id	sid	tid	token	lemma	pos
fcis-31621	1	1	frontiers	frontier	NOUN
fcis-31621	1	2	in	in	ADP
fcis-31621	1	3	computing	computing	NOUN
fcis-31621	1	4	and	and	CCONJ
fcis-31621	1	5	intelligent	intelligent	ADJ
fcis-31621	1	6	systems	system	NOUN
fcis-31621	1	7	issn	issn	VERB
fcis-31621	1	8	:	:	PUNCT
fcis-31621	1	9	2832	2832	NUM
fcis-31621	1	10	-	-	SYM
fcis-31621	1	11	6024	6024	NUM
fcis-31621	1	12	|	|	NOUN
fcis-31621	1	13	vol	vol	NOUN
fcis-31621	1	14	.	.	PROPN
fcis-31621	2	1	13	13	NUM
fcis-31621	2	2	,	,	PUNCT
fcis-31621	2	3	no	no	INTJ
fcis-31621	2	4	.	.	NOUN
fcis-31621	2	5	2	2	NUM
fcis-31621	2	6	,	,	PUNCT
fcis-31621	2	7	2025	2025	NUM
fcis-31621	2	8	47	47	NUM
fcis-31621	2	9	research	research	NOUN
fcis-31621	2	10	on	on	ADP
fcis-31621	2	11	house	house	NOUN
fcis-31621	2	12	price	price	NOUN
fcis-31621	2	13	forecasting	forecasting	NOUN
fcis-31621	2	14	in	in	ADP
fcis-31621	2	15	guiyang	guiyang	PROPN
fcis-31621	2	16	city	city	PROPN
fcis-31621	2	17	based	base	VERB
fcis-31621	2	18	on	on	ADP
fcis-31621	2	19	arima	arima	PROPN
fcis-31621	2	20	and	and	CCONJ
fcis-31621	2	21	garch	garch	NOUN
fcis-31621	2	22	models	model	NOUN
fcis-31621	2	23	ruixuan	ruixuan	PROPN
fcis-31621	2	24	tian	tian	PROPN
fcis-31621	2	25	*	*	PUNCT
fcis-31621	2	26	college	college	PROPN
fcis-31621	2	27	of	of	ADP
fcis-31621	2	28	science	science	PROPN
fcis-31621	2	29	,	,	PUNCT
fcis-31621	2	30	virginia	virginia	PROPN
fcis-31621	2	31	polytechnic	polytechnic	PROPN
fcis-31621	2	32	institute	institute	PROPN
fcis-31621	2	33	and	and	CCONJ
fcis-31621	2	34	state	state	PROPN
fcis-31621	2	35	university	university	PROPN
fcis-31621	2	36	,	,	PUNCT
fcis-31621	2	37	virginia	virginia	PROPN
fcis-31621	2	38	blacksburg	blacksburg	PROPN
fcis-31621	2	39	,	,	PUNCT
fcis-31621	2	40	24060	24060	NUM
fcis-31621	2	41	,	,	PUNCT
fcis-31621	2	42	unite	unite	VERB
fcis-31621	2	43	states	state	NOUN
fcis-31621	2	44	*	*	SYM
fcis-31621	2	45	corresponding	correspond	VERB
fcis-31621	2	46	author	author	NOUN
fcis-31621	2	47	email	email	NOUN
fcis-31621	2	48	:	:	PUNCT
fcis-31621	2	49	ruixuant21@vt.edu	ruixuant21@vt.edu	NOUN
fcis-31621	2	50	abstract	abstract	NOUN
fcis-31621	2	51	:	:	PUNCT
fcis-31621	2	52	the	the	DET
fcis-31621	2	53	purpose	purpose	NOUN
fcis-31621	2	54	of	of	ADP
fcis-31621	2	55	this	this	DET
fcis-31621	2	56	study	study	NOUN
fcis-31621	2	57	is	be	AUX
fcis-31621	2	58	to	to	PART
fcis-31621	2	59	forecast	forecast	VERB
fcis-31621	2	60	and	and	CCONJ
fcis-31621	2	61	analyze	analyze	VERB
fcis-31621	2	62	the	the	DET
fcis-31621	2	63	house	house	NOUN
fcis-31621	2	64	price	price	NOUN
fcis-31621	2	65	of	of	ADP
fcis-31621	2	66	guiyang	guiyang	PROPN
fcis-31621	2	67	city	city	PROPN
fcis-31621	2	68	through	through	ADP
fcis-31621	2	69	arima	arima	PROPN
fcis-31621	2	70	model	model	NOUN
fcis-31621	2	71	and	and	CCONJ
fcis-31621	2	72	garch	garch	NOUN
fcis-31621	2	73	model	model	NOUN
fcis-31621	2	74	,	,	PUNCT
fcis-31621	2	75	in	in	ADP
fcis-31621	2	76	order	order	NOUN
fcis-31621	2	77	to	to	PART
fcis-31621	2	78	improve	improve	VERB
fcis-31621	2	79	the	the	DET
fcis-31621	2	80	accuracy	accuracy	NOUN
fcis-31621	2	81	and	and	CCONJ
fcis-31621	2	82	reliability	reliability	NOUN
fcis-31621	2	83	of	of	ADP
fcis-31621	2	84	house	house	NOUN
fcis-31621	2	85	price	price	NOUN
fcis-31621	2	86	prediction	prediction	NOUN
fcis-31621	2	87	,	,	PUNCT
fcis-31621	2	88	and	and	CCONJ
fcis-31621	2	89	to	to	PART
fcis-31621	2	90	provide	provide	VERB
fcis-31621	2	91	references	reference	NOUN
fcis-31621	2	92	for	for	ADP
fcis-31621	2	93	real	real	ADJ
fcis-31621	2	94	estate	estate	NOUN
fcis-31621	2	95	market	market	NOUN
fcis-31621	2	96	analysis	analysis	NOUN
fcis-31621	2	97	and	and	CCONJ
fcis-31621	2	98	policy	policy	NOUN
fcis-31621	2	99	formulation	formulation	NOUN
fcis-31621	2	100	.	.	PUNCT
fcis-31621	3	1	as	as	ADP
fcis-31621	3	2	the	the	DET
fcis-31621	3	3	capital	capital	NOUN
fcis-31621	3	4	city	city	NOUN
fcis-31621	3	5	of	of	ADP
fcis-31621	3	6	guizhou	guizhou	PROPN
fcis-31621	3	7	province	province	PROPN
fcis-31621	3	8	,	,	PUNCT
fcis-31621	3	9	guiyang	guiyang	PROPN
fcis-31621	3	10	city	city	PROPN
fcis-31621	3	11	's	's	PART
fcis-31621	3	12	real	real	ADJ
fcis-31621	3	13	estate	estate	NOUN
fcis-31621	3	14	market	market	NOUN
fcis-31621	3	15	shows	show	VERB
fcis-31621	3	16	certain	certain	ADJ
fcis-31621	3	17	volatility	volatility	NOUN
fcis-31621	3	18	in	in	ADP
fcis-31621	3	19	the	the	DET
fcis-31621	3	20	context	context	NOUN
fcis-31621	3	21	of	of	ADP
fcis-31621	3	22	economic	economic	ADJ
fcis-31621	3	23	recovery	recovery	NOUN
fcis-31621	3	24	after	after	ADP
fcis-31621	3	25	the	the	DET
fcis-31621	3	26	epidemic	epidemic	NOUN
fcis-31621	3	27	,	,	PUNCT
fcis-31621	3	28	and	and	CCONJ
fcis-31621	3	29	in	in	ADP
fcis-31621	3	30	-	-	PUNCT
fcis-31621	3	31	depth	depth	NOUN
fcis-31621	3	32	study	study	NOUN
fcis-31621	3	33	of	of	ADP
fcis-31621	3	34	its	its	PRON
fcis-31621	3	35	house	house	NOUN
fcis-31621	3	36	price	price	NOUN
fcis-31621	3	37	trend	trend	NOUN
fcis-31621	3	38	is	be	AUX
fcis-31621	3	39	of	of	ADP
fcis-31621	3	40	great	great	ADJ
fcis-31621	3	41	practical	practical	ADJ
fcis-31621	3	42	significance	significance	NOUN
fcis-31621	3	43	.	.	PUNCT
fcis-31621	4	1	this	this	DET
fcis-31621	4	2	study	study	NOUN
fcis-31621	4	3	will	will	AUX
fcis-31621	4	4	use	use	VERB
fcis-31621	4	5	the	the	DET
fcis-31621	4	6	average	average	ADJ
fcis-31621	4	7	residential	residential	ADJ
fcis-31621	4	8	transaction	transaction	NOUN
fcis-31621	4	9	price	price	NOUN
fcis-31621	4	10	data	datum	NOUN
fcis-31621	4	11	of	of	ADP
fcis-31621	4	12	guiyang	guiyang	PROPN
fcis-31621	4	13	city	city	PROPN
fcis-31621	4	14	from	from	ADP
fcis-31621	4	15	2019	2019	NUM
fcis-31621	4	16	to	to	ADP
fcis-31621	4	17	2024	2024	NUM
fcis-31621	4	18	to	to	PART
fcis-31621	4	19	firstly	firstly	ADV
fcis-31621	4	20	analyze	analyze	VERB
fcis-31621	4	21	the	the	DET
fcis-31621	4	22	smoothness	smoothness	NOUN
fcis-31621	4	23	and	and	CCONJ
fcis-31621	4	24	autocorrelation	autocorrelation	NOUN
fcis-31621	4	25	of	of	ADP
fcis-31621	4	26	the	the	DET
fcis-31621	4	27	house	house	NOUN
fcis-31621	4	28	price	price	NOUN
fcis-31621	4	29	data	datum	NOUN
fcis-31621	4	30	by	by	ADP
fcis-31621	4	31	arima	arima	PROPN
fcis-31621	4	32	model	model	NOUN
fcis-31621	4	33	to	to	PART
fcis-31621	4	34	capture	capture	VERB
fcis-31621	4	35	the	the	DET
fcis-31621	4	36	trend	trend	NOUN
fcis-31621	4	37	and	and	CCONJ
fcis-31621	4	38	seasonal	seasonal	ADJ
fcis-31621	4	39	changes	change	NOUN
fcis-31621	4	40	in	in	ADP
fcis-31621	4	41	the	the	DET
fcis-31621	4	42	time	time	NOUN
fcis-31621	4	43	series	series	NOUN
fcis-31621	4	44	;	;	PUNCT
fcis-31621	4	45	secondly	secondly	ADV
fcis-31621	4	46	,	,	PUNCT
fcis-31621	4	47	analyze	analyze	VERB
fcis-31621	4	48	the	the	DET
fcis-31621	4	49	volatility	volatility	NOUN
fcis-31621	4	50	of	of	ADP
fcis-31621	4	51	house	house	NOUN
fcis-31621	4	52	price	price	NOUN
fcis-31621	4	53	by	by	ADP
fcis-31621	4	54	garch	garch	NOUN
fcis-31621	4	55	model	model	NOUN
fcis-31621	4	56	to	to	PART
fcis-31621	4	57	capture	capture	VERB
fcis-31621	4	58	the	the	DET
fcis-31621	4	59	conditional	conditional	ADJ
fcis-31621	4	60	heteroskedasticity	heteroskedasticity	NOUN
fcis-31621	4	61	phenomenon	phenomenon	NOUN
fcis-31621	4	62	in	in	ADP
fcis-31621	4	63	the	the	DET
fcis-31621	4	64	market	market	NOUN
fcis-31621	4	65	.	.	PUNCT
fcis-31621	5	1	on	on	ADP
fcis-31621	5	2	this	this	DET
fcis-31621	5	3	basis	basis	NOUN
fcis-31621	5	4	,	,	PUNCT
fcis-31621	5	5	a	a	DET
fcis-31621	5	6	hybrid	hybrid	ADJ
fcis-31621	5	7	model	model	NOUN
fcis-31621	5	8	is	be	AUX
fcis-31621	5	9	constructed	construct	VERB
fcis-31621	5	10	by	by	ADP
fcis-31621	5	11	combining	combine	VERB
fcis-31621	5	12	the	the	DET
fcis-31621	5	13	advantages	advantage	NOUN
fcis-31621	5	14	of	of	ADP
fcis-31621	5	15	arima	arima	NOUN
fcis-31621	5	16	and	and	CCONJ
fcis-31621	5	17	garch	garch	NOUN
fcis-31621	5	18	models	model	NOUN
fcis-31621	5	19	,	,	PUNCT
fcis-31621	5	20	and	and	CCONJ
fcis-31621	5	21	the	the	DET
fcis-31621	5	22	performance	performance	NOUN
fcis-31621	5	23	of	of	ADP
fcis-31621	5	24	single	single	ADJ
fcis-31621	5	25	model	model	NOUN
fcis-31621	5	26	and	and	CCONJ
fcis-31621	5	27	hybrid	hybrid	ADJ
fcis-31621	5	28	model	model	NOUN
fcis-31621	5	29	in	in	ADP
fcis-31621	5	30	house	house	NOUN
