-18368	32	9	the	the	DET
fbem-18368	32	10	arch	arch	ADJ
fbem-18368	32	11	model	model	NOUN
fbem-18368	32	12	to	to	ADP
fbem-18368	32	13	the	the	DET
fbem-18368	32	14	generalized	generalize	VERB
fbem-18368	32	15	autoregressive	autoregressive	ADJ
fbem-18368	32	16	conditional	conditional	ADJ
fbem-18368	32	17	heteroskedasticity	heteroskedasticity	NOUN
fbem-18368	32	18	(	(	PUNCT
fbem-18368	32	19	garch	garch	NOUN
fbem-18368	32	20	)	)	PUNCT
fbem-18368	32	21	model	model	NOUN
fbem-18368	33	1	[	[	X
fbem-18368	33	2	5	5	NUM
fbem-18368	33	3	]	]	PUNCT
fbem-18368	33	4	;	;	PUNCT
fbem-18368	33	5	michel	michel	PROPN
fbem-18368	33	6	and	and	CCONJ
fbem-18368	33	7	zakoian	zakoian	PROPN
fbem-18368	33	8	in	in	ADP
fbem-18368	33	9	1994	1994	NUM
fbem-18368	33	10	further	far	ADV
fbem-18368	33	11	extended	extend	VERB
fbem-18368	33	12	it	it	PRON
fbem-18368	33	13	to	to	ADP
fbem-18368	33	14	the	the	DET
fbem-18368	33	15	threshold	threshold	NOUN
fbem-18368	33	16	generalized	generalize	VERB
fbem-18368	33	17	autoregressive	autoregressive	ADJ
fbem-18368	33	18	conditional	conditional	ADJ
fbem-18368	33	19	heteroskedasticity	heteroskedasticity	NOUN
fbem-18368	33	20	(	(	PUNCT
fbem-18368	33	21	tgarch	tgarch	NOUN
fbem-18368	33	22	)	)	PUNCT
fbem-18368	33	23	model	model	NOUN
fbem-18368	33	24	based	base	VERB
fbem-18368	33	25	on	on	ADP
fbem-18368	33	26	the	the	DET
fbem-18368	33	27	different	different	ADJ
fbem-18368	33	28	sensitivity	sensitivity	NOUN
fbem-18368	33	29	of	of	ADP
fbem-18368	33	30	markets	market	NOUN
fbem-18368	33	31	to	to	ADP
fbem-18368	33	32	positive	positive	ADJ
fbem-18368	33	33	and	and	CCONJ
fbem-18368	33	34	negative	negative	ADJ
fbem-18368	33	35	information	information	NOUN
fbem-18368	33	36	shocks	shock	VERB
fbem-18368	33	37	[	[	X
fbem-18368	33	38	6	6	NUM
fbem-18368	33	39	]	]	PUNCT
fbem-18368	33	40	;	;	PUNCT
fbem-18368	33	41	baillie	baillie	PROPN
fbem-18368	33	42	,	,	PUNCT
fbem-18368	33	43	bollerslev	bollerslev	ADJ
fbem-18368	33	44	,	,	PUNCT
fbem-18368	33	45	and	and	CCONJ
fbem-18368	33	46	mikkelsen	mikkelsen	PROPN
fbem-18368	33	47	proposed	propose	VERB
fbem-18368	33	48	the	the	DET
fbem-18368	33	49	figarch	figarch	NOUN
fbem-18368	33	50	model	model	NOUN
fbem-18368	33	51	in	in	ADP
fbem-18368	33	52	1996	1996	NUM
fbem-18368	33	53	based	base	VERB
fbem-18368	33	54	on	on	ADP
fbem-18368	33	55	engle	engle	PROPN
fbem-18368	33	56	's	's	PART
fbem-18368	33	57	arch	arch	ADJ
fbem-18368	33	58	model	model	NOUN
fbem-18368	34	1	[	[	X
fbem-18368	34	2	7	7	NUM
fbem-18368	34	3	]	]	PUNCT
fbem-18368	34	4	,	,	PUNCT
fbem-18368	34	5	and	and	CCONJ
fbem-18368	34	6	so	so	ADV
fbem-18368	34	7	on	on	ADV
fbem-18368	34	8	.	.	PUNCT
fbem-18368	35	1	346	346	NUM
fbem-18368	35	2	3	3	NUM
fbem-18368	35	3	.	.	PUNCT
fbem-18368	35	4	empirical	empirical	ADJ
fbem-18368	35	5	research	research	NOUN
fbem-18368	35	6	3.1	3.1	NUM
fbem-18368	35	7	.	.	PUNCT
fbem-18368	35	8	data	datum	NOUN
fbem-18368	35	9	collection	collection	NOUN
fbem-18368	35	10	this	this	DET
fbem-18368	35	11	study	study	NOUN
fbem-18368	35	12	selects	select	VERB
fbem-18368	35	13	the	the	DET
fbem-18368	35	14	daily	daily	ADJ
fbem-18368	35	15	closing	closing	NOUN
fbem-18368	35	16	prices	price	NOUN
fbem-18368	35	17	of	of	ADP
fbem-18368	35	18	the	the	DET
fbem-18368	35	19	csi	csi	PROPN
fbem-18368	35	20	300	300	NUM
fbem-18368	35	21	from	from	ADP
fbem-18368	35	22	january	january	PROPN
fbem-18368	35	23	3	3	NUM
fbem-18368	35	24	,	,	PUNCT
fbem-18368	35	25	2023	2023	NUM
fbem-18368	35	26	,	,	PUNCT
fbem-18368	35	27	to	to	ADP
fbem-18368	35	28	december	december	PROPN
fbem-18368	35	29	29	29	NUM
fbem-18368	35	30	,	,	PUNCT
fbem-18368	35	31	2023	2023	NUM
fbem-18368	35	32	,	,	PUNCT
fbem-18368	35	33	excluding	exclude	VERB
fbem-18368	35	34	holidays	holiday	NOUN
fbem-18368	35	35	,	,	PUNCT
fbem-18368	35	36	as	as	ADP
fbem-18368	35	37	the	the	DET
fbem-18368	35	38	daily	daily	ADJ
fbem-18368	35	39	data	datum	NOUN
fbem-18368	35	40	(	(	PUNCT
fbem-18368	35	41	a	a	DET
fbem-18368	35	42	total	total	NOUN
fbem-18368	35	43	of	of	ADP
fbem-18368	35	44	242	242	NUM
fbem-18368	35	45	data	datum	NOUN
fbem-18368	35	46	points	point	NOUN
fbem-18368	35	47	)	)	PUNCT
fbem-18368	35	48	.	.	PUNCT
fbem-18368	36	1	the	the	DET
fbem-18368	36	2	data	data	NOUN
fbem-18368	36	3	source	source	NOUN
fbem-18368	36	4	is	be	AUX
fbem-18368	36	5	netease	netease	NOUN
fbem-18368	36	6	finance	finance	NOUN
fbem-18368	36	7	,	,	PUNCT
fbem-18368	36	8	and	and	CCONJ
fbem-18368	36	9	these	these	DET
fbem-18368	36	10	242	242	NUM
fbem-18368	36	11	data	datum	NOUN
fbem-18368	36	12	points	point	NOUN
fbem-18368	36	13	are	be	AUX
fbem-18368	36	14	treated	treat	VERB
fbem-18368	36	15	as	as	ADP
fbem-18368	36	16	the	the	DET
fbem-18368	36	17	data	datum	NOUN
fbem-18368	36	18	for	for	ADP
fbem-18368	36	19	an	an	DET
fbem-18368	36	20	entire	entire	ADJ
fbem-18368	36	21	year	year	NOUN
fbem-18368	36	22	,	,	PUNCT
fbem-18368	36	23	as	as	SCONJ
fbem-18368	36	24	depicted	depict	VERB
fbem-18368	36	25	in	in	ADP
fbem-18368	36	26	figure	figure	NOUN
fbem-18368	36	27	1	1	NUM
fbem-18368	36	28	.	.	PUNCT
fbem-18368	36	29	figure	figure	NOUN
fbem-18368	36	30	1	1	NUM
fbem-18368	36	31	.	.	PUNCT
fbem-18368	37	1	csi	csi	PROPN
fbem-18368	37	2	300	300	NUM
fbem-18368	37	3	index	index	NOUN
fbem-18368	37	4	daily	daily	ADJ
fbem-18368	37	5	data	datum	NOUN
fbem-18368	37	6	3.2	3.2	NUM
fbem-18368	37	7	.	.	PUNCT
fbem-18368	38	1	data	datum	NOUN
fbem-18368	38	2	preprocessing	preprocesse	VERB
fbem-18368	38	3	from	from	ADP
fbem-18368	38	4	figure	figure	NOUN
fbem-18368	38	5	1	1	NUM
fbem-18368	38	6	,	,	PUNCT
fbem-18368	38	7	it	it	PRON
fbem-18368	38	8	can	can	AUX
fbem-18368	38	9	be	be	AUX
fbem-18368	38	10	observed	observe	VERB
fbem-18368	38	11	that	that	SCONJ
fbem-18368	38	12	the	the	DET
fbem-18368	38	13	approximate	approximate	ADJ
fbem-18368	38	14	trend	trend	NOUN
fbem-18368	38	15	of	of	ADP
fbem-18368	38	16	the	the	DET
fbem-18368	38	17	csi	csi	ADJ
fbem-18368	38	18	300	300	NUM
fbem-18368	38	19	index	index	NOUN
fbem-18368	38	20	in	in	ADP
fbem-18368	38	21	2022	2022	NUM
fbem-18368	38	22	does	do	AUX
fbem-18368	38	23	not	not	PART
fbem-18368	38	24	exhibit	exhibit	VERB
fbem-18368	38	25	significant	significant	ADJ
fbem-18368	38	26	cyclic	cyclic	ADJ
fbem-18368	38	27	or	or	CCONJ
fbem-18368	38	28	seasonal	seasonal	ADJ
fbem-18368	38	29	trends	trend	NOUN
fbem-18368	38	30	and	and	CCONJ
fbem-18368	38	31	has	have	VERB
fbem-18368	38	32	a	a	DET
fbem-18368	38	33	considerable	considerable	ADJ
fbem-18368	38	34	fluctuation	fluctuation	NOUN
fbem-18368	38	35	range	range	NOUN
fbem-18368	38	36	,	,	PUNCT
fbem-18368	38	37	indicating	indicate	VERB
fbem-18368	38	38	a	a	DET
fbem-18368	38	39	non	non	ADJ
fbem-18368	38	40	-	-	ADJ
fbem-18368	38	41	stationary	stationary	ADJ
fbem-18368	38	42	time	time	NOUN
fbem-18368	38	43	series	series	PROPN
fbem-18368	38	44	.	.	PUNCT
fbem-18368	39	1	white	white	PROPN
fbem-18368	39	2	noise	noise	NOUN
fbem-18368	39	3	tests	test	NOUN
fbem-18368	39	4	are	be	AUX
fbem-18368	39	5	conducted	conduct	VERB
fbem-18368	39	6	on	on	ADP
fbem-18368	39	7	the	the	DET
fbem-18368	39	8	original	original	ADJ
fbem-18368	39	9	data	datum	NOUN
fbem-18368	39	10	,	,	PUNCT
fbem-18368	39	11	yielding	yield	VERB
fbem-18368	39	12	a	a	DET
fbem-18368	39	13	p	p	ADJ
fbem-18368	39	14	-	-	PUNCT
fbem-18368	39	15	value	value	NOUN
fbem-18368	39	16	close	close	ADJ
fbem-18368	39	17	to	to	ADP
fbem-18368	39	18	zero	zero	NUM
fbem-18368	39	19	,	,	PUNCT
fbem-18368	39	20	indicating	indicate	VERB
fbem-18368	39	21	that	that	SCONJ
fbem-18368	39	22	the	the	DET
fbem-18368	39	23	time	time	NOUN
fbem-18368	39	24	series	series	PROPN
fbem-18368	39	25	is	be	AUX
fbem-18368	39	26	non	non	ADJ
fbem-18368	39	27	-	-	ADJ
fbem-18368	39	28	white	white	ADJ
fbem-18368	39	29	noise	noise	NOUN
fbem-18368	39	30	.	.	PUNCT
fbem-18368	40	1	stationarity	stationarity	NOUN
fbem-18368	40	2	tests	test	NOUN
fbem-18368	40	3	,	,	PUNCT
fbem-18368	40	4	commonly	commonly	ADV
fbem-18368	40	5	performed	perform	VERB
fbem-18368	40	6	using	use	VERB
fbem-18368	40	7	strict	strict	ADJ
fbem-18368	40	8	statistical	statistical	ADJ
fbem-18368	40	9	methods	method	NOUN
fbem-18368	40	10	such	such	ADJ
fbem-18368	40	11	as	as	ADP
fbem-18368	40	12	autocorrelation	autocorrelation	NOUN
fbem-18368	40	13	,	,	PUNCT
fbem-18368	40	14	partial	partial	ADJ
fbem-18368	40	15	autocorrelation	autocorrelation	NOUN
fbem-18368	40	16	tests	test	NOUN
fbem-18368	40	17	,	,	PUNCT
fbem-18368	40	18	and	and	CCONJ
fbem-18368	40	19	the	the	DET
fbem-18368	40	20	augmented	augment	VERB
fbem-18368	40	21	dickey	dickey	NOUN
fbem-18368	40	22	-	-	PUNCT
fbem-18368	40	23	fuller	full	ADJ
fbem-18368	40	24	(	(	PUNCT
fbem-18368	40	25	adf	adf	NOUN
fbem-18368	40	26	)	)	PUNCT
fbem-18368	40	27	test	test	NOUN
fbem-18368	40	28	,	,	PUNCT
fbem-18368	40	29	are	be	AUX
fbem-18368	40	30	conducted	conduct	VERB
fbem-18368	40	31	on	on	ADP
fbem-18368	40	32	the	the	DET