fcis-31621	5	31	price	price	NOUN
fcis-31621	5	32	forecasting	forecasting	NOUN
fcis-31621	5	33	is	be	AUX
fcis-31621	5	34	comparatively	comparatively	ADV
fcis-31621	5	35	analyzed	analyze	VERB
fcis-31621	5	36	.	.	PUNCT
fcis-31621	6	1	the	the	DET
fcis-31621	6	2	key	key	ADJ
fcis-31621	6	3	issues	issue	NOUN
fcis-31621	6	4	of	of	ADP
fcis-31621	6	5	the	the	DET
fcis-31621	6	6	study	study	NOUN
fcis-31621	6	7	include	include	VERB
fcis-31621	6	8	how	how	SCONJ
fcis-31621	6	9	to	to	PART
fcis-31621	6	10	effectively	effectively	ADV
fcis-31621	6	11	handle	handle	VERB
fcis-31621	6	12	non	non	ADJ
fcis-31621	6	13	-	-	ADJ
fcis-31621	6	14	stationary	stationary	ADJ
fcis-31621	6	15	data	datum	NOUN
fcis-31621	6	16	,	,	PUNCT
fcis-31621	6	17	capture	capture	VERB
fcis-31621	6	18	house	house	NOUN
fcis-31621	6	19	price	price	NOUN
fcis-31621	6	20	volatility	volatility	NOUN
fcis-31621	6	21	,	,	PUNCT
fcis-31621	6	22	assess	assess	VERB
fcis-31621	6	23	the	the	DET
fcis-31621	6	24	forecasting	forecasting	NOUN
fcis-31621	6	25	accuracy	accuracy	NOUN
fcis-31621	6	26	of	of	ADP
fcis-31621	6	27	the	the	DET
fcis-31621	6	28	model	model	NOUN
fcis-31621	6	29	,	,	PUNCT
fcis-31621	6	30	and	and	CCONJ
fcis-31621	6	31	the	the	DET
fcis-31621	6	32	feasibility	feasibility	NOUN
fcis-31621	6	33	of	of	ADP
fcis-31621	6	34	constructing	construct	VERB
fcis-31621	6	35	a	a	DET
fcis-31621	6	36	hybrid	hybrid	ADJ
fcis-31621	6	37	model	model	NOUN
fcis-31621	6	38	.	.	PUNCT
fcis-31621	7	1	through	through	ADP
fcis-31621	7	2	adf	adf	PROPN
fcis-31621	7	3	test	test	NOUN
fcis-31621	7	4	,	,	PUNCT
fcis-31621	7	5	acf	acf	PROPN
fcis-31621	7	6	and	and	CCONJ
fcis-31621	7	7	pacf	pacf	PROPN
fcis-31621	7	8	test	test	NOUN
fcis-31621	7	9	,	,	PUNCT
fcis-31621	7	10	arch	arch	ADJ
fcis-31621	7	11	test	test	NOUN
fcis-31621	7	12	and	and	CCONJ
fcis-31621	7	13	other	other	ADJ
fcis-31621	7	14	methods	method	NOUN
fcis-31621	7	15	,	,	PUNCT
fcis-31621	7	16	this	this	DET
fcis-31621	7	17	study	study	NOUN
fcis-31621	7	18	will	will	AUX
fcis-31621	7	19	gradually	gradually	ADV
fcis-31621	7	20	build	build	VERB
fcis-31621	7	21	and	and	CCONJ
fcis-31621	7	22	optimize	optimize	VERB
fcis-31621	7	23	the	the	DET
fcis-31621	7	24	arima	arima	NOUN
fcis-31621	7	25	,	,	PUNCT
fcis-31621	7	26	garch	garch	NOUN
fcis-31621	7	27	and	and	CCONJ
fcis-31621	7	28	hybrid	hybrid	NOUN
fcis-31621	7	29	models	model	NOUN
fcis-31621	7	30	,	,	PUNCT
fcis-31621	7	31	and	and	CCONJ
fcis-31621	7	32	finally	finally	ADV
fcis-31621	7	33	forecast	forecast	VERB
fcis-31621	7	34	the	the	DET
fcis-31621	7	35	house	house	NOUN
fcis-31621	7	36	price	price	NOUN
fcis-31621	7	37	trend	trend	NOUN
fcis-31621	7	38	in	in	ADP
fcis-31621	7	39	the	the	DET
fcis-31621	7	40	coming	come	VERB
fcis-31621	7	41	year	year	NOUN
fcis-31621	7	42	,	,	PUNCT
fcis-31621	7	43	and	and	CCONJ
fcis-31621	7	44	put	put	VERB
fcis-31621	7	45	forward	forward	ADV
fcis-31621	7	46	the	the	DET
fcis-31621	7	47	corresponding	correspond	VERB
fcis-31621	7	48	market	market	NOUN
fcis-31621	7	49	analyses	analysis	NOUN
fcis-31621	7	50	and	and	CCONJ
fcis-31621	7	51	policy	policy	NOUN
fcis-31621	7	52	recommendations	recommendation	NOUN
fcis-31621	7	53	.	.	PUNCT
fcis-31621	8	1	the	the	DET
fcis-31621	8	2	innovation	innovation	NOUN
fcis-31621	8	3	of	of	ADP
fcis-31621	8	4	this	this	DET
fcis-31621	8	5	study	study	NOUN
fcis-31621	8	6	lies	lie	VERB
fcis-31621	8	7	in	in	ADP
fcis-31621	8	8	the	the	DET
fcis-31621	8	9	application	application	NOUN
fcis-31621	8	10	of	of	ADP
fcis-31621	8	11	arima	arima	PROPN
fcis-31621	8	12	and	and	CCONJ
fcis-31621	8	13	garch	garch	NOUN
fcis-31621	8	14	models	model	NOUN
fcis-31621	8	15	to	to	ADP
fcis-31621	8	16	the	the	DET
fcis-31621	8	17	prediction	prediction	NOUN
fcis-31621	8	18	of	of	ADP
fcis-31621	8	19	house	house	NOUN
fcis-31621	8	20	prices	price	NOUN
fcis-31621	8	21	in	in	ADP
fcis-31621	8	22	guiyang	guiyang	PROPN
fcis-31621	8	23	city	city	PROPN
fcis-31621	8	24	,	,	PUNCT
fcis-31621	8	25	and	and	CCONJ
fcis-31621	8	26	the	the	DET
fcis-31621	8	27	enhancement	enhancement	NOUN
fcis-31621	8	28	of	of	ADP
fcis-31621	8	29	the	the	DET
fcis-31621	8	30	prediction	prediction	NOUN
fcis-31621	8	31	accuracy	accuracy	NOUN
fcis-31621	8	32	by	by	ADP
fcis-31621	8	33	the	the	DET
fcis-31621	8	34	hybrid	hybrid	NOUN
fcis-31621	8	35	model	model	NOUN
fcis-31621	8	36	,	,	PUNCT
fcis-31621	8	37	which	which	PRON
fcis-31621	8	38	provides	provide	VERB
fcis-31621	8	39	a	a	DET
fcis-31621	8	40	new	new	ADJ
fcis-31621	8	41	analysis	analysis	NOUN
fcis-31621	8	42	perspective	perspective	NOUN
fcis-31621	8	43	for	for	ADP
fcis-31621	8	44	the	the	DET
fcis-31621	8	45	real	real	ADJ
fcis-31621	8	46	estate	estate	NOUN
fcis-31621	8	47	market	market	NOUN
fcis-31621	8	48	.	.	PUNCT
fcis-31621	9	1	keywords	keyword	NOUN
fcis-31621	9	2	:	:	PUNCT
fcis-31621	9	3	arima	arima	PROPN
fcis-31621	9	4	model	model	NOUN
fcis-31621	9	5	;	;	PUNCT
fcis-31621	9	6	arch	arch	ADJ
fcis-31621	9	7	test	test	NOUN
fcis-31621	9	8	;	;	PUNCT
fcis-31621	9	9	garch	garch	NOUN
fcis-31621	9	10	model	model	NOUN
fcis-31621	9	11	;	;	PUNCT
fcis-31621	9	12	mixed	mixed	ADJ
fcis-31621	9	13	model	model	NOUN
fcis-31621	9	14	;	;	PUNCT
fcis-31621	9	15	residential	residential	ADJ
fcis-31621	9	16	transaction	transaction	NOUN
fcis-31621	9	17	average	average	ADJ
fcis-31621	9	18	price	price	NOUN
fcis-31621	9	19	.	.	PUNCT
fcis-31621	10	1	1	1	X
fcis-31621	10	2	.	.	X
fcis-31621	10	3	introduction	introduction	NOUN
fcis-31621	10	4	as	as	ADP
fcis-31621	10	5	an	an	DET
fcis-31621	10	6	important	important	ADJ
fcis-31621	10	7	part	part	NOUN
fcis-31621	10	8	of	of	ADP
fcis-31621	10	9	the	the	DET
fcis-31621	10	10	national	national	ADJ
fcis-31621	10	11	economy	economy	NOUN
fcis-31621	10	12	,	,	PUNCT
fcis-31621	10	13	price	price	NOUN
fcis-31621	10	14	fluctuations	fluctuation	NOUN
fcis-31621	10	15	in	in	ADP
fcis-31621	10	16	the	the	DET
fcis-31621	10	17	real	real	ADJ
fcis-31621	10	18	estate	estate	NOUN
fcis-31621	10	19	market	market	NOUN
fcis-31621	10	20	are	be	AUX
fcis-31621	10	21	not	not	PART
fcis-31621	10	22	only	only	ADV
fcis-31621	10	23	related	relate	VERB
fcis-31621	10	24	to	to	ADP
fcis-31621	10	25	the	the	DET
fcis-31621	10	26	quality	quality	NOUN
fcis-31621	10	27	of	of	ADP
fcis-31621	10	28	life	life	NOUN
fcis-31621	10	29	and	and	CCONJ
fcis-31621	10	30	wealth	wealth	NOUN
fcis-31621	10	31	allocation	allocation	NOUN
fcis-31621	10	32	of	of	ADP
fcis-31621	10	33	residents	resident	NOUN
fcis-31621	10	34	,	,	PUNCT
fcis-31621	10	35	but	but	CCONJ
fcis-31621	10	36	also	also	ADV
fcis-31621	10	37	have	have	VERB
fcis-31621	10	38	a	a	DET
fcis-31621	10	39	far	far	ADV
fcis-31621	10	40	-	-	PUNCT
fcis-31621	10	41	reaching	reach	VERB
fcis-31621	10	42	impact	impact	NOUN
fcis-31621	10	43	on	on	ADP
fcis-31621	10	44	the	the	DET
fcis-31621	10	45	stability	stability	NOUN
fcis-31621	10	46	and	and	CCONJ
fcis-31621	10	47	development	development	NOUN
fcis-31621	10	48	of	of	ADP
fcis-31621	10	49	the	the	DET
fcis-31621	10	50	macro	macro	NOUN
fcis-31621	10	51	-	-	NOUN
fcis-31621	10	52	economy	economy	NOUN
fcis-31621	10	53	.	.	PUNCT
fcis-31621	11	1	as	as	ADP
fcis-31621	11	2	the	the	DET
fcis-31621	11	3	capital	capital	NOUN
fcis-31621	11	4	city	city	NOUN
fcis-31621	11	5	of	of	ADP
fcis-31621	11	6	guizhou	guizhou	PROPN
fcis-31621	11	7	province	province	PROPN
fcis-31621	11	8	,	,	PUNCT
fcis-31621	11	9	guiyang	guiyang	PROPN
fcis-31621	11	10	city	city	PROPN
fcis-31621	11	11	occupies	occupy	VERB
fcis-31621	11	12	an	an	DET
fcis-31621	11	13	important	important	ADJ
fcis-31621	11	14	position	position	NOUN
fcis-31621	11	15	in	in	ADP
fcis-31621	11	16	regional	regional	ADJ
fcis-31621	11	17	economic	economic	ADJ
fcis-31621	11	18	development	development	NOUN
fcis-31621	11	19	.	.	PUNCT
fcis-31621	12	1	against	against	ADP
fcis-31621	12	2	the	the	DET
fcis-31621	12	3	backdrop	backdrop	NOUN
fcis-31621	12	4	of	of	ADP
fcis-31621	12	5	economic	economic	ADJ
fcis-31621	12	6	recovery	recovery	NOUN
fcis-31621	12	7	after	after	ADP
fcis-31621	12	8	the	the	DET
fcis-31621	12	9	epidemic	epidemic	NOUN
fcis-31621	12	10	,	,	PUNCT
fcis-31621	12	11	the	the	DET
fcis-31621	12	12	real	real	ADJ
fcis-31621	12	13	estate	estate	NOUN
fcis-31621	12	14	market	market	NOUN
fcis-31621	12	15	still	still	ADV
fcis-31621	12	16	faces	face	VERB
fcis-31621	12	17	challenges	challenge	NOUN
fcis-31621	12	18	.	.	PUNCT
fcis-31621	13	1	especially	especially	ADV
fcis-31621	13	2	after	after	ADP
fcis-31621	13	3	the	the	DET
fcis-31621	13	4	epidemic	epidemic	NOUN
fcis-31621	13	5	,	,	PUNCT
fcis-31621	13	6	housing	housing	NOUN
fcis-31621	13	7	prices	price	NOUN
fcis-31621	13	8	everywhere	everywhere	ADV
fcis-31621	13	9	have	have	AUX
fcis-31621	13	10	been	be	AUX
fcis-31621	13	11	on	on	ADP
fcis-31621	13	12	a	a	DET
fcis-31621	13	13	downward	downward	ADJ
fcis-31621	13	14	trend	trend	NOUN
fcis-31621	13	15	.	.	PUNCT
fcis-31621	14	1	with	with	ADP
fcis-31621	14	2	the	the	DET
fcis-31621	14	3	recovery	recovery	NOUN
fcis-31621	14	4	of	of	ADP
fcis-31621	14	5	the	the	DET
fcis-31621	14	6	tourism	tourism	NOUN
fcis-31621	14	7	industry	industry	NOUN
fcis-31621	14	8	,	,	PUNCT
fcis-31621	14	9	guiyang	guiyang	PROPN
fcis-31621	14	10	's	's	PART
fcis-31621	14	11	real	real	ADJ
fcis-31621	14	12	estate	estate	NOUN
fcis-31621	14	13	has	have	AUX
fcis-31621	14	14	had	have	VERB
fcis-31621	14	15	a	a	DET
fcis-31621	14	16	favorable	favorable	ADJ
fcis-31621	14	17	tendency	tendency	NOUN
fcis-31621	14	18	in	in	ADP
fcis-31621	14	19	the	the	DET
fcis-31621	14	20	past	past	ADJ
fcis-31621	14	21	year	year	NOUN
fcis-31621	14	22	.	.	PUNCT
fcis-31621	15	1	however	however	ADV
fcis-31621	15	2	,	,	PUNCT
fcis-31621	15	3	guiyang	guiyang	PROPN
fcis-31621	15	4	's	's	PART
fcis-31621	15	5	housing	housing	NOUN
fcis-31621	15	6	prices	price	NOUN
fcis-31621	15	7	in	in	ADP
fcis-31621	15	8	the	the	DET
fcis-31621	15	9	past	past	ADJ
fcis-31621	15	10	five	five	NUM
fcis-31621	15	11	years	year	NOUN
fcis-31621	15	12	have	have	AUX
fcis-31621	15	13	been	be	AUX
fcis-31621	15	14	somewhat	somewhat	ADV
fcis-31621	15	15	volatile	volatile	ADJ
fcis-31621	15	16	with	with	ADP
fcis-31621	15	17	the	the	DET
fcis-31621	15	18	impact	impact	NOUN
fcis-31621	15	19	of	of	ADP
fcis-31621	15	20	the	the	DET
fcis-31621	15	21	epidemic	epidemic	NOUN
fcis-31621	15	22	,	,	PUNCT
fcis-31621	15	23	which	which	PRON
fcis-31621	15	24	makes	make	VERB
fcis-31621	15	25	an	an	DET
fcis-31621	15	26	indepth	indepth	ADJ
fcis-31621	15	27	study	study	NOUN
fcis-31621	15	28	of	of	ADP
fcis-31621	15	29	guiyang	guiyang	PROPN
fcis-31621	15	30	's	's	PART
fcis-31621	15	31	housing	housing	NOUN
fcis-31621	15	32	price	price	NOUN
fcis-31621	15	33	trends	trend	NOUN
fcis-31621	15	34	of	of	ADP
fcis-31621	15	35	great	great	ADJ
fcis-31621	15	36	practical	practical	ADJ
fcis-31621	15	37	significance	significance	NOUN
fcis-31621	15	38	.	.	PUNCT
fcis-31621	16	1	1.1	1.1	NUM
fcis-31621	16	2	.	.	PUNCT
fcis-31621	16	3	introduction	introduction	NOUN
fcis-31621	16	4	to	to	ADP
fcis-31621	16	5	the	the	DET
fcis-31621	16	6	arima	arima	PROPN
fcis-31621	16	7	model	model	NOUN
fcis-31621	16	8	the	the	DET
fcis-31621	16	9	arima	arima	PROPN
fcis-31621	16	10	model	model	NOUN
fcis-31621	16	11	captures	capture	VERB
fcis-31621	16	12	the	the	DET
fcis-31621	16	13	trend	trend	NOUN
fcis-31621	16	14	and	and	CCONJ
fcis-31621	16	15	seasonal	seasonal	ADJ
fcis-31621	16	16	changes	change	NOUN
fcis-31621	16	17	in	in	ADP
fcis-31621	16	18	the	the	DET
fcis-31621	16	19	time	time	NOUN
fcis-31621	16	20	series	series	NOUN
fcis-31621	16	21	through	through	ADP
fcis-31621	16	22	autoregressive	autoregressive	ADJ
fcis-31621	16	23	,	,	PUNCT
fcis-31621	16	24	differential	differential	ADJ
fcis-31621	16	25	and	and	CCONJ
fcis-31621	16	26	moving	move	VERB
fcis-31621	16	27	average	average	ADJ
fcis-31621	16	28	components	component	NOUN
fcis-31621	16	29	,	,	PUNCT
fcis-31621	16	30	with	with	ADP
fcis-31621	16	31	smoothness	smoothness	NOUN
fcis-31621	16	32	and	and	CCONJ
fcis-31621	16	33	flexibility	flexibility	NOUN
fcis-31621	16	34	,	,	PUNCT
fcis-31621	16	35	and	and	CCONJ
fcis-31621	16	36	is	be	AUX
fcis-31621	16	37	widely	widely	ADV
fcis-31621	16	38	used	use	VERB
fcis-31621	16	39	in	in	ADP
fcis-31621	16	40	forecasting	forecasting	NOUN
fcis-31621	16	41	and	and	CCONJ
fcis-31621	16	42	analyzing	analyze	VERB
fcis-31621	16	43	in	in	ADP
fcis-31621	16	44	the	the	DET
fcis-31621	16	45	fields	field	NOUN
fcis-31621	16	46	of	of	ADP
fcis-31621	16	47	economy	economy	NOUN
fcis-31621	16	48	,	,	PUNCT
fcis-31621	16	49	finance	finance	NOUN
fcis-31621	16	50	,	,	PUNCT
fcis-31621	16	51	marketing	marketing	NOUN
fcis-31621	16	52	,	,	PUNCT
fcis-31621	16	53	meteorology	meteorology	NOUN
fcis-31621	16	54	,	,	PUNCT
fcis-31621	16	55	manufacturing	manufacturing	NOUN
fcis-31621	16	56	,	,	PUNCT
fcis-31621	16	57	healthcare	healthcare	NOUN
fcis-31621	16	58	and	and	CCONJ
fcis-31621	16	59	energy	energy	NOUN
fcis-31621	16	60	,	,	PUNCT
fcis-31621	16	61	etc	etc	X
fcis-31621	16	62	.	.	X
fcis-31621	17	1	it	it	PRON
fcis-31621	17	2	can	can	AUX
fcis-31621	17	3	also	also	ADV
fcis-31621	17	4	be	be	AUX
fcis-31621	17	5	based	base	VERB
fcis-31621	17	6	on	on	ADP
fcis-31621	17	7	arima	arima	PROPN
fcis-31621	17	8	to	to	PART
fcis-31621	17	9	integrate	integrate	VERB
fcis-31621	17	10	other	other	ADJ
fcis-31621	17	11	models	model	NOUN
fcis-31621	17	12	or	or	CCONJ
fcis-31621	17	13	add	add	VERB
fcis-31621	17	14	exogenous	exogenous	ADJ
fcis-31621	17	15	variables	variable	NOUN
fcis-31621	17	16	(	(	PUNCT
fcis-31621	17	17	exogenous	exogenous	ADJ
fcis-31621	17	18	variables	variable	NOUN
fcis-31621	17	19	)	)	PUNCT
fcis-31621	17	20	.	.	PUNCT
fcis-31621	18	1	for	for	ADP
fcis-31621	18	2	example	example	NOUN
fcis-31621	18	3	,	,	PUNCT
fcis-31621	18	4	the	the	DET
fcis-31621	18	5	arimax	arimax	PROPN
fcis-31621	18	6	model	model	NOUN
fcis-31621	18	7	makes	make	VERB
fcis-31621	18	8	it	it	PRON
fcis-31621	18	9	possible	possible	ADJ
fcis-31621	18	10	to	to	PART
fcis-31621	18	11	take	take	VERB
fcis-31621	18	12	into	into	ADP
fcis-31621	18	13	account	account	NOUN
fcis-31621	18	14	the	the	DET
fcis-31621	18	15	effects	effect	NOUN
fcis-31621	18	16	of	of	ADP
fcis-31621	18	17	external	external	ADJ
fcis-31621	18	18	factors	factor	NOUN
fcis-31621	18	19	on	on	ADP
fcis-31621	18	20	the	the	DET
fcis-31621	18	21	time	time	NOUN
fcis-31621	18	22	series	series	NOUN
fcis-31621	18	23	,	,	PUNCT
fcis-31621	18	24	thus	thus	ADV
fcis-31621	18	25	improving	improve	VERB
fcis-31621	18	26	the	the	DET
fcis-31621	18	27	accuracy	accuracy	NOUN
fcis-31621	18	28	and	and	CCONJ
fcis-31621	18	29	reliability	reliability	NOUN
fcis-31621	18	30	of	of	ADP
fcis-31621	18	31	forecasts	forecast	NOUN
fcis-31621	18	32	.	.	PUNCT
fcis-31621	19	1	shuxian	shuxian	PROPN
fcis-31621	19	2	zhang	zhang	PROPN
fcis-31621	19	3	analyzed	analyze	VERB
fcis-31621	19	4	the	the	DET
fcis-31621	19	5	private	private	ADJ
fcis-31621	19	6	car	car	NOUN
fcis-31621	19	7	ownership	ownership	NOUN
fcis-31621	19	8	by	by	ADP
fcis-31621	19	9	using	use	VERB
fcis-31621	19	10	lasso	lasso	NOUN
fcis-31621	19	11	software	software	NOUN
fcis-31621	19	12	and	and	CCONJ
fcis-31621	19	13	grey	grey	ADJ
fcis-31621	19	14	correlation	correlation	NOUN
fcis-31621	19	15	and	and	CCONJ
fcis-31621	19	16	established	establish	VERB
fcis-31621	19	17	arimax	arimax	PROPN
fcis-31621	19	18	comparison	comparison	NOUN
fcis-31621	19	19	analysis	analysis	NOUN
fcis-31621	19	20	based	base	VERB
fcis-31621	19	21	on	on	ADP
fcis-31621	19	22	arima	arima	PROPN
fcis-31621	19	23	(	(	PUNCT
fcis-31621	19	24	1,0,2	1,0,2	NUM
fcis-31621	19	25	)	)	PUNCT
fcis-31621	19	26	model	model	NOUN
fcis-31621	19	27	,	,	PUNCT
fcis-31621	19	28	which	which	PRON
fcis-31621	19	29	is	be	AUX
fcis-31621	19	30	more	more	ADV
fcis-31621	19	31	suitable	suitable	ADJ
fcis-31621	19	32	for	for	ADP
fcis-31621	19	33	predicting	predict	VERB
fcis-31621	19	34	the	the	DET
fcis-31621	19	35	national	national	ADJ
fcis-31621	19	36	private	private	ADJ
fcis-31621	19	37	car	car	NOUN
fcis-31621	19	38	ownership	ownership	NOUN
fcis-31621	19	39	than	than	ADP
fcis-31621	19	40	arima	arima	PROPN
fcis-31621	19	41	model	model	NOUN
fcis-31621	19	42	.	.	PUNCT
fcis-31621	20	1	sarima	sarima	NOUN
fcis-31621	20	2	(	(	PUNCT
fcis-31621	20	3	seasonal	seasonal	ADJ
fcis-31621	20	4	autoregressive	autoregressive	ADJ
fcis-31621	20	5	integral	integral	ADJ
fcis-31621	20	6	sliding	slide	VERB
fcis-31621	20	7	average	average	ADJ
fcis-31621	20	8	)	)	PUNCT
fcis-31621	20	9	model	model	NOUN
fcis-31621	20	10	is	be	AUX
fcis-31621	20	11	a	a	DET
fcis-31621	20	12	kind	kind	NOUN
fcis-31621	20	13	of	of	ADP