fbem-18368	40	33	original	original	ADJ
fbem-18368	40	34	data	datum	NOUN
fbem-18368	40	35	.	.	PUNCT
fbem-18368	41	1	the	the	DET
fbem-18368	41	2	results	result	NOUN
fbem-18368	41	3	of	of	ADP
fbem-18368	41	4	autocorrelation	autocorrelation	NOUN
fbem-18368	41	5	and	and	CCONJ
fbem-18368	41	6	partial	partial	ADJ
fbem-18368	41	7	autocorrelation	autocorrelation	NOUN
fbem-18368	41	8	tests	test	NOUN
fbem-18368	41	9	are	be	AUX
fbem-18368	41	10	shown	show	VERB
fbem-18368	41	11	in	in	ADP
fbem-18368	41	12	figure	figure	NOUN
fbem-18368	41	13	2	2	NUM
fbem-18368	41	14	.	.	PUNCT
fbem-18368	41	15	figure	figure	NOUN
fbem-18368	41	16	2	2	NUM
fbem-18368	41	17	.	.	X
fbem-18368	41	18	acf	acf	PROPN
fbem-18368	41	19	and	and	CCONJ
fbem-18368	41	20	pacf	pacf	NOUN
fbem-18368	41	21	of	of	ADP
fbem-18368	41	22	the	the	DET
fbem-18368	41	23	original	original	ADJ
fbem-18368	41	24	data	datum	NOUN
fbem-18368	41	25	based	base	VERB
fbem-18368	41	26	on	on	ADP
fbem-18368	41	27	the	the	DET
fbem-18368	41	28	analysis	analysis	NOUN
fbem-18368	41	29	of	of	ADP
fbem-18368	41	30	autocorrelation	autocorrelation	NOUN
fbem-18368	41	31	and	and	CCONJ
fbem-18368	41	32	partial	partial	ADJ
fbem-18368	41	33	autocorrelation	autocorrelation	NOUN
fbem-18368	41	34	results	result	NOUN
fbem-18368	41	35	,	,	PUNCT
fbem-18368	41	36	it	it	PRON
fbem-18368	41	37	is	be	AUX
fbem-18368	41	38	observed	observe	VERB
fbem-18368	41	39	that	that	SCONJ
fbem-18368	41	40	the	the	DET
fbem-18368	41	41	acf	acf	NOUN
fbem-18368	41	42	tails	tail	VERB
fbem-18368	41	43	off	off	ADP
fbem-18368	41	44	and	and	CCONJ
fbem-18368	41	45	the	the	DET
fbem-18368	41	46	pacf	pacf	NOUN
fbem-18368	41	47	is	be	AUX
fbem-18368	41	48	truncated	truncate	VERB
fbem-18368	41	49	at	at	ADP
fbem-18368	41	50	the	the	DET
fbem-18368	41	51	second	second	ADJ
fbem-18368	41	52	order	order	NOUN
fbem-18368	41	53	,	,	PUNCT
fbem-18368	41	54	indicating	indicate	VERB
fbem-18368	41	55	that	that	SCONJ
fbem-18368	41	56	the	the	DET
fbem-18368	41	57	original	original	ADJ
fbem-18368	41	58	data	datum	NOUN
fbem-18368	41	59	sequence	sequence	NOUN
fbem-18368	41	60	is	be	AUX
fbem-18368	41	61	non	non	ADJ
fbem-18368	41	62	-	-	ADJ
fbem-18368	41	63	stationary	stationary	ADJ
fbem-18368	41	64	.	.	PUNCT
fbem-18368	42	1	a	a	DET
fbem-18368	42	2	unit	unit	NOUN
fbem-18368	42	3	root	root	NOUN
fbem-18368	42	4	test	test	NOUN
fbem-18368	42	5	is	be	AUX
fbem-18368	42	6	conducted	conduct	VERB
fbem-18368	42	7	on	on	ADP
fbem-18368	42	8	the	the	DET
fbem-18368	42	9	sequence	sequence	NOUN
fbem-18368	42	10	,	,	PUNCT
fbem-18368	42	11	with	with	ADP
fbem-18368	42	12	the	the	DET
fbem-18368	42	13	output	output	NOUN
fbem-18368	42	14	results	result	NOUN
fbem-18368	42	15	shown	show	VERB
fbem-18368	42	16	in	in	ADP
fbem-18368	42	17	table	table	NOUN
fbem-18368	42	18	1	1	NUM
fbem-18368	42	19	.	.	PUNCT
fbem-18368	42	20	table	table	NOUN
fbem-18368	42	21	1	1	NUM
fbem-18368	42	22	.	.	PUNCT
fbem-18368	43	1	adf	adf	NOUN
fbem-18368	43	2	test	test	NOUN
fbem-18368	43	3	of	of	ADP
fbem-18368	43	4	the	the	DET
fbem-18368	43	5	original	original	ADJ
fbem-18368	43	6	data	datum	NOUN
fbem-18368	43	7	value	value	NOUN
fbem-18368	43	8	test	test	NOUN
fbem-18368	43	9	statistic	statistic	NOUN
fbem-18368	43	10	value	value	NOUN
fbem-18368	43	11	-0.411974	-0.411974	PUNCT
fbem-18368	44	1	p	p	X
fbem-18368	44	2	-	-	PUNCT
fbem-18368	44	3	value	value	NOUN
fbem-18368	44	4	0.90808	0.90808	NUM
fbem-18368	44	5	lags	lag	NOUN
fbem-18368	44	6	used	use	VERB
fbem-18368	44	7	0	0	NUM
fbem-18368	44	8	number	number	NOUN
fbem-18368	44	9	of	of	ADP
fbem-18368	44	10	observations	observation	NOUN
fbem-18368	44	11	used	use	VERB
fbem-18368	44	12	241	241	NUM
fbem-18368	44	13	according	accord	VERB
fbem-18368	44	14	to	to	ADP
fbem-18368	44	15	the	the	DET
fbem-18368	44	16	adf	adf	PROPN
fbem-18368	44	17	test	test	NOUN
fbem-18368	44	18	,	,	PUNCT
fbem-18368	44	19	the	the	DET
fbem-18368	44	20	p	p	NOUN
fbem-18368	44	21	-	-	PUNCT
fbem-18368	44	22	value	value	NOUN
fbem-18368	44	23	is	be	AUX
fbem-18368	44	24	0.91	0.91	NUM
fbem-18368	44	25	,	,	PUNCT
fbem-18368	44	26	indicating	indicate	VERB
fbem-18368	44	27	the	the	DET
fbem-18368	44	28	existence	existence	NOUN
fbem-18368	44	29	of	of	ADP
fbem-18368	44	30	a	a	DET
fbem-18368	44	31	unit	unit	NOUN
fbem-18368	44	32	root	root	NOUN
fbem-18368	44	33	,	,	PUNCT
fbem-18368	44	34	confirming	confirm	VERB
fbem-18368	44	35	that	that	SCONJ
fbem-18368	44	36	the	the	DET
fbem-18368	44	37	sequence	sequence	NOUN
fbem-18368	44	38	is	be	AUX
fbem-18368	44	39	non	non	ADJ
fbem-18368	44	40	-	-	ADJ
fbem-18368	44	41	stationary	stationary	ADJ
fbem-18368	44	42	.	.	PUNCT
fbem-18368	45	1	due	due	ADP
fbem-18368	45	2	to	to	ADP
fbem-18368	45	3	the	the	DET
fbem-18368	45	4	apparent	apparent	ADJ
fbem-18368	45	5	downward	downward	ADJ
fbem-18368	45	6	trend	trend	NOUN
fbem-18368	45	7	followed	follow	VERB
fbem-18368	45	8	by	by	ADP
fbem-18368	45	9	an	an	DET
fbem-18368	45	10	upward	upward	ADJ
fbem-18368	45	11	trend	trend	NOUN
fbem-18368	45	12	in	in	ADP
fbem-18368	45	13	the	the	DET
fbem-18368	45	14	original	original	ADJ
fbem-18368	45	15	sequence	sequence	NOUN
fbem-18368	45	16	,	,	PUNCT
fbem-18368	45	17	in	in	ADP
fbem-18368	45	18	order	order	NOUN
fbem-18368	45	19	to	to	PART
fbem-18368	45	20	eliminate	eliminate	VERB
fbem-18368	45	21	trend	trend	NOUN
fbem-18368	45	22	factors	factor	NOUN
fbem-18368	45	23	and	and	CCONJ
fbem-18368	45	24	satisfy	satisfy	VERB
fbem-18368	45	25	the	the	DET
fbem-18368	45	26	assumptions	assumption	NOUN
fbem-18368	45	27	of	of	ADP
fbem-18368	45	28	the	the	DET
fbem-18368	45	29	arima	arima	PROPN
fbem-18368	45	30	model	model	NOUN
fbem-18368	45	31	,	,	PUNCT
fbem-18368	45	32	differencing	differencing	NOUN
fbem-18368	45	33	is	be	AUX
fbem-18368	45	34	applied	apply	VERB
fbem-18368	45	35	to	to	PART
fbem-18368	45	36	make	make	VERB
fbem-18368	45	37	it	it	PRON
fbem-18368	45	38	a	a	DET
fbem-18368	45	39	relatively	relatively	ADV
fbem-18368	45	40	stationary	stationary	ADJ
fbem-18368	45	41	sequence	sequence	NOUN
fbem-18368	45	42	.	.	PUNCT
fbem-18368	46	1	after	after	ADP
fbem-18368	46	2	performing	perform	VERB
fbem-18368	46	3	first	first	ADJ
fbem-18368	46	4	-	-	PUNCT
fbem-18368	46	5	order	order	NOUN
fbem-18368	46	6	differencing	differencing	NOUN
fbem-18368	46	7	on	on	ADP
fbem-18368	46	8	the	the	DET
fbem-18368	46	9	original	original	ADJ
fbem-18368	46	10	sequence	sequence	NOUN
fbem-18368	46	11	,	,	PUNCT
fbem-18368	46	12	the	the	DET
fbem-18368	46	13	resulting	result	VERB
fbem-18368	46	14	new	new	ADJ
fbem-18368	46	15	time	time	NOUN
fbem-18368	46	16	series	series	NOUN
fbem-18368	46	17	is	be	AUX
fbem-18368	46	18	depicted	depict	VERB
fbem-18368	46	19	in	in	ADP
fbem-18368	46	20	figure	figure	NOUN
fbem-18368	46	21	3	3	NUM
fbem-18368	46	22	,	,	PUNCT
fbem-18368	46	23	which	which	PRON
fbem-18368	46	24	exhibits	exhibit	VERB
fbem-18368	46	25	no	no	DET
fbem-18368	46	26	obvious	obvious	ADJ
fbem-18368	46	27	trend	trend	NOUN
fbem-18368	46	28	or	or	CCONJ
fbem-18368	46	29	cycle	cycle	NOUN
fbem-18368	46	30	and	and	CCONJ
fbem-18368	46	31	has	have	VERB
fbem-18368	46	32	stable	stable	ADJ
fbem-18368	46	33	fluctuations	fluctuation	NOUN
fbem-18368	46	34	.	.	PUNCT
fbem-18368	47	1	figure	figure	VERB
fbem-18368	47	2	3	3	NUM
fbem-18368	47	3	.	.	PUNCT
fbem-18368	48	1	first	first	ADJ
fbem-18368	48	2	-	-	PUNCT
fbem-18368	48	3	order	order	NOUN
fbem-18368	48	4	differential	differential	ADJ
fbem-18368	48	5	sequence	sequence	NOUN
fbem-18368	48	6	according	accord	VERB
fbem-18368	48	7	to	to	ADP
fbem-18368	48	8	table	table	NOUN
fbem-18368	48	9	2	2	NUM
fbem-18368	48	10	,	,	PUNCT
fbem-18368	48	11	it	it	PRON
fbem-18368	48	12	can	can	AUX
fbem-18368	48	13	be	be	AUX
fbem-18368	48	14	concluded	conclude	VERB
fbem-18368	48	15	that	that	SCONJ
fbem-18368	48	16	after	after	ADP
fbem-18368	48	17	conducting	conduct	VERB
fbem-18368	48	18	the	the	DET
fbem-18368	48	19	adf	adf	NOUN
fbem-18368	48	20	test	test	NOUN
fbem-18368	48	21	on	on	ADP
fbem-18368	48	22	the	the	DET
fbem-18368	48	23	time	time	NOUN
fbem-18368	48	24	series	series	NOUN
fbem-18368	48	25	after	after	ADP
fbem-18368	48	26	first	first	ADJ
fbem-18368	48	27	-	-	PUNCT
fbem-18368	48	28	order	order	NOUN
fbem-18368	48	29	differencing	differencing	NOUN
fbem-18368	48	30	,	,	PUNCT
fbem-18368	48	31	the	the	DET
fbem-18368	48	32	p	p	NOUN
fbem-18368	48	33	-	-	PUNCT
fbem-18368	48	34	value	value	NOUN
fbem-18368	48	35	of	of	ADP
fbem-18368	48	36	the	the	DET
fbem-18368	48	37	test	test	NOUN
fbem-18368	48	38	result	result	NOUN
fbem-18368	48	39	is	be	AUX
fbem-18368	48	40	zero	zero	NUM
fbem-18368	48	41	,	,	PUNCT
fbem-18368	48	42	indicating	indicate	VERB
fbem-18368	48	43	that	that	SCONJ
fbem-18368	48	44	the	the	DET
fbem-18368	48	45	time	time	NOUN
fbem-18368	48	46	series	series	NOUN
fbem-18368	48	47	after	after	SCONJ
fbem-18368	48	48	first	first	ADJ
fbem-18368	48	49	-	-	PUNCT
fbem-18368	48	50	order	order	NOUN
fbem-18368	48	51	differencing	differencing	NOUN
fbem-18368	48	52	is	be	AUX
fbem-18368	48	53	stationary	stationary	ADJ
fbem-18368	48	54	,	,	PUNCT
fbem-18368	48	55	satisfying	satisfy	VERB
fbem-18368	48	56	the	the	DET
fbem-18368	48	57	prerequisite	prerequisite	NOUN
fbem-18368	48	58	conditions	condition	NOUN
fbem-18368	48	59	of	of	ADP
fbem-18368	48	60	the	the	DET
fbem-18368	48	61	arima	arima	PROPN
fbem-18368	48	62	model	model	NOUN
fbem-18368	48	63	.	.	PUNCT
fbem-18368	49	1	table	table	NOUN
fbem-18368	49	2	2	2	NUM
fbem-18368	49	3	.	.	PUNCT
fbem-18368	50	1	adf	adf	NOUN
fbem-18368	50	2	test	test	NOUN
fbem-18368	50	3	of	of	ADP
fbem-18368	50	4	the	the	DET
fbem-18368	50	5	first	first	ADJ
fbem-18368	50	6	-	-	PUNCT
fbem-18368	50	7	order	order	NOUN
fbem-18368	50	8	differential	differential	ADJ
fbem-18368	50	9	sequence	sequence	NOUN
fbem-18368	50	10	value	value	NOUN
fbem-18368	50	11	test	test	NOUN
fbem-18368	50	12	statistic	statistic	NOUN
fbem-18368	50	13	value	value	NOUN
fbem-18368	50	14	-14.724756	-14.724756	PUNCT
fbem-18368	50	15	p	p	NOUN
fbem-18368	50	16	-	-	PUNCT
fbem-18368	50	17	value	value	NOUN
fbem-18368	50	18	0.0	0.0	NUM
fbem-18368	50	19	lags	lag	NOUN
fbem-18368	50	20	used	use	VERB
fbem-18368	50	21	0	0	NUM
fbem-18368	50	22	number	number	NOUN
fbem-18368	50	23	of	of	ADP
fbem-18368	50	24	observations	observation	NOUN
fbem-18368	50	25	used	use	VERB
fbem-18368	50	26	240	240	NUM
fbem-18368	50	27	as	as	SCONJ
fbem-18368	50	28	shown	show	VERB
fbem-18368	50	29	in	in	ADP
fbem-18368	50	30	figure	figure	NOUN
fbem-18368	50	31	4	4	NUM
fbem-18368	50	32	,	,	PUNCT
fbem-18368	50	33	based	base	VERB
fbem-18368	50	34	on	on	ADP
fbem-18368	50	35	the	the	DET
fbem-18368	50	36	results	result	NOUN
fbem-18368	50	37	of	of	ADP
fbem-18368	50	38	autocorrelation	autocorrelation	NOUN
fbem-18368	50	39	and	and	CCONJ
fbem-18368	50	40	partial	partial	ADJ
fbem-18368	50	41	autocorrelation	autocorrelation	NOUN
fbem-18368	50	42	analysis	analysis	NOUN
fbem-18368	50	43	,	,	PUNCT
fbem-18368	50	44	it	it	PRON
fbem-18368	50	45	can	can	AUX
fbem-18368	50	46	be	be	AUX
fbem-18368	50	47	observed	observe	VERB
fbem-18368	50	48	that	that	SCONJ
fbem-18368	50	49	the	the	DET
fbem-18368	50	50	acf	acf	PROPN
fbem-18368	50	51	and	and	CCONJ
fbem-18368	50	52	pacf	pacf	NOUN
fbem-18368	50	53	are	be	AUX
fbem-18368	50	54	truncated	truncate	VERB
fbem-18368	50	55	.	.	PUNCT
fbem-18368	51	1	therefore	therefore	ADV
fbem-18368	51	2	,	,	PUNCT
fbem-18368	51	3	it	it	PRON
fbem-18368	51	4	can	can	AUX
fbem-18368	51	5	be	be	AUX
fbem-18368	51	6	inferred	infer	VERB
fbem-18368	51	7	that	that	SCONJ
fbem-18368	51	8	the	the	DET
fbem-18368	51	9	autocorrelation	autocorrelation	NOUN
fbem-18368	51	10	analysis	analysis	NOUN
fbem-18368	51	11	of	of	ADP
fbem-18368	51	12	the	the	DET
fbem-18368	51	13	time	time	NOUN
fbem-18368	51	14	series	series	NOUN
fbem-18368	51	15	after	after	SCONJ
fbem-18368	51	16	first	first	ADJ
fbem-18368	51	17	-	-	PUNCT
fbem-18368	51	18	order	order	NOUN
fbem-18368	51	19	differencing	differencing	NOUN
fbem-18368	51	20	yields	yield	VERB
fbem-18368	51	21	a	a	DET
fbem-18368	51	22	stationary	stationary	ADJ
fbem-18368	51	23	time	time	NOUN
fbem-18368	51	24	series	series	NOUN
fbem-18368	51	25	.	.	PUNCT
fbem-18368	52	1	347	347	NUM
fbem-18368	52	2	figure	figure	NOUN
fbem-18368	52	3	4	4	NUM
fbem-18368	52	4	.	.	X
fbem-18368	52	5	acf	acf	NOUN
fbem-18368	52	6	and	and	CCONJ
fbem-18368	52	7	pacf	pacf	NOUN
fbem-18368	52	8	of	of	ADP
fbem-18368	52	9	the	the	DET
fbem-18368	52	10	first	first	ADJ
fbem-18368	52	11	-	-	PUNCT
fbem-18368	52	12	order	order	NOUN
fbem-18368	52	13	differential	differential	ADJ
fbem-18368	52	14	sequence	sequence	NOUN
fbem-18368	52	15	3.3	3.3	NUM
fbem-18368	52	16	.	.	PUNCT
fbem-18368	53	1	model	model	NOUN
fbem-18368	53	2	identification	identification	NOUN
fbem-18368	53	3	based	base	VERB
fbem-18368	53	4	on	on	ADP
fbem-18368	53	5	the	the	DET
fbem-18368	53	6	above	above	ADJ
fbem-18368	53	7	analysis	analysis	NOUN
fbem-18368	53	8	,	,	PUNCT
fbem-18368	53	9	first	first	ADJ
fbem-18368	53	10	-	-	PUNCT
fbem-18368	53	11	order	order	NOUN
fbem-18368	53	12	differencing	differencing	NOUN
fbem-18368	53	13	can	can	AUX
fbem-18368	53	14	transform	transform	VERB
fbem-18368	53	15	non	non	ADJ
fbem-18368	53	16	-	-	ADJ
fbem-18368	53	17	stationary	stationary	ADJ
fbem-18368	53	18	single	single	ADJ
fbem-18368	53	19	sequence	sequence	NOUN
fbem-18368	53	20	data	datum	NOUN
fbem-18368	53	21	into	into	ADP
fbem-18368	53	22	stationary	stationary	ADJ
fbem-18368	53	23	time	time	NOUN
fbem-18368	53	24	series	series	NOUN
fbem-18368	53	25	.	.	PUNCT
fbem-18368	54	1	therefore	therefore	ADV
fbem-18368	54	2	,	,	PUNCT
fbem-18368	54	3	this	this	DET
fbem-18368	54	4	study	study	NOUN
fbem-18368	54	5	selects	select	VERB
fbem-18368	54	6	the	the	DET
fbem-18368	54	7	arima	arima	NOUN
fbem-18368	54	8	(	(	PUNCT
fbem-18368	54	9	p	p	X
fbem-18368	54	10	,	,	PUNCT
fbem-18368	54	11	d	d	NOUN
fbem-18368	54	12	,	,	PUNCT
fbem-18368	54	13	q	q	NOUN
fbem-18368	54	14	)	)	PUNCT
fbem-18368	54	15	model	model	NOUN
fbem-18368	54	16	to	to	PART
fbem-18368	54	17	analyze	analyze	VERB
fbem-18368	54	18	the	the	DET
fbem-18368	54	19	data	datum	NOUN
fbem-18368	54	20	.	.	PUNCT
fbem-18368	55	1	to	to	PART
fbem-18368	55	2	determine	determine	VERB
fbem-18368	55	3	the	the	DET
fbem-18368	55	4	model	model	NOUN
fbem-18368	55	5	order	order	NOUN
fbem-18368	55	6	,	,	PUNCT
fbem-18368	55	7	estimation	estimation	NOUN
fbem-18368	55	8	of	of	ADP
fbem-18368	55	9	the	the	DET
fbem-18368	55	10	three	three	NUM
fbem-18368	55	11	parameters	parameter	NOUN
fbem-18368	55	12	p	p	X
fbem-18368	55	13	,	,	PUNCT
fbem-18368	55	14	d	d	NOUN
fbem-18368	55	15	,	,	PUNCT
fbem-18368	55	16	and	and	CCONJ
fbem-18368	55	17	q	q	X
fbem-18368	55	18	in	in	ADP
fbem-18368	55	19	the	the	DET
fbem-18368	55	20	arima	arima	NOUN
fbem-18368	55	21	model	model	NOUN
fbem-18368	55	22	is	be	AUX
fbem-18368	55	23	required	require	VERB
fbem-18368	55	24	.	.	PUNCT
fbem-18368	56	1	since	since	SCONJ
fbem-18368	56	2	first	first	ADJ
fbem-18368	56	3	-	-	PUNCT
fbem-18368	56	4	order	order	NOUN
fbem-18368	56	5	differencing	differencing	NOUN
fbem-18368	56	6	is	be	AUX
fbem-18368	56	7	selected	select	VERB
fbem-18368	56	8	for	for	ADP
fbem-18368	56	9	the	the	DET
fbem-18368	56	10	data	datum	NOUN
fbem-18368	56	11	,	,	PUNCT
fbem-18368	56	12	d=1	d=1	NOUN
fbem-18368	56	13	.	.	PUNCT
fbem-18368	57	1	the	the	DET
fbem-18368	57	2	akaike	akaike	ADJ
fbem-18368	57	3	information	information	NOUN
fbem-18368	57	4	criterion	criterion	NOUN
fbem-18368	57	5	(	(	PUNCT
fbem-18368	57	6	aic	aic	PROPN
fbem-18368	57	7	)	)	PUNCT
fbem-18368	57	8	can	can	AUX
fbem-18368	57	9	be	be	AUX
fbem-18368	57	10	used	use	VERB
fbem-18368	57	11	to	to	PART
fbem-18368	57	12	determine	determine	VERB
fbem-18368	57	13	the	the	DET
fbem-18368	57	14	model	model	NOUN
fbem-18368	57	15	order	order	NOUN
fbem-18368	57	16	,	,	PUNCT
fbem-18368	57	17	with	with	ADP
fbem-18368	57	18	larger	large	ADJ
fbem-18368	57	19	aic	aic	PROPN
fbem-18368	57	20	values	value	NOUN
fbem-18368	57	21	indicating	indicate	VERB
fbem-18368	57	22	lower	low	ADJ
fbem-18368	57	23	model	model	NOUN
fbem-18368	57	24	fit	fit	PROPN
fbem-18368	57	25	.	.	PUNCT
fbem-18368	58	1	according	accord	VERB
fbem-18368	58	2	to	to	ADP
fbem-18368	58	3	the	the	DET
fbem-18368	58	4	output	output	NOUN
fbem-18368	58	5	results	result	NOUN
fbem-18368	58	6	from	from	ADP
fbem-18368	58	7	python	python	PROPN
fbem-18368	58	8	,	,	PUNCT
fbem-18368	58	9	the	the	DET
fbem-18368	58	10	optimal	optimal	ADJ
fbem-18368	58	11	p	p	NOUN
fbem-18368	58	12	and	and	CCONJ
fbem-18368	58	13	q	q	PROPN
fbem-18368	58	14	values	value	NOUN
fbem-18368	58	15	are	be	AUX
fbem-18368	58	16	(	(	PUNCT
fbem-18368	58	17	3	3	NUM
fbem-18368	58	18	,	,	PUNCT
fbem-18368	58	19	3	3	NUM
fbem-18368	58	20	)	)	PUNCT
fbem-18368	58	21	.	.	PUNCT
fbem-18368	59	1	therefore	therefore	ADV
fbem-18368	59	2	,	,	PUNCT
fbem-18368	59	3	the	the	DET
fbem-18368	59	4	model	model	NOUN
fbem-18368	59	5	with	with	ADP
fbem-18368	59	6	the	the	DET
fbem-18368	59	7	smallest	small	ADJ
fbem-18368	59	8	aic	aic	PROPN
fbem-18368	59	9	value	value	NOUN
fbem-18368	59	10	is	be	AUX
fbem-18368	59	11	arima	arima	PROPN
fbem-18368	59	12	(	(	PUNCT
fbem-18368	59	13	3	3	NUM
fbem-18368	59	14	,	,	PUNCT
fbem-18368	59	15	1	1	NUM
fbem-18368	59	16	,	,	PUNCT
fbem-18368	59	17	3	3	NUM
fbem-18368	59	18	)	)	PUNCT
fbem-18368	59	19	.	.	PUNCT
fbem-18368	60	1	3.4	3.4	NUM
fbem-18368	60	2	.	.	PUNCT
fbem-18368	60	3	model	model	NOUN
fbem-18368	60	4	establishment	establishment	NOUN
fbem-18368	60	5	and	and	CCONJ
fbem-18368	60	6	validation	validation	NOUN
fbem-18368	60	7	after	after	ADP
fbem-18368	60	8	determining	determine	VERB
fbem-18368	60	9	the	the	DET
fbem-18368	60	10	model	model	NOUN
fbem-18368	60	11	parameters	parameter	NOUN
fbem-18368	60	12	,	,	PUNCT
fbem-18368	60	13	the	the	DET