fcis-31621	20	14	model	model	NOUN
fcis-31621	20	15	used	use	VERB
fcis-31621	20	16	for	for	ADP
fcis-31621	20	17	processing	processing	NOUN
fcis-31621	20	18	and	and	CCONJ
fcis-31621	20	19	forecasting	forecasting	NOUN
fcis-31621	20	20	time	time	NOUN
fcis-31621	20	21	series	series	PROPN
fcis-31621	20	22	data	datum	NOUN
fcis-31621	20	23	with	with	ADP
fcis-31621	20	24	seasonal	seasonal	ADJ
fcis-31621	20	25	characteristics	characteristic	NOUN
fcis-31621	20	26	[	[	X
fcis-31621	20	27	1	1	NUM
fcis-31621	20	28	]	]	PUNCT
fcis-31621	20	29	.	.	PUNCT
fcis-31621	21	1	powerful	powerful	ADJ
fcis-31621	21	2	tool	tool	NOUN
fcis-31621	21	3	for	for	ADP
fcis-31621	21	4	processing	processing	NOUN
fcis-31621	21	5	and	and	CCONJ
fcis-31621	21	6	forecasting	forecasting	NOUN
fcis-31621	21	7	time	time	NOUN
fcis-31621	21	8	series	series	PROPN
fcis-31621	21	9	data	datum	NOUN
fcis-31621	21	10	with	with	ADP
fcis-31621	21	11	seasonal	seasonal	ADJ
fcis-31621	21	12	characteristics	characteristic	NOUN
fcis-31621	21	13	.	.	PUNCT
fcis-31621	22	1	it	it	PRON
fcis-31621	22	2	adds	add	VERB
fcis-31621	22	3	seasonal	seasonal	ADJ
fcis-31621	22	4	parameters	parameter	NOUN
fcis-31621	22	5	to	to	ADP
fcis-31621	22	6	the	the	DET
fcis-31621	22	7	arima	arima	PROPN
fcis-31621	22	8	model	model	NOUN
fcis-31621	22	9	to	to	PART
fcis-31621	22	10	better	well	ADV
fcis-31621	22	11	capture	capture	VERB
fcis-31621	22	12	cyclical	cyclical	ADJ
fcis-31621	22	13	variations	variation	NOUN
fcis-31621	22	14	in	in	ADP
fcis-31621	22	15	the	the	DET
fcis-31621	22	16	data	datum	NOUN
fcis-31621	22	17	.	.	PUNCT
fcis-31621	23	1	divisekara	divisekara	NOUN
fcis-31621	23	2	et	et	PROPN
fcis-31621	24	1	al	al	PROPN
fcis-31621	24	2	.	.	PROPN
fcis-31621	24	3	chose	choose	VERB
fcis-31621	24	4	to	to	PART
fcis-31621	24	5	use	use	VERB
fcis-31621	24	6	the	the	DET
fcis-31621	24	7	seasonal	seasonal	ADJ
fcis-31621	24	8	autoregressive	autoregressive	ADJ
fcis-31621	24	9	integral	integral	ADJ
fcis-31621	24	10	sliding	slide	VERB
fcis-31621	24	11	average	average	ADJ
fcis-31621	24	12	(	(	PUNCT
fcis-31621	24	13	sarima	sarima	NOUN
fcis-31621	24	14	)	)	PUNCT
fcis-31621	24	15	model	model	NOUN
fcis-31621	24	16	to	to	PART
fcis-31621	24	17	predict	predict	VERB
fcis-31621	24	18	the	the	DET
fcis-31621	24	19	market	market	NOUN
fcis-31621	24	20	price	price	NOUN
fcis-31621	24	21	of	of	ADP
fcis-31621	24	22	red	red	ADJ
fcis-31621	24	23	lentils	lentil	NOUN
fcis-31621	24	24	in	in	ADP
fcis-31621	24	25	saskatchewan	saskatchewan	PROPN
fcis-31621	24	26	,	,	PUNCT
fcis-31621	24	27	canada	canada	PROPN
fcis-31621	24	28	.	.	PUNCT
fcis-31621	25	1	because	because	SCONJ
fcis-31621	25	2	the	the	DET
fcis-31621	25	3	market	market	NOUN
fcis-31621	25	4	price	price	NOUN
fcis-31621	25	5	of	of	ADP
fcis-31621	25	6	red	red	ADJ
fcis-31621	25	7	lentils	lentil	NOUN
fcis-31621	25	8	is	be	AUX
fcis-31621	25	9	characterized	characterize	VERB
fcis-31621	25	10	by	by	ADP
fcis-31621	25	11	significant	significant	ADJ
fcis-31621	25	12	seasonal	seasonal	ADJ
fcis-31621	25	13	fluctuations	fluctuation	NOUN
fcis-31621	25	14	,	,	PUNCT
fcis-31621	25	15	the	the	DET
fcis-31621	25	16	sarima	sarima	NOUN
fcis-31621	25	17	(	(	PUNCT
fcis-31621	25	18	2,1,2)(0,1,1	2,1,2)(0,1,1	NOUN
fcis-31621	25	19	)	)	PUNCT
fcis-31621	25	20	model	model	NOUN
fcis-31621	25	21	performs	perform	VERB
fcis-31621	25	22	best	good	ADJ
fcis-31621	25	23	in	in	ADP
fcis-31621	25	24	predicting	predict	VERB
fcis-31621	25	25	red	red	ADJ
fcis-31621	25	26	lentil	lentil	NOUN
fcis-31621	25	27	prices	price	NOUN
fcis-31621	25	28	[	[	X
fcis-31621	25	29	2	2	NUM
fcis-31621	25	30	]	]	PUNCT
fcis-31621	25	31	.	.	PUNCT
fcis-31621	26	1	1.2	1.2	NUM
fcis-31621	26	2	.	.	PUNCT
fcis-31621	26	3	introduction	introduction	NOUN
fcis-31621	26	4	to	to	ADP
fcis-31621	26	5	the	the	DET
fcis-31621	26	6	garch	garch	NOUN
fcis-31621	26	7	model	model	NOUN
fcis-31621	26	8	in	in	ADP
fcis-31621	26	9	the	the	DET
fcis-31621	26	10	financial	financial	ADJ
fcis-31621	26	11	world	world	NOUN
fcis-31621	26	12	,	,	PUNCT
fcis-31621	26	13	volatility	volatility	NOUN
fcis-31621	26	14	and	and	CCONJ
fcis-31621	26	15	volatility	volatility	NOUN
fcis-31621	26	16	reflect	reflect	VERB
fcis-31621	26	17	a	a	DET
fcis-31621	26	18	risk	risk	NOUN
fcis-31621	26	19	indicator	indicator	NOUN
fcis-31621	26	20	often	often	ADV
fcis-31621	26	21	used	use	VERB
fcis-31621	26	22	in	in	ADP
fcis-31621	26	23	the	the	DET
fcis-31621	26	24	study	study	NOUN
fcis-31621	26	25	of	of	ADP
fcis-31621	26	26	financial	financial	ADJ
fcis-31621	26	27	market	market	NOUN
fcis-31621	26	28	uncertainty	uncertainty	NOUN
fcis-31621	26	29	.	.	PUNCT
fcis-31621	27	1	garch	garch	NOUN
fcis-31621	27	2	model	model	NOUN
fcis-31621	27	3	focuses	focus	VERB
fcis-31621	27	4	on	on	ADP
fcis-31621	27	5	the	the	DET
fcis-31621	27	6	conditional	conditional	ADJ
fcis-31621	27	7	heteroskedasticity	heteroskedasticity	NOUN
fcis-31621	27	8	and	and	CCONJ
fcis-31621	27	9	volatility	volatility	NOUN
fcis-31621	27	10	of	of	ADP
fcis-31621	27	11	the	the	DET
fcis-31621	27	12	time	time	NOUN
fcis-31621	27	13	series	series	NOUN
fcis-31621	27	14	,	,	PUNCT
fcis-31621	27	15	so	so	CCONJ
fcis-31621	27	16	the	the	DET
fcis-31621	27	17	garch	garch	NOUN
fcis-31621	27	18	model	model	NOUN
fcis-31621	27	19	has	have	AUX
fcis-31621	27	20	been	be	AUX
fcis-31621	27	21	used	use	VERB
fcis-31621	27	22	many	many	ADJ
fcis-31621	27	23	times	time	NOUN
fcis-31621	27	24	in	in	ADP
fcis-31621	27	25	the	the	DET
fcis-31621	27	26	study	study	NOUN
fcis-31621	27	27	of	of	ADP
fcis-31621	27	28	financial	financial	ADJ
fcis-31621	27	29	risk	risk	NOUN
fcis-31621	27	30	research	research	NOUN
fcis-31621	27	31	.	.	PUNCT
fcis-31621	28	1	especially	especially	ADV
fcis-31621	28	2	in	in	ADP
fcis-31621	28	3	the	the	DET
fcis-31621	28	4	stock	stock	NOUN
fcis-31621	28	5	market	market	NOUN
fcis-31621	28	6	,	,	PUNCT
fcis-31621	28	7	sun	sun	NOUN
fcis-31621	28	8	lijun	lijun	PROPN
fcis-31621	28	9	and	and	CCONJ
fcis-31621	28	10	wang	wang	PROPN
fcis-31621	28	11	jing	jing	PROPN
fcis-31621	28	12	have	have	AUX
fcis-31621	28	13	analyzed	analyze	VERB
fcis-31621	28	14	the	the	DET
fcis-31621	28	15	volatility	volatility	NOUN
fcis-31621	28	16	returns	return	NOUN
fcis-31621	28	17	of	of	ADP
fcis-31621	28	18	the	the	DET
fcis-31621	28	19	stock	stock	NOUN
fcis-31621	28	20	price	price	NOUN
fcis-31621	28	21	returns	return	NOUN
fcis-31621	28	22	of	of	ADP
fcis-31621	28	23	poly	poly	ADJ
fcis-31621	28	24	real	real	ADJ
fcis-31621	28	25	estate	estate	NOUN
fcis-31621	28	26	and	and	CCONJ
fcis-31621	28	27	greenland	greenland	PROPN
fcis-31621	28	28	holdings	holding	NOUN
fcis-31621	28	29	by	by	ADP
fcis-31621	28	30	building	build	VERB
fcis-31621	28	31	a	a	DET
fcis-31621	28	32	garch	garch	NOUN
fcis-31621	28	33	model	model	NOUN
fcis-31621	28	34	and	and	CCONJ
fcis-31621	28	35	its	its	PRON
fcis-31621	28	36	variants	variant	NOUN
fcis-31621	28	37	,	,	PUNCT
fcis-31621	28	38	tgarch	tgarch	NOUN
fcis-31621	28	39	and	and	CCONJ
fcis-31621	28	40	egarch	egarch	NOUN
fcis-31621	28	41	,	,	PUNCT
fcis-31621	28	42	and	and	CCONJ
fcis-31621	28	43	found	find	VERB
fcis-31621	28	44	that	that	SCONJ
fcis-31621	28	45	the	the	DET
fcis-31621	28	46	two	two	NUM
fcis-31621	28	47	stocks	stock	NOUN
fcis-31621	28	48	have	have	VERB
fcis-31621	28	49	financial	financial	ADJ
fcis-31621	28	50	characteristics	characteristic	NOUN
fcis-31621	28	51	and	and	CCONJ
fcis-31621	28	52	corrected	correct	VERB
fcis-31621	28	53	volatility	volatility	NOUN
fcis-31621	28	54	returns	return	NOUN
fcis-31621	28	55	can	can	AUX
fcis-31621	28	56	be	be	AUX
fcis-31621	28	57	used	use	VERB
fcis-31621	28	58	to	to	PART
fcis-31621	28	59	capture	capture	VERB
fcis-31621	28	60	the	the	DET
fcis-31621	28	61	market	market	NOUN
fcis-31621	28	62	information	information	NOUN
fcis-31621	29	1	[	[	X
fcis-31621	29	2	3	3	NUM
fcis-31621	29	3	]	]	PUNCT
fcis-31621	29	4	.	.	PUNCT
fcis-31621	29	5	aras	aras	PROPN
fcis-31621	29	6	,	,	PUNCT
fcis-31621	29	7	by	by	ADP
fcis-31621	29	8	building	build	VERB
fcis-31621	29	9	a	a	DET
fcis-31621	29	10	garch	garch	NOUN
fcis-31621	29	11	model	model	NOUN
fcis-31621	29	12	for	for	ADP
fcis-31621	29	13	bitcoin	bitcoin	ADJ
fcis-31621	29	14	volatility	volatility	NOUN
fcis-31621	29	15	test	test	NOUN
fcis-31621	29	16	and	and	CCONJ
fcis-31621	29	17	found	find	VERB