fbem-18368	60	14	arima	arima	NOUN
fbem-18368	60	15	(	(	PUNCT
fbem-18368	60	16	3	3	NUM
fbem-18368	60	17	,	,	PUNCT
fbem-18368	60	18	1	1	NUM
fbem-18368	60	19	,	,	PUNCT
fbem-18368	60	20	3	3	X
fbem-18368	60	21	)	)	PUNCT
fbem-18368	60	22	model	model	NOUN
fbem-18368	60	23	is	be	AUX
fbem-18368	60	24	established	establish	VERB
fbem-18368	60	25	and	and	CCONJ
fbem-18368	60	26	validated	validate	VERB
fbem-18368	60	27	using	use	VERB
fbem-18368	60	28	python	python	NOUN
fbem-18368	60	29	software	software	NOUN
fbem-18368	60	30	and	and	CCONJ
fbem-18368	60	31	the	the	DET
fbem-18368	60	32	method	method	NOUN
fbem-18368	60	33	of	of	ADP
fbem-18368	60	34	least	least	ADJ
fbem-18368	60	35	squares	square	NOUN
fbem-18368	60	36	.	.	PUNCT
fbem-18368	61	1	according	accord	VERB
fbem-18368	61	2	to	to	ADP
fbem-18368	61	3	the	the	DET
fbem-18368	61	4	output	output	NOUN
fbem-18368	61	5	results	result	NOUN
fbem-18368	61	6	,	,	PUNCT
fbem-18368	61	7	the	the	DET
fbem-18368	61	8	durbin	durbin	ADJ
fbem-18368	61	9	-	-	PUNCT
fbem-18368	61	10	watson	watson	NOUN
fbem-18368	61	11	statistic	statistic	NOUN
fbem-18368	61	12	for	for	ADP
fbem-18368	61	13	the	the	DET
fbem-18368	61	14	model	model	NOUN
fbem-18368	61	15	residuals	residual	NOUN
fbem-18368	61	16	is	be	AUX
fbem-18368	61	17	1.01	1.01	NUM
fbem-18368	61	18	,	,	PUNCT
fbem-18368	61	19	indicating	indicate	VERB
fbem-18368	61	20	the	the	DET
fbem-18368	61	21	absence	absence	NOUN
fbem-18368	61	22	of	of	ADP
fbem-18368	61	23	serial	serial	ADJ
fbem-18368	61	24	correlation	correlation	NOUN
fbem-18368	61	25	in	in	ADP
fbem-18368	61	26	the	the	DET
fbem-18368	61	27	residuals	residual	NOUN
fbem-18368	61	28	.	.	PUNCT
fbem-18368	62	1	additionally	additionally	ADV
fbem-18368	62	2	,	,	PUNCT
fbem-18368	62	3	a	a	DET
fbem-18368	62	4	white	white	ADJ
fbem-18368	62	5	noise	noise	NOUN
fbem-18368	62	6	test	test	NOUN
fbem-18368	62	7	is	be	AUX
fbem-18368	62	8	conducted	conduct	VERB
fbem-18368	62	9	on	on	ADP
fbem-18368	62	10	the	the	DET
fbem-18368	62	11	residual	residual	ADJ
fbem-18368	62	12	sequence	sequence	NOUN
fbem-18368	62	13	of	of	ADP
fbem-18368	62	14	the	the	DET
fbem-18368	62	15	model	model	NOUN
fbem-18368	62	16	,	,	PUNCT
fbem-18368	62	17	yielding	yield	VERB
fbem-18368	62	18	a	a	DET
fbem-18368	62	19	p	p	NOUN
fbem-18368	62	20	-	-	PUNCT
fbem-18368	62	21	value	value	NOUN
fbem-18368	62	22	of	of	ADP
fbem-18368	62	23	0.98	0.98	NUM
fbem-18368	62	24	.	.	PUNCT
fbem-18368	63	1	therefore	therefore	ADV
fbem-18368	63	2	,	,	PUNCT
fbem-18368	63	3	there	there	PRON
fbem-18368	63	4	is	be	VERB
fbem-18368	63	5	a	a	DET
fbem-18368	63	6	high	high	ADJ
fbem-18368	63	7	probability	probability	NOUN
fbem-18368	63	8	that	that	SCONJ
fbem-18368	63	9	the	the	DET
fbem-18368	63	10	residual	residual	ADJ
fbem-18368	63	11	sequence	sequence	NOUN
fbem-18368	63	12	is	be	AUX
fbem-18368	63	13	mutually	mutually	ADV
fbem-18368	63	14	independent	independent	ADJ
fbem-18368	63	15	,	,	PUNCT
fbem-18368	63	16	indicating	indicate	VERB
fbem-18368	63	17	that	that	SCONJ
fbem-18368	63	18	any	any	DET
fbem-18368	63	19	factors	factor	NOUN
fbem-18368	63	20	that	that	PRON
fbem-18368	63	21	could	could	AUX
fbem-18368	63	22	interfere	interfere	VERB
fbem-18368	63	23	with	with	ADP
fbem-18368	63	24	the	the	DET
fbem-18368	63	25	prediction	prediction	NOUN
fbem-18368	63	26	results	result	NOUN
fbem-18368	63	27	have	have	AUX
fbem-18368	63	28	been	be	AUX
fbem-18368	63	29	eliminated	eliminate	VERB
fbem-18368	63	30	,	,	PUNCT
fbem-18368	63	31	and	and	CCONJ
fbem-18368	63	32	the	the	DET
fbem-18368	63	33	useful	useful	ADJ
fbem-18368	63	34	information	information	NOUN
fbem-18368	63	35	in	in	ADP
fbem-18368	63	36	the	the	DET
fbem-18368	63	37	residual	residual	ADJ
fbem-18368	63	38	terms	term	NOUN
fbem-18368	63	39	has	have	AUX
fbem-18368	63	40	been	be	AUX
fbem-18368	63	41	fully	fully	ADV
fbem-18368	63	42	extracted	extract	VERB
fbem-18368	63	43	,	,	PUNCT
fbem-18368	63	44	rendering	render	VERB
fbem-18368	63	45	the	the	DET
fbem-18368	63	46	model	model	NOUN
fbem-18368	63	47	essentially	essentially	ADV
fbem-18368	63	48	perfect	perfect	ADJ
fbem-18368	63	49	.	.	PUNCT
fbem-18368	64	1	3.5	3.5	NUM
fbem-18368	64	2	.	.	PUNCT
fbem-18368	64	3	application	application	NOUN
fbem-18368	64	4	of	of	ADP
fbem-18368	64	5	model	model	NOUN
fbem-18368	64	6	predictions	prediction	NOUN
fbem-18368	64	7	after	after	ADP
fbem-18368	64	8	establishing	establish	VERB
fbem-18368	64	9	the	the	DET
fbem-18368	64	10	model	model	NOUN
fbem-18368	64	11	,	,	PUNCT
fbem-18368	64	12	predictions	prediction	NOUN
fbem-18368	64	13	can	can	AUX
fbem-18368	64	14	be	be	AUX
fbem-18368	64	15	made	make	VERB
fbem-18368	64	16	for	for	ADP
fbem-18368	64	17	the	the	DET
fbem-18368	64	18	prices	price	NOUN
fbem-18368	64	19	.	.	PUNCT
fbem-18368	65	1	assuming	assume	VERB
fbem-18368	65	2	the	the	DET
fbem-18368	65	3	need	need	NOUN
fbem-18368	65	4	to	to	PART
fbem-18368	65	5	forecast	forecast	VERB
fbem-18368	65	6	the	the	DET
fbem-18368	65	7	closing	closing	NOUN
fbem-18368	65	8	prices	price	NOUN
fbem-18368	65	9	of	of	ADP
fbem-18368	65	10	the	the	DET
fbem-18368	65	11	csi	csi	PROPN
fbem-18368	65	12	300	300	NUM
fbem-18368	65	13	from	from	ADP
fbem-18368	65	14	january	january	PROPN
fbem-18368	65	15	3	3	NUM
fbem-18368	65	16	,	,	PUNCT
fbem-18368	65	17	2023	2023	NUM
fbem-18368	65	18	,	,	PUNCT
fbem-18368	65	19	to	to	ADP
fbem-18368	65	20	december	december	PROPN
fbem-18368	65	21	29	29	NUM
fbem-18368	65	22	,	,	PUNCT
fbem-18368	65	23	2024	2024	NUM
fbem-18368	65	24	,	,	PUNCT
fbem-18368	65	25	python	python	NOUN
fbem-18368	65	26	software	software	NOUN
fbem-18368	65	27	is	be	AUX
fbem-18368	65	28	used	use	VERB
fbem-18368	65	29	to	to	PART
fbem-18368	65	30	complete	complete	VERB
fbem-18368	65	31	the	the	DET
fbem-18368	65	32	model	model	NOUN
fbem-18368	65	33	predictions	prediction	NOUN
fbem-18368	65	34	.	.	PUNCT
fbem-18368	66	1	the	the	DET
fbem-18368	66	2	comparison	comparison	NOUN
fbem-18368	66	3	between	between	ADP
fbem-18368	66	4	the	the	DET
fbem-18368	66	5	original	original	ADJ
fbem-18368	66	6	data	datum	NOUN
fbem-18368	66	7	and	and	CCONJ
fbem-18368	66	8	the	the	DET
fbem-18368	66	9	predicted	predict	VERB
fbem-18368	66	10	data	datum	NOUN
fbem-18368	66	11	is	be	AUX
fbem-18368	66	12	shown	show	VERB
fbem-18368	66	13	in	in	ADP
fbem-18368	66	14	figure	figure	NOUN
fbem-18368	66	15	5	5	NUM
fbem-18368	66	16	.	.	PUNCT
fbem-18368	66	17	comparing	compare	VERB
fbem-18368	66	18	the	the	DET
fbem-18368	66	19	predicted	predict	VERB
fbem-18368	66	20	csi	csi	PROPN
fbem-18368	66	21	300	300	NUM
fbem-18368	66	22	index	index	NOUN
fbem-18368	66	23	with	with	ADP
fbem-18368	66	24	the	the	DET
fbem-18368	66	25	actual	actual	ADJ
fbem-18368	66	26	index	index	NOUN
fbem-18368	66	27	,	,	PUNCT
fbem-18368	66	28	it	it	PRON
fbem-18368	66	29	can	can	AUX
fbem-18368	66	30	be	be	AUX
fbem-18368	66	31	seen	see	VERB
fbem-18368	66	32	from	from	ADP
fbem-18368	66	33	the	the	DET
fbem-18368	66	34	figure	figure	NOUN
fbem-18368	66	35	that	that	SCONJ
fbem-18368	66	36	the	the	DET
fbem-18368	66	37	predicted	predict	VERB
fbem-18368	66	38	values	value	NOUN
fbem-18368	66	39	obtained	obtain	VERB
fbem-18368	66	40	through	through	ADP
fbem-18368	66	41	the	the	DET
fbem-18368	66	42	model	model	NOUN
fbem-18368	66	43	fall	fall	VERB
fbem-18368	66	44	within	within	ADP
fbem-18368	66	45	an	an	DET
fbem-18368	66	46	acceptable	acceptable	ADJ
fbem-18368	66	47	range	range	NOUN
fbem-18368	66	48	of	of	ADP
fbem-18368	66	49	the	the	DET
fbem-18368	66	50	actual	actual	ADJ
fbem-18368	66	51	values	value	NOUN
fbem-18368	66	52	.	.	PUNCT
fbem-18368	67	1	although	although	SCONJ
fbem-18368	67	2	there	there	PRON
fbem-18368	67	3	are	be	VERB
fbem-18368	67	4	sometimes	sometimes	ADV
fbem-18368	67	5	significant	significant	ADJ
fbem-18368	67	6	deviations	deviation	NOUN
fbem-18368	67	7	in	in	ADP
fbem-18368	67	8	the	the	DET
fbem-18368	67	9	model	model	NOUN
fbem-18368	67	10	data	data	PROPN
fbem-18368	67	11	,	,	PUNCT
fbem-18368	67	12	the	the	DET
fbem-18368	67	13	overall	overall	ADJ
fbem-18368	67	14	trend	trend	NOUN
fbem-18368	67	15	predictions	prediction	NOUN
fbem-18368	67	16	are	be	AUX
fbem-18368	67	17	relatively	relatively	ADV
fbem-18368	67	18	accurate	accurate	ADJ
fbem-18368	67	19	.	.	PUNCT
fbem-18368	68	1	this	this	PRON
fbem-18368	68	2	indicates	indicate	VERB
fbem-18368	68	3	that	that	SCONJ
fbem-18368	68	4	the	the	DET
fbem-18368	68	5	model	model	NOUN
fbem-18368	68	6	predictions	prediction	NOUN
fbem-18368	68	7	can	can	AUX
fbem-18368	68	8	provide	provide	VERB
fbem-18368	68	9	relatively	relatively	ADV
fbem-18368	68	10	reliable	reliable	ADJ
fbem-18368	68	11	investment	investment	NOUN
fbem-18368	68	12	references	reference	NOUN
fbem-18368	68	13	for	for	ADP
fbem-18368	68	14	investors	investor	NOUN
fbem-18368	68	15	.	.	PUNCT
fbem-18368	69	1	figure	figure	VERB
fbem-18368	69	2	5	5	NUM
fbem-18368	69	3	.	.	PUNCT
fbem-18368	69	4	prediction	prediction	NOUN
fbem-18368	69	5	output	output	NOUN
fbem-18368	69	6	results	result	VERB
fbem-18368	69	7	4	4	NUM
fbem-18368	69	8	.	.	PUNCT
fbem-18368	69	9	prediction	prediction	NOUN
fbem-18368	69	10	deviation	deviation	NOUN
fbem-18368	69	11	analysis	analysis	NOUN
fbem-18368	69	12	by	by	ADP
fbem-18368	69	13	comparing	compare	VERB
fbem-18368	69	14	the	the	DET
fbem-18368	69	15	prediction	prediction	NOUN
fbem-18368	69	16	curve	curve	NOUN
fbem-18368	69	17	with	with	ADP
fbem-18368	69	18	the	the	DET
fbem-18368	69	19	actual	actual	ADJ
fbem-18368	69	20	csi	csi	ADJ
fbem-18368	69	21	300	300	NUM
fbem-18368	69	22	index	index	NOUN
fbem-18368	69	23	,	,	PUNCT
fbem-18368	69	24	it	it	PRON
fbem-18368	69	25	is	be	AUX
fbem-18368	69	26	observed	observe	VERB
fbem-18368	69	27	that	that	SCONJ
fbem-18368	69	28	significant	significant	ADJ
fbem-18368	69	29	discrepancies	discrepancy	NOUN
fbem-18368	69	30	sometimes	sometimes	ADV
fbem-18368	69	31	arise	arise	VERB
fbem-18368	69	32	between	between	ADP
fbem-18368	69	33	the	the	DET
fbem-18368	69	34	actual	actual	ADJ
fbem-18368	69	35	values	value	NOUN
fbem-18368	69	36	and	and	CCONJ
fbem-18368	69	37	the	the	DET
fbem-18368	69	38	forecasted	forecast	VERB
fbem-18368	69	39	values	value	NOUN
fbem-18368	69	40	.	.	PUNCT
fbem-18368	70	1	one	one	NUM
fbem-18368	70	2	aspect	aspect	NOUN
fbem-18368	70	3	of	of	ADP
fbem-18368	70	4	these	these	DET
fbem-18368	70	5	discrepancies	discrepancy	NOUN
fbem-18368	70	6	stems	stem	VERB
fbem-18368	70	7	from	from	ADP
fbem-18368	70	8	the	the	DET
fbem-18368	70	9	inherent	inherent	ADJ
fbem-18368	70	10	limitations	limitation	NOUN
fbem-18368	70	11	of	of	ADP
fbem-18368	70	12	the	the	DET
fbem-18368	70	13	arima	arima	PROPN
fbem-18368	70	14	model	model	NOUN
fbem-18368	70	15	itself	itself	PRON
fbem-18368	70	16	and	and	CCONJ
fbem-18368	70	17	the	the	DET
fbem-18368	70	18	errors	error	NOUN
fbem-18368	70	19	introduced	introduce	VERB
fbem-18368	70	20	during	during	ADP
fbem-18368	70	21	the	the	DET
fbem-18368	70	22	model	model	NOUN
fbem-18368	70	23	simplification	simplification	NOUN
fbem-18368	70	24	process	process	NOUN
fbem-18368	70	25	.	.	PUNCT
fbem-18368	71	1	another	another	DET
fbem-18368	71	2	aspect	aspect	NOUN
fbem-18368	71	3	involves	involve	VERB
fbem-18368	71	4	investigating	investigate	VERB
fbem-18368	71	5	external	external	ADJ
fbem-18368	71	6	factors	factor	NOUN
fbem-18368	71	7	influencing	influence	VERB
fbem-18368	71	8	the	the	DET
fbem-18368	71	9	index	index	NOUN
fbem-18368	71	10	.	.	PUNCT
fbem-18368	72	1	the	the	DET
fbem-18368	72	2	following	following	NOUN
fbem-18368	72	3	focuses	focus	VERB
fbem-18368	72	4	on	on	ADP
fbem-18368	72	5	analyzing	analyze	VERB
fbem-18368	72	6	non	non	ADJ
fbem-18368	72	7	-	-	ADJ
fbem-18368	72	8	regular	regular	ADJ
fbem-18368	72	9	factors	factor	NOUN
fbem-18368	72	10	affecting	affect	VERB
fbem-18368	72	11	the	the	DET
fbem-18368	72	12	index	index	NOUN
fbem-18368	72	13	.	.	PUNCT
fbem-18368	73	1	4.1	4.1	NUM
fbem-18368	73	2	.	.	PUNCT
fbem-18368	73	3	political	political	ADJ
fbem-18368	73	4	factors	factor	NOUN
fbem-18368	73	5	due	due	ADP
fbem-18368	73	6	to	to	ADP
fbem-18368	73	7	the	the	DET
fbem-18368	73	8	strong	strong	ADJ
fbem-18368	73	9	directive	directive	NOUN
fbem-18368	73	10	capability	capability	NOUN
fbem-18368	73	11	of	of	ADP
fbem-18368	73	12	the	the	DET
fbem-18368	73	13	chinese	chinese	ADJ
fbem-18368	73	14	government	government	NOUN
fbem-18368	73	15	's	's	PART
fbem-18368	73	16	policies	policy	NOUN
fbem-18368	73	17	on	on	ADP
fbem-18368	73	18	the	the	DET
fbem-18368	73	19	economy	economy	NOUN
fbem-18368	73	20	,	,	PUNCT
fbem-18368	73	21	announcements	announcement	NOUN
fbem-18368	73	22	,	,	PUNCT
fbem-18368	73	23	cancellations	cancellation	NOUN
fbem-18368	73	24	,	,	PUNCT
fbem-18368	73	25	and	and	CCONJ
fbem-18368	73	26	modifications	modification	NOUN
fbem-18368	73	27	of	of	ADP
fbem-18368	73	28	policies	policy	NOUN
fbem-18368	73	29	and	and	CCONJ
fbem-18368	73	30	legal	legal	ADJ
fbem-18368	73	31	documents	document	NOUN
fbem-18368	73	32	significantly	significantly	ADV
fbem-18368	73	33	influence	influence	VERB
fbem-18368	73	34	the	the	DET
fbem-18368	73	35	future	future	ADJ
fbem-18368	73	36	direction	direction	NOUN
fbem-18368	73	37	of	of	ADP
fbem-18368	73	38	the	the	DET
fbem-18368	73	39	stock	stock	NOUN
fbem-18368	73	40	market	market	NOUN
fbem-18368	73	41	.	.	PUNCT
fbem-18368	74	1	this	this	DET
fbem-18368	74	2	influence	influence	NOUN
fbem-18368	74	3	originates	originate	VERB
fbem-18368	74	4	partly	partly	ADV
fbem-18368	74	5	from	from	ADP
fbem-18368	74	6	the	the	DET
fbem-18368	74	7	direct	direct	ADJ
fbem-18368	74	8	impact	impact	NOUN
fbem-18368	74	9	of	of	ADP
fbem-18368	74	10	policies	policy	NOUN
fbem-18368	74	11	on	on	ADP
fbem-18368	74	12	market	market	NOUN
fbem-18368	74	13	fluctuations	fluctuation	NOUN
fbem-18368	74	14	and	and	CCONJ
fbem-18368	74	15	indirectly	indirectly	ADV
fbem-18368	74	16	from	from	ADP
fbem-18368	74	17	the	the	DET
fbem-18368	74	18	psychological	psychological	ADJ
fbem-18368	74	19	impact	impact	NOUN
fbem-18368	74	20	on	on	ADP
fbem-18368	74	21	investors	investor	NOUN
fbem-18368	74	22	.	.	PUNCT
fbem-18368	75	1	investors	investor	NOUN
fbem-18368	75	2	may	may	AUX
fbem-18368	75	3	develop	develop	VERB
fbem-18368	75	4	optimistic	optimistic	ADJ
fbem-18368	75	5	or	or	CCONJ
fbem-18368	75	6	pessimistic	pessimistic	ADJ
fbem-18368	75	7	sentiments	sentiment	NOUN
fbem-18368	75	8	about	about	ADP
fbem-18368	75	9	the	the	DET
fbem-18368	75	10	future	future	NOUN
fbem-18368	75	11	,	,	PUNCT
fbem-18368	75	12	and	and	CCONJ
fbem-18368	75	13	these	these	DET
fbem-18368	75	14	sentiments	sentiment	NOUN
fbem-18368	75	15	tend	tend	VERB
fbem-18368	75	16	to	to	PART
fbem-18368	75	17	be	be	AUX
fbem-18368	75	18	relatively	relatively	ADV
fbem-18368	75	19	amplified	amplify	VERB
fbem-18368	75	20	.	.	PUNCT
fbem-18368	76	1	generally	generally	ADV
fbem-18368	76	2	,	,	PUNCT
fbem-18368	76	3	policies	policy	NOUN
fbem-18368	76	4	with	with	ADP
fbem-18368	76	5	predictive	predictive	ADJ
fbem-18368	76	6	characteristics	characteristic	NOUN
fbem-18368	76	7	do	do	AUX
fbem-18368	76	8	not	not	PART
fbem-18368	76	9	cause	cause	VERB
fbem-18368	76	10	sudden	sudden	ADJ
fbem-18368	76	11	market	market	NOUN
fbem-18368	76	12	fluctuations	fluctuation	NOUN
fbem-18368	76	13	.	.	PUNCT
fbem-18368	77	1	however	however	ADV
fbem-18368	77	2	,	,	PUNCT
fbem-18368	77	3	policies	policy	NOUN
fbem-18368	77	4	with	with	ADP
fbem-18368	77	5	abrupt	abrupt	ADJ
fbem-18368	77	6	promulgation	promulgation	NOUN
fbem-18368	77	7	processes	process	NOUN
fbem-18368	77	8	lead	lead	VERB
fbem-18368	77	9	to	to	ADP
fbem-18368	77	10	unnatural	unnatural	ADJ
fbem-18368	77	11	and	and	CCONJ
fbem-18368	77	12	drastic	drastic	ADJ
fbem-18368	77	13	market	market	NOUN
fbem-18368	77	14	fluctuations	fluctuation	NOUN
fbem-18368	77	15	,	,	PUNCT
fbem-18368	77	16	reflecting	reflect	VERB
fbem-18368	77	17	as	as	ADP
fbem-18368	77	18	unpredictable	unpredictable	ADJ
fbem-18368	77	19	fluctuations	fluctuation	NOUN
fbem-18368	77	20	in	in	ADP
fbem-18368	77	21	the	the	DET
fbem-18368	77	22	csi	csi	ADJ
fbem-18368	77	23	300	300	NUM
fbem-18368	77	24	index	index	NOUN
fbem-18368	77	25	.	.	PUNCT
fbem-18368	78	1	4.2	4.2	NUM
fbem-18368	78	2	.	.	PUNCT
fbem-18368	78	3	holiday	holiday	NOUN
fbem-18368	78	4	factors	factor	NOUN
fbem-18368	78	5	due	due	ADJ
fbem-18368	78	6	to	to	ADP
fbem-18368	78	7	china	china	PROPN
fbem-18368	78	8	's	's	PART
fbem-18368	78	9	stock	stock	NOUN
fbem-18368	78	10	trading	trading	NOUN
fbem-18368	78	11	system	system	NOUN
fbem-18368	78	12	,	,	PUNCT
fbem-18368	78	13	saturdays	saturday	NOUN
fbem-18368	78	14	,	,	PUNCT
fbem-18368	78	15	sundays	sunday	NOUN
fbem-18368	78	16	,	,	PUNCT
fbem-18368	78	17	and	and	CCONJ
fbem-18368	78	18	holidays	holiday	NOUN
fbem-18368	78	19	are	be	AUX
fbem-18368	78	20	non	non	ADJ
fbem-18368	78	21	-	-	ADJ
fbem-18368	78	22	trading	trading	ADJ
fbem-18368	78	23	days	day	NOUN
fbem-18368	78	24	.	.	PUNCT
fbem-18368	79	1	while	while	SCONJ
fbem-18368	79	2	market	market	NOUN
fbem-18368	79	3	closures	closure	NOUN
fbem-18368	79	4	themselves	themselves	PRON
fbem-18368	79	5	do	do	AUX
fbem-18368	79	6	not	not	PART
fbem-18368	79	7	impact	impact	VERB
fbem-18368	79	8	the	the	DET
fbem-18368	79	9	stock	stock	NOUN
fbem-18368	79	10	market	market	NOUN
fbem-18368	79	11	,	,	PUNCT
fbem-18368	79	12	empirical	empirical	ADJ
fbem-18368	79	13	observations	observation	NOUN
fbem-18368	79	14	indicate	indicate	VERB
fbem-18368	79	15	that	that	SCONJ
fbem-18368	79	16	significant	significant	ADJ
fbem-18368	79	17	fluctuations	fluctuation	NOUN
fbem-18368	79	18	often	often	ADV
fbem-18368	79	19	occur	occur	VERB
fbem-18368	79	20	on	on	ADP
fbem-18368	79	21	fridays	friday	NOUN
fbem-18368	79	22	,	,	PUNCT
fbem-18368	79	23	mondays	monday	NOUN
fbem-18368	79	24	,	,	PUNCT
fbem-18368	79	25	and	and	CCONJ