fcis-31621	29	18	that	that	SCONJ
fcis-31621	29	19	the	the	DET
fcis-31621	29	20	use	use	NOUN
fcis-31621	29	21	of	of	ADP
fcis-31621	29	22	higher	high	ADJ
fcis-31621	29	23	order	order	NOUN
fcis-31621	29	24	garch	garch	NOUN
fcis-31621	29	25	models	model	NOUN
fcis-31621	29	26	can	can	AUX
fcis-31621	29	27	effectively	effectively	ADV
fcis-31621	29	28	improve	improve	VERB
fcis-31621	29	29	48	48	NUM
fcis-31621	29	30	the	the	DET
fcis-31621	29	31	accuracy	accuracy	NOUN
fcis-31621	29	32	of	of	ADP
fcis-31621	29	33	volatility	volatility	NOUN
fcis-31621	29	34	prediction	prediction	NOUN
fcis-31621	29	35	for	for	ADP
fcis-31621	29	36	bitcoin	bitcoin	NOUN
fcis-31621	30	1	[	[	X
fcis-31621	30	2	4	4	NUM
fcis-31621	30	3	]	]	PUNCT
fcis-31621	30	4	.	.	PUNCT
fcis-31621	31	1	in	in	ADP
fcis-31621	31	2	the	the	DET
fcis-31621	31	3	financial	financial	ADJ
fcis-31621	31	4	world	world	NOUN
fcis-31621	31	5	,	,	PUNCT
fcis-31621	31	6	the	the	DET
fcis-31621	31	7	volatility	volatility	NOUN
fcis-31621	31	8	of	of	ADP
fcis-31621	31	9	financial	financial	ADJ
fcis-31621	31	10	time	time	NOUN
fcis-31621	31	11	series	series	NOUN
fcis-31621	31	12	,	,	PUNCT
fcis-31621	31	13	also	also	ADV
fcis-31621	31	14	known	know	VERB
fcis-31621	31	15	as	as	ADP
fcis-31621	31	16	volatility	volatility	NOUN
fcis-31621	31	17	aggregation	aggregation	NOUN
fcis-31621	31	18	,	,	PUNCT
fcis-31621	31	19	not	not	PART
fcis-31621	31	20	only	only	ADV
fcis-31621	31	21	affects	affect	VERB
fcis-31621	31	22	the	the	DET
fcis-31621	31	23	variance	variance	NOUN
fcis-31621	31	24	but	but	CCONJ
fcis-31621	31	25	also	also	ADV
fcis-31621	31	26	affects	affect	VERB
fcis-31621	31	27	higher	high	ADJ
fcis-31621	31	28	-	-	PUNCT
fcis-31621	31	29	order	order	NOUN
fcis-31621	31	30	moments	moment	NOUN
fcis-31621	31	31	such	such	ADJ
fcis-31621	31	32	as	as	ADP
fcis-31621	31	33	skewness	skewness	NOUN
fcis-31621	31	34	and	and	CCONJ
fcis-31621	31	35	sharpness	sharpness	NOUN
fcis-31621	31	36	.	.	PUNCT
fcis-31621	32	1	based	base	VERB
fcis-31621	32	2	on	on	ADP
fcis-31621	32	3	the	the	DET
fcis-31621	32	4	garch	garch	NOUN
fcis-31621	32	5	(	(	PUNCT
fcis-31621	32	6	1	1	NUM
fcis-31621	32	7	,	,	PUNCT
fcis-31621	32	8	1	1	X
fcis-31621	32	9	)	)	PUNCT
fcis-31621	32	10	model	model	NOUN
fcis-31621	32	11	,	,	PUNCT
fcis-31621	32	12	li	li	PROPN
fcis-31621	32	13	wanjie	wanjie	PROPN
fcis-31621	32	14	has	have	AUX
fcis-31621	32	15	investigated	investigate	VERB
fcis-31621	32	16	that	that	SCONJ
fcis-31621	32	17	the	the	DET
fcis-31621	32	18	higher	high	ADJ
fcis-31621	32	19	-	-	PUNCT
fcis-31621	32	20	order	order	NOUN
fcis-31621	32	21	moments	moment	NOUN
fcis-31621	32	22	outperform	outperform	VERB
fcis-31621	32	23	the	the	DET
fcis-31621	32	24	traditional	traditional	ADJ
fcis-31621	32	25	model	model	NOUN
fcis-31621	32	26	in	in	ADP
fcis-31621	32	27	terms	term	NOUN
fcis-31621	32	28	of	of	ADP
fcis-31621	32	29	risk	risk	NOUN
fcis-31621	32	30	management	management	NOUN
fcis-31621	32	31	and	and	CCONJ
fcis-31621	32	32	return	return	VERB
fcis-31621	32	33	enhancement	enhancement	NOUN
fcis-31621	32	34	[	[	X
fcis-31621	32	35	5	5	NUM
fcis-31621	32	36	]	]	PUNCT
fcis-31621	32	37	.	.	PUNCT
fcis-31621	33	1	1.3	1.3	NUM
fcis-31621	33	2	.	.	PUNCT
fcis-31621	33	3	introduction	introduction	NOUN
fcis-31621	33	4	to	to	ADP
fcis-31621	33	5	hybrid	hybrid	NOUN
fcis-31621	33	6	models	model	NOUN
fcis-31621	33	7	compared	compare	VERB
fcis-31621	33	8	with	with	ADP
fcis-31621	33	9	a	a	DET
fcis-31621	33	10	single	single	ADJ
fcis-31621	33	11	model	model	NOUN
fcis-31621	33	12	,	,	PUNCT
fcis-31621	33	13	hybrid	hybrid	ADJ
fcis-31621	33	14	models	model	NOUN
fcis-31621	33	15	can	can	AUX
fcis-31621	33	16	better	well	ADV
fcis-31621	33	17	combine	combine	VERB
fcis-31621	33	18	the	the	DET
fcis-31621	33	19	advantages	advantage	NOUN
fcis-31621	33	20	of	of	ADP
fcis-31621	33	21	different	different	ADJ
fcis-31621	33	22	models	model	NOUN
fcis-31621	33	23	to	to	PART
fcis-31621	33	24	cope	cope	VERB
fcis-31621	33	25	with	with	ADP
fcis-31621	33	26	the	the	DET
fcis-31621	33	27	nonlinear	nonlinear	ADJ
fcis-31621	33	28	characteristics	characteristic	NOUN
fcis-31621	33	29	in	in	ADP
fcis-31621	33	30	financial	financial	ADJ
fcis-31621	33	31	markets	market	NOUN
fcis-31621	33	32	.	.	PUNCT
fcis-31621	34	1	for	for	ADP
fcis-31621	34	2	example	example	NOUN
fcis-31621	34	3	,	,	PUNCT
fcis-31621	34	4	the	the	DET
fcis-31621	34	5	mixture	mixture	NOUN
fcis-31621	34	6	of	of	ADP
fcis-31621	34	7	arima	arima	PROPN
fcis-31621	34	8	model	model	NOUN
fcis-31621	34	9	and	and	CCONJ
fcis-31621	34	10	garch	garch	NOUN
fcis-31621	34	11	model	model	NOUN
fcis-31621	34	12	,	,	PUNCT
fcis-31621	34	13	which	which	PRON
fcis-31621	34	14	can	can	AUX
fcis-31621	34	15	reflect	reflect	VERB
fcis-31621	34	16	both	both	CCONJ
fcis-31621	34	17	the	the	DET
fcis-31621	34	18	arima	arima	PROPN
fcis-31621	34	19	model	model	NOUN
fcis-31621	34	20	is	be	AUX
fcis-31621	34	21	good	good	ADJ
fcis-31621	34	22	at	at	ADP
fcis-31621	34	23	capturing	capture	VERB
fcis-31621	34	24	the	the	DET
fcis-31621	34	25	seasonality	seasonality	NOUN
fcis-31621	34	26	and	and	CCONJ
fcis-31621	34	27	trend	trend	NOUN
fcis-31621	34	28	in	in	ADP
fcis-31621	34	29	the	the	DET
fcis-31621	34	30	data	datum	NOUN
fcis-31621	34	31	as	as	ADV
fcis-31621	34	32	well	well	ADV
fcis-31621	34	33	as	as	ADP
fcis-31621	34	34	the	the	DET
fcis-31621	34	35	study	study	NOUN
fcis-31621	34	36	of	of	ADP
fcis-31621	34	37	volatility	volatility	NOUN
fcis-31621	34	38	aggregation	aggregation	NOUN
fcis-31621	34	39	phenomenon	phenomenon	NOUN
fcis-31621	34	40	by	by	ADP
fcis-31621	34	41	garch	garch	NOUN
fcis-31621	34	42	model	model	NOUN
fcis-31621	34	43	.	.	PUNCT
fcis-31621	35	1	wang	wang	PROPN
fcis-31621	35	2	yiliu	yiliu	PROPN
fcis-31621	35	3	improves	improve	VERB
fcis-31621	35	4	the	the	DET
fcis-31621	35	5	accuracy	accuracy	NOUN
fcis-31621	35	6	of	of	ADP
fcis-31621	35	7	the	the	DET
fcis-31621	35	8	arima	arima	PROPN
fcis-31621	35	9	model	model	NOUN
fcis-31621	35	10	in	in	ADP
fcis-31621	35	11	forecasting	forecast	VERB
fcis-31621	35	12	the	the	DET
fcis-31621	35	13	short	short	ADJ
fcis-31621	35	14	-	-	PUNCT
fcis-31621	35	15	term	term	NOUN
fcis-31621	35	16	rmb	rmb	NOUN
fcis-31621	35	17	exchange	exchange	NOUN
fcis-31621	35	18	rate	rate	NOUN
fcis-31621	35	19	by	by	ADP
fcis-31621	35	20	mixing	mix	VERB
fcis-31621	35	21	the	the	DET
fcis-31621	35	22	arima	arima	NOUN
fcis-31621	35	23	and	and	CCONJ
fcis-31621	35	24	garch	garch	NOUN
fcis-31621	35	25	models	model	NOUN
fcis-31621	35	26	and	and	CCONJ
fcis-31621	35	27	also	also	ADV
fcis-31621	35	28	summarizes	summarize	VERB
fcis-31621	35	29	the	the	DET
fcis-31621	35	30	volatility	volatility	NOUN
fcis-31621	35	31	pattern	pattern	NOUN
fcis-31621	35	32	of	of	ADP
fcis-31621	35	33	the	the	DET
fcis-31621	35	34	rmb	rmb	NOUN
fcis-31621	35	35	since	since	SCONJ
fcis-31621	35	36	its	its	PRON
fcis-31621	35	37	accession	accession	NOUN
fcis-31621	35	38	to	to	ADP
fcis-31621	35	39	the	the	DET
fcis-31621	35	40	sdr	sdr	PROPN
fcis-31621	36	1	[	[	X
fcis-31621	36	2	6	6	NUM
fcis-31621	36	3	]	]	PUNCT
fcis-31621	36	4	.	.	PUNCT
fcis-31621	37	1	xiong	xiong	PROPN
fcis-31621	37	2	zheng	zheng	PROPN
fcis-31621	37	3	and	and	CCONJ
fcis-31621	37	4	che	che	PROPN
fcis-31621	37	5	wengang	wengang	PROPN
fcis-31621	37	6	established	establish	VERB
fcis-31621	37	7	an	an	DET
fcis-31621	37	8	arimagarch	arimagarch	ADJ
fcis-31621	37	9	-	-	PUNCT
fcis-31621	37	10	m	m	NOUN
fcis-31621	37	11	model	model	NOUN
fcis-31621	37	12	on	on	ADP
fcis-31621	37	13	the	the	DET
fcis-31621	37	14	basis	basis	NOUN
fcis-31621	37	15	of	of	ADP
fcis-31621	37	16	a	a	DET
fcis-31621	37	17	hybrid	hybrid	ADJ
fcis-31621	37	18	arima	arima	NOUN
fcis-31621	37	19	and	and	CCONJ
fcis-31621	37	20	garch	garch	NOUN
fcis-31621	37	21	model	model	NOUN
fcis-31621	37	22	,	,	PUNCT
fcis-31621	37	23	which	which	PRON
fcis-31621	37	24	successfully	successfully	ADV
fcis-31621	37	25	solved	solve	VERB
fcis-31621	37	26	the	the	DET
fcis-31621	37	27	problem	problem	NOUN
fcis-31621	37	28	of	of	ADP
fcis-31621	37	29	the	the	DET
fcis-31621	37	30	inconspicuous	inconspicuous	ADJ
fcis-31621	37	31	distribution	distribution	NOUN
fcis-31621	37	32	of	of	ADP
fcis-31621	37	33	"	"	PUNCT
fcis-31621	37	34	sharp	sharp	ADJ
fcis-31621	37	35	peaks	peak	NOUN
fcis-31621	37	36	and	and	CCONJ
fcis-31621	37	37	fat	fat	ADJ
fcis-31621	37	38	tails	tail	NOUN
fcis-31621	37	39	"	"	PUNCT
fcis-31621	37	40	,	,	PUNCT
fcis-31621	37	41	and	and	CCONJ
fcis-31621	37	42	judged	judge	VERB
fcis-31621	37	43	the	the	DET
fcis-31621	37	44	model	model	NOUN
fcis-31621	37	45	's	's	PART
fcis-31621	37	46	performance	performance	NOUN
fcis-31621	37	47	in	in	ADP
fcis-31621	37	48	short	short	ADJ
fcis-31621	37	49	-	-	PUNCT
fcis-31621	37	50	term	term	NOUN
fcis-31621	37	51	forecasting	forecasting	NOUN
fcis-31621	37	52	of	of	ADP
fcis-31621	37	53	the	the	DET
fcis-31621	37	54	stock	stock	NOUN
fcis-31621	37	55	of	of	ADP
fcis-31621	37	56	"	"	PUNCT
fcis-31621	37	57	ping	pe	VERB
fcis-31621	37	58	an	an	DET
fcis-31621	37	59	bank	bank	NOUN
fcis-31621	37	60	"	"	PUNCT
fcis-31621	38	1	[	[	X
fcis-31621	38	2	7	7	NUM
fcis-31621	38	3	]	]	PUNCT
fcis-31621	38	4	.	.	PUNCT
fcis-31621	39	1	by	by	ADP
fcis-31621	39	2	forecasting	forecast	VERB
fcis-31621	39	3	the	the	DET
fcis-31621	39	4	stock	stock	NOUN
fcis-31621	39	5	of	of	ADP
fcis-31621	39	6	ping	ping	PROPN
fcis-31621	39	7	an	an	DET
fcis-31621	39	8	bank	bank	NOUN
fcis-31621	39	9	,	,	PUNCT
fcis-31621	39	10	the	the	DET
fcis-31621	39	11	model	model	NOUN
fcis-31621	39	12	is	be	AUX
fcis-31621	39	13	judged	judge	VERB
fcis-31621	39	14	to	to	PART
fcis-31621	39	15	be	be	AUX
fcis-31621	39	16	more	more	ADV
fcis-31621	39	17	accurate	accurate	ADJ
fcis-31621	39	18	than	than	ADP
fcis-31621	39	19	the	the	DET
fcis-31621	39	20	traditional	traditional	ADJ
fcis-31621	39	21	arima	arima	NOUN
fcis-31621	39	22	,	,	PUNCT
fcis-31621	39	23	garch	garch	NOUN
fcis-31621	39	24	and	and	CCONJ
fcis-31621	39	25	garch	garch	NOUN
fcis-31621	39	26	-	-	PUNCT
fcis-31621	39	27	m	m	NOUN
fcis-31621	39	28	models	model	NOUN
fcis-31621	39	29	in	in	ADP
fcis-31621	39	30	short	short	ADJ
fcis-31621	39	31	-	-	PUNCT
fcis-31621	39	32	term	term	NOUN
fcis-31621	39	33	forecasting	forecasting	NOUN
fcis-31621	39	34	.	.	PUNCT
fcis-31621	40	1	1.4	1.4	NUM
fcis-31621	40	2	.	.	PUNCT
fcis-31621	41	1	current	current	ADJ
fcis-31621	41	2	status	status	NOUN
fcis-31621	41	3	of	of	ADP
fcis-31621	41	4	time	time	NOUN
fcis-31621	41	5	series	series	PROPN
fcis-31621	41	6	modeling	modeling	NOUN
fcis-31621	41	7	of	of	ADP
fcis-31621	41	8	house	house	NOUN
fcis-31621	41	9	prices	price	NOUN
fcis-31621	41	10	based	base	VERB
fcis-31621	41	11	on	on	ADP
fcis-31621	41	12	the	the	DET
fcis-31621	41	13	stable	stable	ADJ
fcis-31621	41	14	mean	mean	NOUN
fcis-31621	41	15	and	and	CCONJ
fcis-31621	41	16	constant	constant	ADJ
fcis-31621	41	17	variance	variance	NOUN
fcis-31621	41	18	,	,	PUNCT
fcis-31621	41	19	the	the	DET
fcis-31621	41	20	arima	arima	NOUN
fcis-31621	41	21	model	model	NOUN
fcis-31621	41	22	can	can	AUX
fcis-31621	41	23	effectively	effectively	ADV
fcis-31621	41	24	predict	predict	VERB
fcis-31621	41	25	the	the	DET
fcis-31621	41	26	future	future	ADJ
fcis-31621	41	27	price	price	NOUN
fcis-31621	41	28	trend	trend	NOUN
fcis-31621	41	29	in	in	ADP
fcis-31621	41	30	the	the	DET
fcis-31621	41	31	analysis	analysis	NOUN
fcis-31621	41	32	of	of	ADP
fcis-31621	41	33	commercial	commercial	ADJ
fcis-31621	41	34	residential	residential	ADJ
fcis-31621	41	35	sales	sale	NOUN
fcis-31621	41	36	price	price	NOUN
fcis-31621	41	37	index	index	NOUN
fcis-31621	41	38	and	and	CCONJ
fcis-31621	41	39	help	help	VERB
fcis-31621	41	40	analyze	analyze	VERB
fcis-31621	41	41	the	the	DET
fcis-31621	41	42	market	market	NOUN
fcis-31621	41	43	dynamics	dynamic	NOUN
fcis-31621	41	44	.	.	PUNCT
fcis-31621	42	1	hu	hu	PROPN
fcis-31621	42	2	xianqin	xianqin	PROPN
fcis-31621	42	3	had	have	AUX
fcis-31621	42	4	predicted	predict	VERB
fcis-31621	42	5	the	the	DET
fcis-31621	42	6	real	real	ADJ
fcis-31621	42	7	estate	estate	NOUN
fcis-31621	42	8	prices	price	NOUN
fcis-31621	42	9	in	in	ADP
fcis-31621	42	10	hefei	hefei	PROPN
fcis-31621	42	11	after	after	ADP
fcis-31621	42	12	2022	2022	NUM
fcis-31621	42	13	by	by	ADP
fcis-31621	42	14	building	build	VERB
fcis-31621	42	15	an	an	DET
fcis-31621	42	16	arima	arima	NOUN
fcis-31621	42	17	model	model	NOUN
fcis-31621	42	18	,	,	PUNCT
fcis-31621	42	19	and	and	CCONJ
fcis-31621	42	20	determined	determine	VERB
fcis-31621	42	21	that	that	SCONJ
fcis-31621	42	22	the	the	DET
fcis-31621	42	23	real	real	ADJ
fcis-31621	42	24	estate	estate	NOUN
fcis-31621	42	25	prices	price	NOUN
fcis-31621	42	26	in	in	ADP
fcis-31621	42	27	hefei	hefei	PROPN
fcis-31621	42	28	will	will	AUX
fcis-31621	42	29	rise	rise	VERB
fcis-31621	42	30	steadily	steadily	ADV
fcis-31621	42	31	in	in	ADP
fcis-31621	42	32	the	the	DET
fcis-31621	42	33	future	future	NOUN
fcis-31621	42	34	[	[	X
fcis-31621	42	35	8	8	NUM
fcis-31621	42	36	]	]	SYM
fcis-31621	42	37	.	.	PUNCT
fcis-31621	43	1	fu	fu	PROPN
fcis-31621	43	2	qiwei	qiwei	PROPN
fcis-31621	43	3	et	et	PROPN
fcis-31621	43	4	al	al	PROPN
fcis-31621	43	5	.	.	PROPN
fcis-31621	43	6	also	also	ADV
fcis-31621	43	7	predicted	predict	VERB
fcis-31621	43	8	the	the	DET
fcis-31621	43	9	house	house	NOUN
fcis-31621	43	10	price	price	NOUN
fcis-31621	43	11	of	of	ADP
fcis-31621	43	12	hengyang	hengyang	PROPN
fcis-31621	43	13	city	city	NOUN
fcis-31621	43	14	by	by	ADP
fcis-31621	43	15	building	build	VERB
fcis-31621	43	16	an	an	DET
fcis-31621	43	17	arima	arima	NOUN
fcis-31621	43	18	model	model	NOUN
fcis-31621	43	19	[	[	X
fcis-31621	43	20	9	9	NUM
fcis-31621	43	21	]	]	PUNCT
fcis-31621	43	22	.	.	PUNCT
fcis-31621	44	1	chen	chen	PROPN
fcis-31621	44	2	lei	lei	PROPN
fcis-31621	44	3	based	base	VERB
fcis-31621	44	4	on	on	ADP
fcis-31621	44	5	arima	arima	PROPN
fcis-31621	44	6	and	and	CCONJ
fcis-31621	44	7	sarima	sarima	NOUN
fcis-31621	44	8	to	to	PART
fcis-31621	44	9	compare	compare	VERB
fcis-31621	44	10	and	and	CCONJ
fcis-31621	44	11	analyze	analyze	VERB
fcis-31621	44	12	the	the	DET
fcis-31621	44	13	price	price	NOUN
fcis-31621	44	14	of	of	ADP
fcis-31621	44	15	commercial	commercial	ADJ
fcis-31621	44	16	housing	housing	NOUN
fcis-31621	44	17	in	in	ADP
fcis-31621	44	18	nanjing	nanjing	PROPN
fcis-31621	44	19	between	between	ADP
fcis-31621	44	20	2014	2014	NUM
fcis-31621	44	21	and	and	CCONJ
fcis-31621	44	22	2021	2021	NUM
fcis-31621	44	23	,	,	PUNCT
fcis-31621	44	24	because	because	SCONJ
fcis-31621	44	25	the	the	DET
fcis-31621	44	26	predicted	predict	VERB
fcis-31621	44	27	value	value	NOUN
fcis-31621	44	28	of	of	ADP
fcis-31621	44	29	arima	arima	PROPN
fcis-31621	44	30	(	(	PUNCT
fcis-31621	44	31	1	1	NUM
fcis-31621	44	32	,	,	PUNCT
fcis-31621	44	33	1	1	NUM
fcis-31621	44	34	,	,	PUNCT
fcis-31621	44	35	4	4	NUM
fcis-31621	44	36	)	)	PUNCT
fcis-31621	44	37	is	be	AUX
fcis-31621	44	38	higher	high	ADJ
fcis-31621	44	39	thus	thus	ADV
fcis-31621	44	40	inferring	infer	VERB
fcis-31621	44	41	the	the	DET
fcis-31621	44	42	direction	direction	NOUN
fcis-31621	44	43	of	of	ADP
fcis-31621	44	44	the	the	DET
fcis-31621	44	45	price	price	NOUN
fcis-31621	44	46	of	of	ADP
fcis-31621	44	47	the	the	DET
fcis-31621	44	48	commercial	commercial	ADJ
fcis-31621	44	49	housing	housing	NOUN
fcis-31621	44	50	in	in	ADP
fcis-31621	44	51	the	the	DET
fcis-31621	44	52	coming	come	VERB
fcis-31621	44	53	year	year	NOUN
fcis-31621	44	54	to	to	PART
fcis-31621	44	55	make	make	VERB
fcis-31621	44	56	predictions	prediction	NOUN
fcis-31621	44	57	[	[	X
fcis-31621	44	58	10	10	NUM
fcis-31621	44	59	]	]	PUNCT
fcis-31621	44	60	.	.	PUNCT
fcis-31621	45	1	while	while	SCONJ
fcis-31621	45	2	abroad	abroad	ADV
fcis-31621	45	3	,	,	PUNCT
fcis-31621	45	4	jadevicius	jadevicius	PROPN
fcis-31621	45	5	and	and	CCONJ
fcis-31621	45	6	huston	huston	PROPN
fcis-31621	45	7	effectively	effectively	ADV
fcis-31621	45	8	applied	apply	VERB
fcis-31621	45	9	the	the	DET
fcis-31621	45	10	arima	arima	PROPN
fcis-31621	45	11	model	model	NOUN
fcis-31621	45	12	to	to	PART
fcis-31621	45	13	analyze	analyze	VERB
fcis-31621	45	14	and	and	CCONJ
fcis-31621	45	15	forecast	forecast	VERB
fcis-31621	45	16	the	the	DET
fcis-31621	45	17	lithuanian	lithuanian	PROPN
fcis-31621	45	18	house	house	PROPN
fcis-31621	45	19	price	price	PROPN
fcis-31621	45	20	index	index	NOUN
fcis-31621	45	21	,	,	PUNCT
fcis-31621	45	22	proving	prove	VERB
fcis-31621	45	23	its	its	PRON
fcis-31621	45	24	utility	utility	NOUN
fcis-31621	45	25	in	in	ADP
fcis-31621	45	26	capturing	capture	VERB
fcis-31621	45	27	real	real	ADJ
fcis-31621	45	28	estate	estate	NOUN