fbem-18368	79	26	trading	trading	NOUN
fbem-18368	79	27	days	day	NOUN
fbem-18368	79	28	adjacent	adjacent	ADJ
fbem-18368	79	29	to	to	ADP
fbem-18368	79	30	holidays	holiday	NOUN
fbem-18368	79	31	,	,	PUNCT
fbem-18368	79	32	contrary	contrary	ADV
fbem-18368	79	33	to	to	ADP
fbem-18368	79	34	the	the	DET
fbem-18368	79	35	overall	overall	ADJ
fbem-18368	79	36	trend	trend	NOUN
fbem-18368	79	37	.	.	PUNCT
fbem-18368	80	1	this	this	DET
fbem-18368	80	2	phenomenon	phenomenon	NOUN
fbem-18368	80	3	arises	arise	VERB
fbem-18368	80	4	because	because	SCONJ
fbem-18368	80	5	during	during	ADP
fbem-18368	80	6	non	non	ADJ
fbem-18368	80	7	-	-	ADJ
fbem-18368	80	8	trading	trading	ADJ
fbem-18368	80	9	periods	period	NOUN
fbem-18368	80	10	,	,	PUNCT
fbem-18368	80	11	the	the	DET
fbem-18368	80	12	announcement	announcement	NOUN
fbem-18368	80	13	of	of	ADP
fbem-18368	80	14	new	new	ADJ
fbem-18368	80	15	policies	policy	NOUN
fbem-18368	80	16	may	may	AUX
fbem-18368	80	17	trigger	trigger	VERB
fbem-18368	80	18	substantial	substantial	ADJ
fbem-18368	80	19	fluctuations	fluctuation	NOUN
fbem-18368	80	20	on	on	ADP
fbem-18368	80	21	the	the	DET
fbem-18368	80	22	next	next	ADJ
fbem-18368	80	23	trading	trading	NOUN
fbem-18368	80	24	day	day	NOUN
fbem-18368	80	25	.	.	PUNCT
fbem-18368	81	1	people	people	NOUN
fbem-18368	81	2	tend	tend	VERB
fbem-18368	81	3	to	to	PART
fbem-18368	81	4	avoid	avoid	VERB
fbem-18368	81	5	such	such	ADJ
fbem-18368	81	6	risks	risk	NOUN
fbem-18368	81	7	,	,	PUNCT
fbem-18368	81	8	opting	opt	VERB
fbem-18368	81	9	to	to	PART
fbem-18368	81	10	sell	sell	VERB
fbem-18368	81	11	stocks	stock	NOUN
fbem-18368	81	12	before	before	ADP
fbem-18368	81	13	holidays	holiday	NOUN
fbem-18368	81	14	,	,	PUNCT
fbem-18368	81	15	driven	drive	VERB
fbem-18368	81	16	largely	largely	ADV
fbem-18368	81	17	by	by	ADP
fbem-18368	81	18	psychological	psychological	ADJ
fbem-18368	81	19	influences	influence	NOUN
fbem-18368	81	20	.	.	PUNCT
fbem-18368	82	1	348	348	NUM
fbem-18368	82	2	therefore	therefore	ADV
fbem-18368	82	3	,	,	PUNCT
fbem-18368	82	4	this	this	DET
fbem-18368	82	5	behavior	behavior	NOUN
fbem-18368	82	6	is	be	AUX
fbem-18368	82	7	one	one	NUM
fbem-18368	82	8	of	of	ADP
fbem-18368	82	9	the	the	DET
fbem-18368	82	10	reasons	reason	NOUN
fbem-18368	82	11	explaining	explain	VERB
fbem-18368	82	12	the	the	DET
fbem-18368	82	13	differences	difference	NOUN
fbem-18368	82	14	between	between	ADP
fbem-18368	82	15	actual	actual	ADJ
fbem-18368	82	16	and	and	CCONJ
fbem-18368	82	17	predicted	predict	VERB
fbem-18368	82	18	values	value	NOUN
fbem-18368	82	19	.	.	PUNCT
fbem-18368	83	1	4.3	4.3	NUM
fbem-18368	83	2	.	.	PUNCT
fbem-18368	83	3	index	index	NOUN
fbem-18368	83	4	compilation	compilation	NOUN
fbem-18368	83	5	technical	technical	ADJ
fbem-18368	83	6	factors	factor	NOUN
fbem-18368	83	7	compared	compare	VERB
fbem-18368	83	8	to	to	ADP
fbem-18368	83	9	the	the	DET
fbem-18368	83	10	shanghai	shanghai	PROPN
fbem-18368	83	11	composite	composite	PROPN
fbem-18368	83	12	index	index	NOUN
fbem-18368	83	13	,	,	PUNCT
fbem-18368	83	14	the	the	DET
fbem-18368	83	15	csi	csi	PROPN
fbem-18368	83	16	300	300	NUM
fbem-18368	83	17	index	index	NOUN
fbem-18368	83	18	has	have	VERB
fbem-18368	83	19	unique	unique	ADJ
fbem-18368	83	20	selection	selection	NOUN
fbem-18368	83	21	criteria	criterion	NOUN
fbem-18368	83	22	for	for	ADP
fbem-18368	83	23	its	its	PRON
fbem-18368	83	24	constituent	constituent	NOUN
fbem-18368	83	25	stocks	stock	NOUN
fbem-18368	83	26	.	.	PUNCT
fbem-18368	84	1	firstly	firstly	ADV
fbem-18368	84	2	,	,	PUNCT
fbem-18368	84	3	newly	newly	ADV
fbem-18368	84	4	listed	list	VERB
fbem-18368	84	5	stocks	stock	NOUN
fbem-18368	84	6	and	and	CCONJ
fbem-18368	84	7	st	st	PROPN
fbem-18368	84	8	stocks	stock	NOUN
fbem-18368	84	9	are	be	AUX
fbem-18368	84	10	not	not	PART
fbem-18368	84	11	selected	select	VERB
fbem-18368	84	12	as	as	ADP
fbem-18368	84	13	constituent	constituent	NOUN
fbem-18368	84	14	stocks	stock	NOUN
fbem-18368	84	15	.	.	PUNCT
fbem-18368	85	1	in	in	ADP
fbem-18368	85	2	other	other	ADJ
fbem-18368	85	3	words	word	NOUN
fbem-18368	85	4	,	,	PUNCT
fbem-18368	85	5	once	once	ADV
fbem-18368	85	6	a	a	DET
fbem-18368	85	7	stock	stock	NOUN
fbem-18368	85	8	is	be	AUX
fbem-18368	85	9	reclassified	reclassify	VERB
fbem-18368	85	10	from	from	ADP
fbem-18368	85	11	ordinary	ordinary	ADJ
fbem-18368	85	12	to	to	ADP
fbem-18368	85	13	st	st	PROPN
fbem-18368	85	14	,	,	PUNCT
fbem-18368	85	15	it	it	PRON
fbem-18368	85	16	may	may	AUX
fbem-18368	85	17	lose	lose	VERB
fbem-18368	85	18	its	its	PRON
fbem-18368	85	19	qualification	qualification	NOUN
fbem-18368	85	20	to	to	PART
fbem-18368	85	21	enter	enter	VERB
fbem-18368	85	22	the	the	DET
fbem-18368	85	23	constituent	constituent	NOUN
fbem-18368	85	24	stocks	stock	NOUN
fbem-18368	85	25	and	and	CCONJ
fbem-18368	85	26	be	be	AUX
fbem-18368	85	27	removed	remove	VERB
fbem-18368	85	28	from	from	ADP
fbem-18368	85	29	the	the	DET
fbem-18368	85	30	original	original	ADJ
fbem-18368	85	31	compilation	compilation	NOUN
fbem-18368	85	32	system	system	NOUN
fbem-18368	85	33	.	.	PUNCT
fbem-18368	86	1	during	during	ADP
fbem-18368	86	2	this	this	DET
fbem-18368	86	3	process	process	NOUN
fbem-18368	86	4	,	,	PUNCT
fbem-18368	86	5	the	the	DET
fbem-18368	86	6	csi	csi	PROPN
fbem-18368	86	7	300	300	NUM
fbem-18368	86	8	index	index	NOUN
fbem-18368	86	9	may	may	AUX
fbem-18368	86	10	experience	experience	VERB
fbem-18368	86	11	fluctuations	fluctuation	NOUN
fbem-18368	86	12	due	due	ADP
fbem-18368	86	13	to	to	ADP
fbem-18368	86	14	stochastic	stochastic	ADJ
fbem-18368	86	15	factors	factor	NOUN
fbem-18368	86	16	.	.	PUNCT
fbem-18368	87	1	however	however	ADV
fbem-18368	87	2	,	,	PUNCT
fbem-18368	87	3	compared	compare	VERB
fbem-18368	87	4	to	to	ADP
fbem-18368	87	5	the	the	DET
fbem-18368	87	6	aforementioned	aforementioned	ADJ
fbem-18368	87	7	factors	factor	NOUN
fbem-18368	87	8	,	,	PUNCT
fbem-18368	87	9	the	the	DET
fbem-18368	87	10	contribution	contribution	NOUN
fbem-18368	87	11	of	of	ADP
fbem-18368	87	12	this	this	DET
fbem-18368	87	13	factor	factor	NOUN
fbem-18368	87	14	to	to	ADP
fbem-18368	87	15	the	the	DET
fbem-18368	87	16	deviation	deviation	NOUN
fbem-18368	87	17	of	of	ADP
fbem-18368	87	18	actual	actual	ADJ
fbem-18368	87	19	index	index	NOUN
fbem-18368	87	20	values	value	NOUN
fbem-18368	87	21	from	from	ADP
fbem-18368	87	22	predicted	predict	VERB
fbem-18368	87	23	values	value	NOUN
fbem-18368	87	24	is	be	AUX
fbem-18368	87	25	relatively	relatively	ADV
fbem-18368	87	26	small	small	ADJ
fbem-18368	87	27	.	.	PUNCT
fbem-18368	88	1	this	this	PRON
fbem-18368	88	2	is	be	AUX
fbem-18368	88	3	because	because	SCONJ
fbem-18368	88	4	the	the	DET
fbem-18368	88	5	csi	csi	ADJ
fbem-18368	88	6	300	300	NUM
fbem-18368	88	7	index	index	NOUN
fbem-18368	88	8	is	be	AUX
fbem-18368	88	9	formulated	formulate	VERB
fbem-18368	88	10	with	with	ADP
fbem-18368	88	11	the	the	DET
fbem-18368	88	12	aim	aim	NOUN
fbem-18368	88	13	of	of	ADP
fbem-18368	88	14	maintaining	maintain	VERB
fbem-18368	88	15	relative	relative	ADJ
fbem-18368	88	16	stability	stability	NOUN
fbem-18368	88	17	and	and	CCONJ
fbem-18368	88	18	being	be	AUX
fbem-18368	88	19	unaffected	unaffected	ADJ
fbem-18368	88	20	by	by	ADP
fbem-18368	88	21	individual	individual	ADJ
fbem-18368	88	22	stocks	stock	NOUN
fbem-18368	88	23	.	.	PUNCT
fbem-18368	89	1	therefore	therefore	ADV
fbem-18368	89	2	,	,	PUNCT
fbem-18368	89	3	fluctuations	fluctuation	NOUN
fbem-18368	89	4	in	in	ADP
fbem-18368	89	5	index	index	NOUN
fbem-18368	89	6	compilation	compilation	NOUN
fbem-18368	89	7	itself	itself	PRON
fbem-18368	89	8	are	be	AUX
fbem-18368	89	9	minimal	minimal	ADJ
fbem-18368	89	10	.	.	PUNCT
fbem-18368	90	1	5	5	NUM
fbem-18368	90	2	.	.	X
fbem-18368	90	3	conclusion	conclusion	NOUN
fbem-18368	90	4	due	due	ADP
fbem-18368	90	5	to	to	ADP
fbem-18368	90	6	the	the	DET
fbem-18368	90	7	non	non	ADJ
fbem-18368	90	8	-	-	NOUN
fbem-18368	90	9	stationarity	stationarity	ADJ
fbem-18368	90	10	,	,	PUNCT
fbem-18368	90	11	serial	serial	ADJ
fbem-18368	90	12	correlation	correlation	NOUN
fbem-18368	90	13	,	,	PUNCT
fbem-18368	90	14	and	and	CCONJ
fbem-18368	90	15	randomness	randomness	NOUN
fbem-18368	90	16	of	of	ADP
fbem-18368	90	17	the	the	DET
fbem-18368	90	18	csi	csi	PROPN
fbem-18368	90	19	300	300	NUM
fbem-18368	90	20	index	index	NOUN
fbem-18368	90	21	,	,	PUNCT
fbem-18368	90	22	it	it	PRON
fbem-18368	90	23	is	be	AUX
fbem-18368	90	24	suitable	suitable	ADJ
fbem-18368	90	25	for	for	ADP
fbem-18368	90	26	forecasting	forecasting	NOUN
fbem-18368	90	27	using	use	VERB
fbem-18368	90	28	arima	arima	NOUN
fbem-18368	90	29	.	.	PUNCT
fbem-18368	91	1	however	however	ADV
fbem-18368	91	2	,	,	PUNCT
fbem-18368	91	3	due	due	ADP
fbem-18368	91	4	to	to	ADP
fbem-18368	91	5	the	the	DET
fbem-18368	91	6	significant	significant	ADJ
fbem-18368	91	7	influence	influence	NOUN
fbem-18368	91	8	of	of	ADP
fbem-18368	91	9	subjective	subjective	ADJ