fcis-31621	45	29	market	market	NOUN
fcis-31621	45	30	dynamics	dynamic	NOUN
fcis-31621	45	31	and	and	CCONJ
fcis-31621	45	32	providing	provide	VERB
fcis-31621	45	33	reliable	reliable	ADJ
fcis-31621	45	34	short	short	ADJ
fcis-31621	45	35	-	-	PUNCT
fcis-31621	45	36	term	term	NOUN
fcis-31621	45	37	forecasts	forecast	NOUN
fcis-31621	45	38	[	[	X
fcis-31621	45	39	11	11	NUM
fcis-31621	45	40	]	]	PUNCT
fcis-31621	45	41	.	.	PUNCT
fcis-31621	46	1	zamri	zamri	PROPN
fcis-31621	46	2	et	et	PROPN
fcis-31621	46	3	al	al	PROPN
fcis-31621	46	4	.	.	PROPN
fcis-31621	46	5	analyzed	analyze	VERB
fcis-31621	46	6	the	the	DET
fcis-31621	46	7	aic	aic	PROPN
fcis-31621	46	8	and	and	CCONJ
fcis-31621	46	9	the	the	DET
fcis-31621	46	10	bic	bic	PROPN
fcis-31621	46	11	by	by	ADP
fcis-31621	46	12	building	build	VERB
fcis-31621	46	13	an	an	DET
fcis-31621	46	14	arima	arima	NOUN
fcis-31621	46	15	model	model	NOUN
fcis-31621	46	16	to	to	PART
fcis-31621	46	17	determine	determine	VERB
fcis-31621	46	18	that	that	PRON
fcis-31621	46	19	arima	arima	PROPN
fcis-31621	46	20	(	(	PUNCT
fcis-31621	46	21	1	1	NUM
fcis-31621	46	22	,	,	PUNCT
fcis-31621	46	23	1	1	NUM
fcis-31621	46	24	1	1	NUM
fcis-31621	46	25	)	)	PUNCT
fcis-31621	46	26	is	be	AUX
fcis-31621	46	27	more	more	ADV
fcis-31621	46	28	suitable	suitable	ADJ
fcis-31621	46	29	for	for	ADP
fcis-31621	46	30	predicting	predict	VERB
fcis-31621	46	31	future	future	ADJ
fcis-31621	46	32	house	house	NOUN
fcis-31621	46	33	prices	price	NOUN
fcis-31621	46	34	in	in	ADP
fcis-31621	46	35	malaysia	malaysia	PROPN
fcis-31621	46	36	and	and	CCONJ
fcis-31621	46	37	discussed	discuss	VERB
fcis-31621	46	38	the	the	DET
fcis-31621	46	39	factors	factor	NOUN
fcis-31621	46	40	that	that	PRON
fcis-31621	46	41	affect	affect	VERB
fcis-31621	46	42	house	house	NOUN
fcis-31621	46	43	prices	price	NOUN
fcis-31621	46	44	[	[	X
fcis-31621	46	45	12	12	NUM
fcis-31621	46	46	]	]	PUNCT
fcis-31621	46	47	.	.	PUNCT
fcis-31621	47	1	compared	compare	VERB
fcis-31621	47	2	to	to	ADP
fcis-31621	47	3	the	the	DET
fcis-31621	47	4	arima	arima	PROPN
fcis-31621	47	5	model	model	NOUN
fcis-31621	47	6	,	,	PUNCT
fcis-31621	47	7	the	the	DET
fcis-31621	47	8	garch	garch	NOUN
fcis-31621	47	9	model	model	NOUN
fcis-31621	47	10	also	also	ADV
fcis-31621	47	11	has	have	VERB
fcis-31621	47	12	a	a	DET
fcis-31621	47	13	constant	constant	ADJ
fcis-31621	47	14	mean	mean	NOUN
fcis-31621	47	15	,	,	PUNCT
fcis-31621	47	16	but	but	CCONJ
fcis-31621	47	17	the	the	DET
fcis-31621	47	18	variance	variance	NOUN
fcis-31621	47	19	changes	change	VERB
fcis-31621	47	20	over	over	ADP
fcis-31621	47	21	time	time	NOUN
fcis-31621	47	22	.	.	PUNCT
fcis-31621	48	1	and	and	CCONJ
fcis-31621	48	2	the	the	DET
fcis-31621	48	3	real	real	ADJ
fcis-31621	48	4	estate	estate	NOUN
fcis-31621	48	5	industry	industry	NOUN
fcis-31621	48	6	is	be	AUX
fcis-31621	48	7	inextricably	inextricably	ADV
fcis-31621	48	8	linked	link	VERB
fcis-31621	48	9	with	with	ADP
fcis-31621	48	10	finance	finance	NOUN
fcis-31621	48	11	,	,	PUNCT
fcis-31621	48	12	especially	especially	ADV
fcis-31621	48	13	in	in	ADP
fcis-31621	48	14	the	the	DET
fcis-31621	48	15	environment	environment	NOUN
fcis-31621	48	16	of	of	ADP
fcis-31621	48	17	economic	economic	ADJ
fcis-31621	48	18	downturn	downturn	NOUN
fcis-31621	48	19	as	as	SCONJ
fcis-31621	48	20	house	house	NOUN
fcis-31621	48	21	prices	price	NOUN
fcis-31621	48	22	increase	increase	VERB
fcis-31621	48	23	year	year	NOUN
fcis-31621	48	24	by	by	ADP
fcis-31621	48	25	year	year	NOUN
fcis-31621	48	26	,	,	PUNCT
fcis-31621	48	27	the	the	DET
fcis-31621	48	28	financial	financial	ADJ
fcis-31621	48	29	burden	burden	NOUN
fcis-31621	48	30	of	of	ADP
fcis-31621	48	31	home	home	NOUN
fcis-31621	48	32	buyers	buyer	NOUN
fcis-31621	48	33	will	will	AUX
fcis-31621	48	34	increase	increase	VERB
fcis-31621	48	35	.	.	PUNCT
fcis-31621	49	1	by	by	ADP
fcis-31621	49	2	building	build	VERB
fcis-31621	49	3	a	a	DET
fcis-31621	49	4	grach	grach	PROPN
fcis-31621	49	5	model	model	NOUN
fcis-31621	49	6	,	,	PUNCT
fcis-31621	49	7	cui	cui	PROPN
fcis-31621	49	8	yinsheng	yinsheng	PROPN
fcis-31621	49	9	and	and	CCONJ
fcis-31621	49	10	jia	jia	PROPN
fcis-31621	49	11	liu	liu	PROPN
fcis-31621	49	12	comparatively	comparatively	ADV
fcis-31621	49	13	studied	study	VERB
fcis-31621	49	14	the	the	DET
fcis-31621	49	15	returns	return	NOUN
fcis-31621	49	16	of	of	ADP
fcis-31621	49	17	the	the	DET
fcis-31621	49	18	real	real	ADJ
fcis-31621	49	19	estate	estate	NOUN
fcis-31621	49	20	industry	industry	NOUN
fcis-31621	49	21	in	in	ADP
fcis-31621	49	22	china	china	PROPN
fcis-31621	49	23	and	and	CCONJ
fcis-31621	49	24	the	the	DET
fcis-31621	49	25	united	united	PROPN
fcis-31621	49	26	states	states	PROPN
fcis-31621	49	27	from	from	ADP
fcis-31621	49	28	a	a	DET
fcis-31621	49	29	financial	financial	ADJ
fcis-31621	49	30	perspective	perspective	NOUN
fcis-31621	49	31	,	,	PUNCT
fcis-31621	49	32	which	which	PRON
fcis-31621	49	33	led	lead	VERB
fcis-31621	49	34	to	to	ADP
fcis-31621	49	35	the	the	DET
fcis-31621	49	36	conclusion	conclusion	NOUN
fcis-31621	49	37	that	that	SCONJ
fcis-31621	49	38	the	the	DET
fcis-31621	49	39	returns	return	NOUN
fcis-31621	49	40	of	of	ADP
fcis-31621	49	41	real	real	ADJ
fcis-31621	49	42	estate	estate	NOUN
fcis-31621	49	43	in	in	ADP
fcis-31621	49	44	the	the	DET
fcis-31621	49	45	two	two	NUM
fcis-31621	49	46	countries	country	NOUN
fcis-31621	49	47	have	have	AUX
fcis-31621	49	48	volatility	volatility	NOUN
fcis-31621	49	49	[	[	X
fcis-31621	49	50	13	13	NUM
fcis-31621	49	51	]	]	PUNCT
fcis-31621	49	52	.	.	PUNCT
fcis-31621	50	1	suleiman	suleiman	PROPN
fcis-31621	50	2	and	and	CCONJ
fcis-31621	50	3	othman	othman	PROPN
fcis-31621	50	4	studied	study	VERB
fcis-31621	50	5	the	the	DET
fcis-31621	50	6	use	use	NOUN
fcis-31621	50	7	of	of	ADP
fcis-31621	50	8	a	a	DET
fcis-31621	50	9	variety	variety	NOUN
fcis-31621	50	10	of	of	ADP
fcis-31621	50	11	garch	garch	NOUN
fcis-31621	50	12	models	model	NOUN
fcis-31621	50	13	,	,	PUNCT
fcis-31621	50	14	such	such	ADJ
fcis-31621	50	15	as	as	ADP
fcis-31621	50	16	garch	garch	NOUN
fcis-31621	50	17	(	(	PUNCT
fcis-31621	50	18	1,1	1,1	NUM
fcis-31621	50	19	)	)	PUNCT
fcis-31621	50	20	,	,	PUNCT
fcis-31621	50	21	egarch	egarch	NOUN
fcis-31621	50	22	,	,	PUNCT
fcis-31621	50	23	etc	etc	X
fcis-31621	50	24	.	.	X
fcis-31621	50	25	,	,	PUNCT
fcis-31621	50	26	on	on	ADP
fcis-31621	50	27	the	the	DET
fcis-31621	50	28	processed	process	VERB
fcis-31621	50	29	residential	residential	ADJ
fcis-31621	50	30	real	real	ADJ
fcis-31621	50	31	estate	estate	NOUN
fcis-31621	50	32	price	price	NOUN
fcis-31621	50	33	time	time	NOUN
fcis-31621	50	34	series	series	PROPN
fcis-31621	50	35	data	datum	NOUN
fcis-31621	50	36	in	in	ADP
fcis-31621	50	37	malaysia	malaysia	PROPN
fcis-31621	50	38	and	and	CCONJ
fcis-31621	50	39	estimate	estimate	VERB
fcis-31621	50	40	the	the	DET
fcis-31621	50	41	parameters	parameter	NOUN
fcis-31621	50	42	by	by	ADP
fcis-31621	50	43	great	great	ADJ
fcis-31621	50	44	likelihood	likelihood	NOUN
fcis-31621	50	45	estimation	estimation	NOUN
fcis-31621	50	46	to	to	PART
fcis-31621	50	47	predict	predict	VERB
fcis-31621	50	48	house	house	NOUN
fcis-31621	50	49	price	price	NOUN
fcis-31621	50	50	volatility	volatility	NOUN
fcis-31621	50	51	[	[	X
fcis-31621	50	52	14	14	NUM
fcis-31621	50	53	]	]	PUNCT
fcis-31621	50	54	.	.	PUNCT
fcis-31621	51	1	philipp	philipp	PROPN
fcis-31621	51	2	otto	otto	PROPN
fcis-31621	51	3	and	and	CCONJ
fcis-31621	51	4	schmid	schmid	PROPN
fcis-31621	51	5	investigate	investigate	VERB
fcis-31621	51	6	the	the	DET
fcis-31621	51	7	importance	importance	NOUN
fcis-31621	51	8	of	of	ADP
fcis-31621	51	9	spatial	spatial	ADJ
fcis-31621	51	10	versus	versus	ADP
fcis-31621	51	11	garch	garch	NOUN
fcis-31621	51	12	models	model	NOUN
fcis-31621	51	13	by	by	ADP
fcis-31621	51	14	improving	improve	VERB
fcis-31621	51	15	the	the	DET
fcis-31621	51	16	second	second	ADJ
fcis-31621	51	17	-	-	PUNCT
fcis-31621	51	18	order	order	NOUN
fcis-31621	51	19	moments	moment	NOUN
fcis-31621	51	20	in	in	ADP
fcis-31621	51	21	garch	garch	NOUN
fcis-31621	51	22	models	model	NOUN
fcis-31621	51	23	.	.	PUNCT
fcis-31621	52	1	the	the	DET
fcis-31621	52	2	framework	framework	NOUN
fcis-31621	52	3	effectively	effectively	ADV
fcis-31621	52	4	allows	allow	VERB
fcis-31621	52	5	the	the	DET
fcis-31621	52	6	garch	garch	NOUN