fbem-18368	91	10	investment	investment	NOUN
fbem-18368	91	11	psychology	psychology	NOUN
fbem-18368	91	12	and	and	CCONJ
fbem-18368	91	13	the	the	DET
fbem-18368	91	14	lack	lack	NOUN
fbem-18368	91	15	of	of	ADP
fbem-18368	91	16	obvious	obvious	ADJ
fbem-18368	91	17	seasonality	seasonality	NOUN
fbem-18368	91	18	in	in	ADP
fbem-18368	91	19	the	the	DET
fbem-18368	91	20	csi	csi	PROPN
fbem-18368	91	21	300	300	NUM
fbem-18368	91	22	index	index	NOUN
fbem-18368	91	23	,	,	PUNCT
fbem-18368	91	24	it	it	PRON
fbem-18368	91	25	is	be	AUX
fbem-18368	91	26	challenging	challenge	VERB
fbem-18368	91	27	to	to	PART
fbem-18368	91	28	completely	completely	ADV
fbem-18368	91	29	eliminate	eliminate	VERB
fbem-18368	91	30	the	the	DET
fbem-18368	91	31	non	non	ADJ
fbem-18368	91	32	-	-	NOUN
fbem-18368	91	33	stationarity	stationarity	NOUN
fbem-18368	91	34	of	of	ADP
fbem-18368	91	35	the	the	DET
fbem-18368	91	36	series	series	NOUN
fbem-18368	91	37	during	during	ADP
fbem-18368	91	38	model	model	NOUN
fbem-18368	91	39	establishment	establishment	NOUN
fbem-18368	91	40	.	.	PUNCT
fbem-18368	92	1	in	in	ADP
fbem-18368	92	2	order	order	NOUN
fbem-18368	92	3	to	to	PART
fbem-18368	92	4	simplify	simplify	VERB
fbem-18368	92	5	the	the	DET
fbem-18368	92	6	model	model	NOUN
fbem-18368	92	7	,	,	PUNCT
fbem-18368	92	8	this	this	DET
fbem-18368	92	9	study	study	NOUN
fbem-18368	92	10	adopts	adopt	VERB
fbem-18368	92	11	relatively	relatively	ADV
fbem-18368	92	12	small	small	ADJ
fbem-18368	92	13	values	value	NOUN
fbem-18368	92	14	for	for	ADP
fbem-18368	92	15	the	the	DET
fbem-18368	92	16	p	p	NOUN
fbem-18368	92	17	and	and	CCONJ
fbem-18368	92	18	q	q	PROPN
fbem-18368	92	19	parameters	parameter	NOUN
fbem-18368	92	20	.	.	PUNCT
fbem-18368	93	1	although	although	SCONJ
fbem-18368	93	2	the	the	DET
fbem-18368	93	3	model	model	NOUN
fbem-18368	93	4	is	be	AUX
fbem-18368	93	5	simplified	simplify	VERB
fbem-18368	93	6	,	,	PUNCT
fbem-18368	93	7	since	since	SCONJ
fbem-18368	93	8	logarithmic	logarithmic	ADJ
fbem-18368	93	9	transformation	transformation	NOUN
fbem-18368	93	10	and	and	CCONJ
fbem-18368	93	11	seasonal	seasonal	ADJ
fbem-18368	93	12	differencing	differencing	NOUN
fbem-18368	93	13	are	be	AUX
fbem-18368	93	14	applied	apply	VERB
fbem-18368	93	15	directly	directly	ADV
fbem-18368	93	16	to	to	ADP
fbem-18368	93	17	the	the	DET
fbem-18368	93	18	original	original	ADJ
fbem-18368	93	19	data	datum	NOUN
fbem-18368	93	20	before	before	ADP
fbem-18368	93	21	model	model	NOUN
fbem-18368	93	22	construction	construction	NOUN
fbem-18368	93	23	and	and	CCONJ
fbem-18368	93	24	prediction	prediction	NOUN
fbem-18368	93	25	,	,	PUNCT
fbem-18368	93	26	important	important	ADJ
fbem-18368	93	27	information	information	NOUN
fbem-18368	93	28	is	be	AUX
fbem-18368	93	29	retained	retain	VERB
fbem-18368	93	30	as	as	ADV
fbem-18368	93	31	much	much	ADV
fbem-18368	93	32	as	as	ADP
fbem-18368	93	33	possible	possible	ADJ
fbem-18368	93	34	.	.	PUNCT
fbem-18368	94	1	according	accord	VERB
fbem-18368	94	2	to	to	ADP
fbem-18368	94	3	the	the	DET
fbem-18368	94	4	fitting	fitting	ADJ
fbem-18368	94	5	results	result	NOUN
fbem-18368	94	6	and	and	CCONJ
fbem-18368	94	7	prediction	prediction	NOUN
fbem-18368	94	8	indicators	indicator	NOUN
fbem-18368	94	9	,	,	PUNCT
fbem-18368	94	10	the	the	DET
fbem-18368	94	11	predicted	predict	VERB
fbem-18368	94	12	results	result	NOUN
fbem-18368	94	13	are	be	AUX
fbem-18368	94	14	close	close	ADJ
fbem-18368	94	15	to	to	ADP
fbem-18368	94	16	the	the	DET
fbem-18368	94	17	actual	actual	ADJ
fbem-18368	94	18	values	value	NOUN
fbem-18368	94	19	,	,	PUNCT
fbem-18368	94	20	indicating	indicate	VERB
fbem-18368	94	21	a	a	DET
fbem-18368	94	22	good	good	ADJ
fbem-18368	94	23	fit	fit	NOUN
fbem-18368	94	24	.	.	PUNCT
fbem-18368	95	1	this	this	DET
fbem-18368	95	2	model	model	NOUN
fbem-18368	95	3	can	can	AUX
fbem-18368	95	4	be	be	AUX
fbem-18368	95	5	utilized	utilize	VERB
fbem-18368	95	6	for	for	ADP
fbem-18368	95	7	short	short	ADJ
fbem-18368	95	8	-	-	PUNCT
fbem-18368	95	9	term	term	NOUN
fbem-18368	95	10	forecasting	forecasting	NOUN
fbem-18368	95	11	of	of	ADP
fbem-18368	95	12	the	the	DET
fbem-18368	95	13	stock	stock	NOUN
fbem-18368	95	14	market	market	NOUN
fbem-18368	95	15	in	in	ADP
fbem-18368	95	16	the	the	DET
fbem-18368	95	17	near	near	ADJ
fbem-18368	95	18	future	future	NOUN
fbem-18368	95	19	and	and	CCONJ
fbem-18368	95	20	serve	serve	VERB
fbem-18368	95	21	as	as	ADP
fbem-18368	95	22	an	an	DET
fbem-18368	95	23	important	important	ADJ
fbem-18368	95	24	reference	reference	NOUN
fbem-18368	95	25	for	for	ADP
fbem-18368	95	26	investors	investor	NOUN
fbem-18368	95	27	in	in	ADP
fbem-18368	95	28	their	their	PRON
fbem-18368	95	29	investment	investment	NOUN
fbem-18368	95	30	activities	activity	NOUN
fbem-18368	95	31	.	.	PUNCT
fbem-18368	96	1	time	time	NOUN
fbem-18368	96	2	series	series	PROPN
fbem-18368	96	3	,	,	PUNCT
fbem-18368	96	4	as	as	ADP
fbem-18368	96	5	an	an	DET
fbem-18368	96	6	effective	effective	ADJ
fbem-18368	96	7	tool	tool	NOUN
fbem-18368	96	8	for	for	ADP
fbem-18368	96	9	analyzing	analyze	VERB
fbem-18368	96	10	financial	financial	ADJ
fbem-18368	96	11	markets	market	NOUN
fbem-18368	96	12	,	,	PUNCT
fbem-18368	96	13	has	have	VERB
fbem-18368	96	14	significant	significant	ADJ
fbem-18368	96	15	practical	practical	ADJ
fbem-18368	96	16	value	value	NOUN
fbem-18368	96	17	and	and	CCONJ
fbem-18368	96	18	development	development	NOUN
fbem-18368	96	19	prospects	prospect	NOUN
fbem-18368	96	20	.	.	PUNCT
fbem-18368	97	1	exploring	explore	VERB
fbem-18368	97	2	the	the	DET
fbem-18368	97	3	regularities	regularity	NOUN
fbem-18368	97	4	of	of	ADP
fbem-18368	97	5	stock	stock	NOUN
fbem-18368	97	6	price	price	NOUN
fbem-18368	97	7	fluctuations	fluctuation	NOUN
fbem-18368	97	8	through	through	ADP
fbem-18368	97	9	time	time	NOUN
fbem-18368	97	10	series	series	NOUN
fbem-18368	97	11	analysis	analysis	NOUN
fbem-18368	97	12	is	be	AUX
fbem-18368	97	13	of	of	ADP
fbem-18368	97	14	great	great	ADJ
fbem-18368	97	15	significance	significance	NOUN
fbem-18368	97	16	for	for	ADP
fbem-18368	97	17	investors	investor	NOUN
fbem-18368	97	18	in	in	ADP
fbem-18368	97	19	making	make	VERB
fbem-18368	97	20	investment	investment	NOUN
fbem-18368	97	21	decisions	decision	NOUN
fbem-18368	97	22	,	,	PUNCT
fbem-18368	97	23	risk	risk	NOUN
fbem-18368	97	24	avoidance	avoidance	NOUN
fbem-18368	97	25	,	,	PUNCT
fbem-18368	97	26	and	and	CCONJ
fbem-18368	97	27	maximizing	maximize	VERB
fbem-18368	97	28	returns	return	NOUN
fbem-18368	97	29	.	.	PUNCT
fbem-18368	98	1	however	however	ADV
fbem-18368	98	2	,	,	PUNCT
fbem-18368	98	3	this	this	DET
fbem-18368	98	4	model	model	NOUN
fbem-18368	98	5	only	only	ADV
fbem-18368	98	6	considers	consider	VERB
fbem-18368	98	7	the	the	DET
fbem-18368	98	8	characteristics	characteristic	NOUN
fbem-18368	98	9	of	of	ADP
fbem-18368	98	10	the	the	DET
fbem-18368	98	11	time	time	NOUN
fbem-18368	98	12	series	series	NOUN
fbem-18368	98	13	itself	itself	PRON
fbem-18368	98	14	and	and	CCONJ
fbem-18368	98	15	conducts	conduct	VERB
fbem-18368	98	16	some	some	DET
fbem-18368	98	17	analysis	analysis	NOUN
fbem-18368	98	18	and	and	CCONJ
fbem-18368	98	19	forecasting	forecasting	NOUN
fbem-18368	98	20	of	of	ADP
fbem-18368	98	21	the	the	DET
fbem-18368	98	22	trend	trend	NOUN
fbem-18368	98	23	of	of	ADP
fbem-18368	98	24	the	the	DET
fbem-18368	98	25	csi	csi	ADJ
fbem-18368	98	26	300	300	NUM
fbem-18368	98	27	index	index	NOUN
fbem-18368	98	28	based	base	VERB
fbem-18368	98	29	on	on	ADP
fbem-18368	98	30	historical	historical	ADJ
fbem-18368	98	31	data	datum	NOUN
fbem-18368	98	32	,	,	PUNCT
fbem-18368	98	33	without	without	ADP
fbem-18368	98	34	considering	consider	VERB
fbem-18368	98	35	indicators	indicator	NOUN
fbem-18368	98	36	such	such	ADJ
fbem-18368	98	37	as	as	ADP
fbem-18368	98	38	the	the	DET
fbem-18368	98	39	investment	investment	NOUN
fbem-18368	98	40	return	return	NOUN
fbem-18368	98	41	rate	rate	NOUN
fbem-18368	98	42	and	and	CCONJ
fbem-18368	98	43	risk	risk	NOUN
fbem-18368	98	44	premium	premium	NOUN
fbem-18368	98	45	of	of	ADP
fbem-18368	98	46	stocks	stock	NOUN
fbem-18368	98	47	.	.	PUNCT
fbem-18368	99	1	the	the	DET
fbem-18368	99	2	study	study	NOUN
fbem-18368	99	3	of	of	ADP
fbem-18368	99	4	stock	stock	NOUN
fbem-18368	99	5	market	market	NOUN
fbem-18368	99	6	regularities	regularity	NOUN
fbem-18368	99	7	is	be	AUX
fbem-18368	99	8	complex	complex	ADJ
fbem-18368	99	9	,	,	PUNCT
fbem-18368	99	10	with	with	ADP
fbem-18368	99	11	various	various	ADJ
fbem-18368	99	12	factors	factor	NOUN
fbem-18368	99	13	influencing	influence	VERB
fbem-18368	99	14	price	price	NOUN
fbem-18368	99	15	fluctuations	fluctuation	NOUN
fbem-18368	99	16	,	,	PUNCT
fbem-18368	99	17	including	include	VERB
fbem-18368	99	18	not	not	PART
fbem-18368	99	19	only	only	ADV
fbem-18368	99	20	factors	factor	NOUN
fbem-18368	99	21	related	relate	VERB
fbem-18368	99	22	to	to	ADP
fbem-18368	99	23	the	the	DET
fbem-18368	99	24	stock	stock	NOUN
fbem-18368	99	25	market	market	NOUN
fbem-18368	99	26	system	system	NOUN
fbem-18368	99	27	itself	itself	PRON
fbem-18368	99	28	but	but	CCONJ
fbem-18368	99	29	also	also	ADV
fbem-18368	99	30	factors	factor	NOUN
fbem-18368	99	31	related	relate	VERB
fbem-18368	99	32	to	to	ADP
fbem-18368	99	33	national	national	ADJ
fbem-18368	99	34	macroeconomic	macroeconomic	ADJ
fbem-18368	99	35	policies	policy	NOUN
fbem-18368	99	36	and	and	CCONJ
fbem-18368	99	37	the	the	DET
fbem-18368	99	38	direction	direction	NOUN
fbem-18368	99	39	of	of	ADP
fbem-18368	99	40	economic	economic	ADJ
fbem-18368	99	41	development	development	NOUN
fbem-18368	99	42	.	.	PUNCT
fbem-18368	100	1	although	although	SCONJ
fbem-18368	100	2	these	these	DET
fbem-18368	100	3	factors	factor	NOUN
fbem-18368	100	4	are	be	AUX
fbem-18368	100	5	reflected	reflect	VERB
fbem-18368	100	6	in	in	ADP
fbem-18368	100	7	the	the	DET
fbem-18368	100	8	model	model	NOUN
fbem-18368	100	9	as	as	ADP
fbem-18368	100	10	random	random	ADJ
fbem-18368	100	11	terms	term	NOUN
fbem-18368	100	12	,	,	PUNCT
fbem-18368	100	13	they	they	PRON
fbem-18368	100	14	can	can	AUX
fbem-18368	100	15	not	not	PART
fbem-18368	100	16	be	be	AUX
fbem-18368	100	17	reflected	reflect	VERB
fbem-18368	100	18	in	in	ADP
fbem-18368	100	19	the	the	DET
fbem-18368	100	20	expected	expect	VERB
fbem-18368	100	21	values	value	NOUN
fbem-18368	100	22	of	of	ADP
fbem-18368	100	23	the	the	DET
fbem-18368	100	24	forecasts	forecast	NOUN
fbem-18368	100	25	.	.	PUNCT
fbem-18368	101	1	further	further	ADJ
fbem-18368	101	2	research	research	NOUN
fbem-18368	101	3	is	be	AUX
fbem-18368	101	4	needed	need	VERB
fbem-18368	101	5	to	to	PART
fbem-18368	101	6	refine	refine	VERB
fbem-18368	101	7	how	how	SCONJ
fbem-18368	101	8	to	to	PART
fbem-18368	101	9	handle	handle	VERB
fbem-18368	101	10	raw	raw	ADJ
fbem-18368	101	11	data	datum	NOUN
fbem-18368	101	12	and	and	CCONJ
fbem-18368	101	13	select	select	VERB
fbem-18368	101	14	the	the	DET
fbem-18368	101	15	optimal	optimal	ADJ
fbem-18368	101	16	model	model	NOUN
fbem-18368	101	17	.	.	PUNCT
fbem-18368	102	1	references	reference	NOUN
fbem-18368	102	2	[	[	X
fbem-18368	102	3	1	1	NUM
fbem-18368	102	4	]	]	PUNCT
fbem-18368	102	5	sargan	sargan	PROPN
fbem-18368	102	6	,	,	PUNCT
fbem-18368	102	7	j.	j.	PROPN
fbem-18368	102	8	d.	d.	PROPN
fbem-18368	102	9	,	,	PUNCT
fbem-18368	102	10	c.	c.	PROPN
fbem-18368	102	11	w.	w.	PROPN
fbem-18368	102	12	j.	j.	PROPN
fbem-18368	102	13	granger	granger	PROPN
fbem-18368	102	14	,	,	PUNCT
fbem-18368	102	15	and	and	CCONJ
fbem-18368	102	16	o.	o.	PROPN
fbem-18368	102	17	morgenstern	morgenstern	PROPN
fbem-18368	102	18	.	.	PUNCT
fbem-18368	103	1	“	"	PUNCT
fbem-18368	103	2	predictability	predictability	NOUN
fbem-18368	103	3	of	of	ADP
fbem-18368	103	4	stock	stock	NOUN
fbem-18368	103	5	market	market	NOUN
fbem-18368	103	6	prices	price	NOUN
fbem-18368	103	7	.	.	PUNCT
fbem-18368	103	8	”	"	PUNCT
fbem-18368	103	9	journal	journal	NOUN
fbem-18368	103	10	of	of	ADP
fbem-18368	103	11	the	the	DET
fbem-18368	103	12	royal	royal	ADJ
fbem-18368	103	13	statistical	statistical	ADJ
fbem-18368	103	14	society	society	NOUN
fbem-18368	103	15	series	series	PROPN
fbem-18368	103	16	a	a	DET
fbem-18368	103	17	(	(	PUNCT
fbem-18368	103	18	general	general	ADJ
fbem-18368	103	19	)	)	PUNCT
fbem-18368	103	20	135.1(1972):156	135.1(1972):156	NOUN
fbem-18368	103	21	.	.	PUNCT
fbem-18368	104	1	[	[	X
fbem-18368	104	2	2	2	NUM
fbem-18368	104	3	]	]	X
fbem-18368	104	4	box	box	NOUN
fbem-18368	104	5	,	,	PUNCT
fbem-18368	104	6	g.	g.	PROPN
fbem-18368	104	7	e.	e.	PROPN
fbem-18368	104	8	p.	p.	PROPN
fbem-18368	104	9	,	,	PUNCT
fbem-18368	104	10	and	and	CCONJ
fbem-18368	104	11	g.	g.	PROPN
fbem-18368	104	12	m.	m.	PROPN
fbem-18368	104	13	jenkins	jenkins	PROPN
fbem-18368	104	14	.	.	PUNCT
fbem-18368	105	1	"	"	PUNCT
fbem-18368	105	2	time	time	NOUN
fbem-18368	105	3	series	series	NOUN
fbem-18368	105	4	analysis	analysis	NOUN
fbem-18368	105	5	forecasting	forecasting	NOUN
fbem-18368	105	6	and	and	CCONJ
fbem-18368	105	7	control	control	NOUN
fbem-18368	105	8	.	.	PUNCT
fbem-18368	105	9	"	"	PUNCT
fbem-18368	106	1	journal	journal	NOUN
fbem-18368	106	2	of	of	ADP
fbem-18368	106	3	time	time	NOUN
fbem-18368	106	4	series	series	PROPN
fbem-18368	106	5	analysis	analysis	NOUN
fbem-18368	106	6	3.3228(1970	3.3228(1970	NUM
fbem-18368	106	7	)	)	PUNCT
fbem-18368	106	8	.	.	PUNCT
fbem-18368	107	1	[	[	X
fbem-18368	107	2	3	3	NUM
fbem-18368	107	3	]	]	X
fbem-18368	107	4	mandelbrot	mandelbrot	PROPN
fbem-18368	107	5	,	,	PUNCT
fbem-18368	107	6	benoit	benoit	NOUN
fbem-18368	107	7	.	.	PUNCT
fbem-18368	108	1	“	"	PUNCT
fbem-18368	108	2	new	new	ADJ
fbem-18368	108	3	method	method	NOUN
fbem-18368	108	4	in	in	ADP
fbem-18368	108	5	statistical	statistical	ADJ
fbem-18368	108	6	economics	economic	NOUN
fbem-18368	108	7	.	.	PUNCT
fbem-18368	108	8	”	"	PUNCT
fbem-18368	109	1	j	j	PROPN
fbem-18368	109	2	of	of	ADP
fbem-18368	109	3	political	political	ADJ
fbem-18368	109	4	economy	economy	NOUN
fbem-18368	109	5	71.5(1963):421	71.5(1963):421	NOUN
fbem-18368	109	6	-	-	SYM
fbem-18368	109	7	440	440	NUM
fbem-18368	109	8	.	.	PUNCT
fbem-18368	110	1	[	[	X
fbem-18368	110	2	4	4	NUM
fbem-18368	110	3	]	]	X
fbem-18368	110	4	engle	engle	PROPN
fbem-18368	110	5	,	,	PUNCT
fbem-18368	110	6	r.	r.	PROPN
fbem-18368	110	7	e.	e.	PROPN
fbem-18368	110	8	.	.	PUNCT
fbem-18368	111	1	“	"	PUNCT
fbem-18368	111	2	autoregressive	autoregressive	ADJ
fbem-18368	111	3	conditional	conditional	ADJ
fbem-18368	111	4	heteroskedasticity	heteroskedasticity	NOUN
fbem-18368	111	5	with	with	ADP
fbem-18368	111	6	estimates	estimate	NOUN
fbem-18368	111	7	of	of	ADP
fbem-18368	111	8	the	the	DET
fbem-18368	111	9	variance	variance	NOUN
fbem-18368	111	10	of	of	ADP
fbem-18368	111	11	united	united	PROPN
fbem-18368	111	12	kingdom	kingdom	PROPN
fbem-18368	111	13	inflation	inflation	NOUN
fbem-18368	111	14	.	.	PUNCT
fbem-18368	111	15	”	"	PUNCT
fbem-18368	111	16	econometrica	econometrica	PROPN
fbem-18368	111	17	50.50(1982	50.50(1982	NUM
fbem-18368	111	18	)	)	PUNCT
fbem-18368	111	19	.	.	PUNCT
fbem-18368	112	1	[	[	X
fbem-18368	112	2	5	5	NUM
fbem-18368	112	3	]	]	X
fbem-18368	112	4	bollerslev	bollerslev	NOUN
fbem-18368	112	5	,	,	PUNCT
fbem-18368	112	6	tim	tim	PROPN
fbem-18368	112	7	peter	peter	PROPN
fbem-18368	112	8	.	.	PUNCT
fbem-18368	113	1	“	"	PUNCT
fbem-18368	113	2	generalized	generalize	VERB
fbem-18368	113	3	autoregressive	autoregressive	ADJ
fbem-18368	113	4	conditional	conditional	ADJ
fbem-18368	113	5	heteroskedasticity	heteroskedasticity	NOUN
fbem-18368	113	6	with	with	ADP
fbem-18368	113	7	applications	application	NOUN
fbem-18368	113	8	in	in	ADP
fbem-18368	113	9	finance	finance	NOUN
fbem-18368	113	10	/.	/.	PUNCT
fbem-18368	113	11	”	"	PUNCT
fbem-18368	113	12	general	general	ADJ
fbem-18368	113	13	information	information	NOUN
fbem-18368	113	14	31.3(1986):307–327	31.3(1986):307–327	PROPN
fbem-18368	113	15	.	.	PUNCT
fbem-18368	114	1	[	[	X
fbem-18368	114	2	6	6	NUM
fbem-18368	114	3	]	]	PUNCT
fbem-18368	114	4	[	[	X
fbem-18368	114	5	1]jean	1]jean	NUM
fbem-18368	114	6	-	-	PUNCT
fbem-18368	114	7	michel	michel	PROPN
fbem-18368	114	8	,	,	PUNCT
fbem-18368	114	9	and	and	CCONJ
fbem-18368	114	10	zakoian	zakoian	NOUN
fbem-18368	114	11	.	.	PUNCT
fbem-18368	115	1	“	"	PUNCT
fbem-18368	115	2	threshold	threshold	VERB
fbem-18368	115	3	heteroskedastic	heteroskedastic	ADJ
fbem-18368	115	4	models	model	NOUN
fbem-18368	115	5	.	.	PUNCT
fbem-18368	115	6	”	"	PUNCT
fbem-18368	115	7	journal	journal	NOUN
fbem-18368	115	8	of	of	ADP
fbem-18368	115	9	economic	economic	ADJ
fbem-18368	115	10	dynamics	dynamic	NOUN
fbem-18368	115	11	&	&	CCONJ
fbem-18368	115	12	control(1994	control(1994	NOUN
fbem-18368	115	13	)	)	PUNCT
fbem-18368	115	14	.	.	PUNCT
fbem-18368	116	1	[	[	X
fbem-18368	116	2	7	7	X
fbem-18368	116	3	]	]	X
fbem-18368	116	4	baillie	baillie	PROPN
fbem-18368	116	5	,	,	PUNCT
fbem-18368	116	6	richard	richard	PROPN
fbem-18368	116	7	t.	t.	PROPN
fbem-18368	116	8	,	,	PUNCT
fbem-18368	116	9	t.	t.	PROPN
fbem-18368	116	10	bollerslev	bollerslev	NOUN
fbem-18368	116	11	,	,	PUNCT
fbem-18368	116	12	and	and	CCONJ
fbem-18368	116	13	h.	h.	PROPN
fbem-18368	116	14	o.	o.	PROPN
fbem-18368	116	15	mikkelsen	mikkelsen	PROPN
fbem-18368	116	16	.	.	PUNCT
fbem-18368	117	1	“	"	PUNCT
fbem-18368	117	2	fractionally	fractionally	ADV
fbem-18368	117	3	integrated	integrate	VERB
fbem-18368	117	4	generalized	generalized	ADJ
fbem-18368	117	5	autoregressive	autoregressive	ADJ
fbem-18368	117	6	conditional	conditional	ADJ
fbem-18368	117	7	heteroskedasticity	heteroskedasticity	NOUN
fbem-18368	117	8	.	.	PUNCT
fbem-18368	117	9	”	"	PUNCT
fbem-18368	118	1	journal	journal	NOUN
fbem-18368	118	2	of	of	ADP
fbem-18368	118	3	econometrics	econometrics	NOUN
fbem-18368	118	4	74(1996	74(1996	NUM
fbem-18368	118	5	)	)	PUNCT
fbem-18368	118	6	.	.	PUNCT