fcis-31621	52	7	model	model	NOUN
fcis-31621	52	8	to	to	PART
fcis-31621	52	9	analyze	analyze	VERB
fcis-31621	52	10	the	the	DET
fcis-31621	52	11	relationship	relationship	NOUN
fcis-31621	52	12	between	between	ADP
fcis-31621	52	13	real	real	ADJ
fcis-31621	52	14	estate	estate	NOUN
fcis-31621	52	15	prices	price	NOUN
fcis-31621	52	16	and	and	CCONJ
fcis-31621	52	17	geographic	geographic	ADJ
fcis-31621	52	18	factors	factor	NOUN
fcis-31621	52	19	.	.	PUNCT
fcis-31621	53	1	these	these	DET
fcis-31621	53	2	studies	study	NOUN
fcis-31621	53	3	show	show	VERB
fcis-31621	53	4	that	that	SCONJ
fcis-31621	53	5	both	both	CCONJ
fcis-31621	53	6	arima	arima	NOUN
fcis-31621	53	7	and	and	CCONJ
fcis-31621	53	8	garch	garch	NOUN
fcis-31621	53	9	models	model	NOUN
fcis-31621	53	10	provide	provide	VERB
fcis-31621	53	11	effective	effective	ADJ
fcis-31621	53	12	real	real	ADJ
fcis-31621	53	13	estate	estate	NOUN
fcis-31621	53	14	price	price	NOUN
fcis-31621	53	15	forecasts	forecast	NOUN
fcis-31621	53	16	across	across	ADP
fcis-31621	53	17	different	different	ADJ
fcis-31621	53	18	regions	region	NOUN
fcis-31621	53	19	and	and	CCONJ
fcis-31621	53	20	market	market	NOUN
fcis-31621	53	21	conditions	condition	NOUN
fcis-31621	53	22	,	,	PUNCT
fcis-31621	53	23	helping	help	VERB
fcis-31621	53	24	to	to	PART
fcis-31621	53	25	analyze	analyze	VERB
fcis-31621	53	26	market	market	NOUN
fcis-31621	53	27	dynamics	dynamic	NOUN
fcis-31621	53	28	and	and	CCONJ
fcis-31621	53	29	volatility	volatility	NOUN
fcis-31621	53	30	[	[	X
fcis-31621	53	31	15	15	NUM
fcis-31621	53	32	]	]	PUNCT
fcis-31621	53	33	.	.	PUNCT
fcis-31621	54	1	this	this	DET
fcis-31621	54	2	paper	paper	NOUN
fcis-31621	54	3	firstly	firstly	ADV
fcis-31621	54	4	introduces	introduce	VERB
fcis-31621	54	5	the	the	DET
fcis-31621	54	6	prospect	prospect	NOUN
fcis-31621	54	7	of	of	ADP
fcis-31621	54	8	house	house	NOUN
fcis-31621	54	9	price	price	NOUN
fcis-31621	54	10	research	research	NOUN
fcis-31621	54	11	and	and	CCONJ
fcis-31621	54	12	explains	explain	VERB
fcis-31621	54	13	the	the	DET
fcis-31621	54	14	importance	importance	NOUN
fcis-31621	54	15	of	of	ADP
fcis-31621	54	16	house	house	NOUN
fcis-31621	54	17	price	price	NOUN
fcis-31621	54	18	research	research	NOUN
fcis-31621	54	19	in	in	ADP
fcis-31621	54	20	guiyang	guiyang	PROPN
fcis-31621	54	21	.	.	PUNCT
fcis-31621	55	1	then	then	ADV
fcis-31621	55	2	it	it	PRON
fcis-31621	55	3	introduces	introduce	VERB
fcis-31621	55	4	the	the	DET
fcis-31621	55	5	characteristics	characteristic	NOUN
fcis-31621	55	6	of	of	ADP
fcis-31621	55	7	smoothness	smoothness	NOUN
fcis-31621	55	8	and	and	CCONJ
fcis-31621	55	9	seasonality	seasonality	NOUN
fcis-31621	55	10	of	of	ADP
fcis-31621	55	11	arima	arima	PROPN
fcis-31621	55	12	model	model	NOUN
fcis-31621	55	13	and	and	CCONJ
fcis-31621	55	14	briefly	briefly	NOUN
fcis-31621	55	15	illustrates	illustrate	VERB
fcis-31621	55	16	the	the	DET
fcis-31621	55	17	use	use	NOUN
fcis-31621	55	18	of	of	ADP
fcis-31621	55	19	sarima	sarima	NOUN
fcis-31621	55	20	and	and	CCONJ
fcis-31621	55	21	arimax	arimax	PROPN
fcis-31621	55	22	,	,	PUNCT
fcis-31621	55	23	the	the	DET
fcis-31621	55	24	variants	variant	NOUN
fcis-31621	55	25	of	of	ADP
fcis-31621	55	26	arima	arima	PROPN
fcis-31621	55	27	model	model	NOUN
fcis-31621	55	28	,	,	PUNCT
fcis-31621	55	29	in	in	ADP
fcis-31621	55	30	the	the	DET
fcis-31621	55	31	research	research	NOUN
fcis-31621	55	32	.	.	PUNCT
fcis-31621	56	1	the	the	DET
fcis-31621	56	2	use	use	NOUN
fcis-31621	56	3	of	of	ADP
fcis-31621	56	4	garch	garch	NOUN
fcis-31621	56	5	models	model	NOUN
fcis-31621	56	6	in	in	ADP
fcis-31621	56	7	volatility	volatility	NOUN
fcis-31621	56	8	studies	study	NOUN
fcis-31621	56	9	and	and	CCONJ
fcis-31621	56	10	the	the	DET
fcis-31621	56	11	benefits	benefit	NOUN
fcis-31621	56	12	of	of	ADP
fcis-31621	56	13	improving	improve	VERB
fcis-31621	56	14	the	the	DET
fcis-31621	56	15	order	order	NOUN
fcis-31621	56	16	moments	moment	NOUN
fcis-31621	56	17	of	of	ADP
fcis-31621	56	18	garch	garch	NOUN
fcis-31621	56	19	models	model	NOUN
fcis-31621	56	20	are	be	AUX
fcis-31621	56	21	then	then	ADV
fcis-31621	56	22	summarized	summarize	VERB
fcis-31621	56	23	.	.	PUNCT
fcis-31621	57	1	on	on	ADP
fcis-31621	57	2	the	the	DET
fcis-31621	57	3	basis	basis	NOUN
fcis-31621	57	4	of	of	ADP
fcis-31621	57	5	arima	arima	PROPN
fcis-31621	57	6	and	and	CCONJ
fcis-31621	57	7	garch	garch	NOUN
fcis-31621	57	8	models	model	NOUN
fcis-31621	57	9	,	,	PUNCT
fcis-31621	57	10	the	the	DET
fcis-31621	57	11	advantages	advantage	NOUN
fcis-31621	57	12	of	of	ADP
fcis-31621	57	13	hybrid	hybrid	NOUN
fcis-31621	57	14	models	model	NOUN
fcis-31621	57	15	that	that	PRON
fcis-31621	57	16	can	can	AUX
fcis-31621	57	17	integrate	integrate	VERB
fcis-31621	57	18	the	the	DET
fcis-31621	57	19	advantages	advantage	NOUN
fcis-31621	57	20	of	of	ADP
fcis-31621	57	21	multiple	multiple	ADJ
fcis-31621	57	22	models	model	NOUN
fcis-31621	57	23	and	and	CCONJ
fcis-31621	57	24	improve	improve	VERB
fcis-31621	57	25	the	the	DET
fcis-31621	57	26	accuracy	accuracy	NOUN
fcis-31621	57	27	are	be	AUX
fcis-31621	57	28	introduced	introduce	VERB
fcis-31621	57	29	and	and	CCONJ
fcis-31621	57	30	their	their	PRON
fcis-31621	57	31	applications	application	NOUN
fcis-31621	57	32	in	in	ADP
fcis-31621	57	33	various	various	ADJ
fcis-31621	57	34	fields	field	NOUN
fcis-31621	57	35	.	.	PUNCT
fcis-31621	58	1	finally	finally	ADV
fcis-31621	58	2	,	,	PUNCT
fcis-31621	58	3	the	the	DET
fcis-31621	58	4	use	use	NOUN
fcis-31621	58	5	of	of	ADP
fcis-31621	58	6	time	time	NOUN
fcis-31621	58	7	series	series	NOUN
fcis-31621	58	8	models	model	NOUN
fcis-31621	58	9	in	in	ADP
fcis-31621	58	10	house	house	NOUN
fcis-31621	58	11	prices	price	NOUN
fcis-31621	58	12	is	be	AUX
fcis-31621	58	13	presented	present	VERB
fcis-31621	58	14	.	.	PUNCT
fcis-31621	59	1	2	2	X
fcis-31621	59	2	.	.	NUM
fcis-31621	59	3	proposed	propose	VERB
fcis-31621	59	4	research	research	NOUN
fcis-31621	59	5	methodology	methodology	NOUN
fcis-31621	59	6	2.1	2.1	NUM
fcis-31621	59	7	.	.	PUNCT
fcis-31621	60	1	modeling	model	VERB
fcis-31621	60	2	principles	principle	NOUN
fcis-31621	60	3	2.1.1	2.1.1	NUM
fcis-31621	60	4	.	.	PUNCT
fcis-31621	61	1	arima	arima	PROPN
fcis-31621	61	2	modeling	model	VERB
fcis-31621	61	3	arima	arima	PROPN
fcis-31621	61	4	model	model	NOUN
fcis-31621	61	5	is	be	AUX
fcis-31621	61	6	a	a	DET
fcis-31621	61	7	time	time	NOUN
fcis-31621	61	8	series	series	NOUN
fcis-31621	61	9	forecasting	forecasting	NOUN
fcis-31621	61	10	method	method	NOUN
fcis-31621	61	11	proposed	propose	VERB
fcis-31621	61	12	by	by	ADP
fcis-31621	61	13	box	box	PROPN
fcis-31621	61	14	and	and	CCONJ
fcis-31621	61	15	jenkins	jenkin	NOUN
fcis-31621	61	16	in	in	ADP
fcis-31621	61	17	the	the	DET
fcis-31621	61	18	early	early	ADJ
fcis-31621	61	19	1970s	1970	NOUN
fcis-31621	61	20	is	be	AUX
fcis-31621	61	21	known	know	VERB
fcis-31621	61	22	as	as	ADP
fcis-31621	61	23	differential	differential	ADJ
fcis-31621	61	24	autoregressive	autoregressive	ADJ
fcis-31621	61	25	moving	move	VERB
fcis-31621	61	26	average	average	ADJ
fcis-31621	61	27	model	model	NOUN
fcis-31621	61	28	,	,	PUNCT
fcis-31621	61	29	also	also	ADV
fcis-31621	61	30	known	know	VERB
fcis-31621	61	31	as	as	ADP
fcis-31621	61	32	box_jenkins	box_jenkin	NOUN
fcis-31621	61	33	model.arima	model.arima	PROPN
fcis-31621	61	34	model	model	NOUN
fcis-31621	61	35	is	be	AUX
fcis-31621	61	36	a	a	DET
fcis-31621	61	37	time	time	NOUN
fcis-31621	61	38	series	series	NOUN
fcis-31621	61	39	model	model	NOUN
fcis-31621	61	40	based	base	VERB
fcis-31621	61	41	on	on	ADP
fcis-31621	61	42	the	the	DET
fcis-31621	61	43	autoregressive	autoregressive	ADJ
fcis-31621	61	44	moving	move	VERB
fcis-31621	61	45	average	average	ADJ
fcis-31621	61	46	study	study	NOUN
fcis-31621	61	47	,	,	PUNCT
fcis-31621	61	48	in	in	ADP
fcis-31621	61	49	the	the	DET
fcis-31621	61	50	reality	reality	NOUN
fcis-31621	61	51	of	of	ADP
fcis-31621	61	52	the	the	DET
fcis-31621	61	53	study	study	NOUN
fcis-31621	61	54	most	most	ADJ
fcis-31621	61	55	of	of	ADP
fcis-31621	61	56	the	the	DET
fcis-31621	61	57	data	data	NOUN
fcis-31621	61	58	has	have	VERB
fcis-31621	61	59	a	a	DET
fcis-31621	61	60	non	non	ADJ
fcis-31621	61	61	-	-	ADJ
fcis-31621	61	62	stationary	stationary	ADJ
fcis-31621	61	63	nature	nature	NOUN
fcis-31621	61	64	,	,	PUNCT
fcis-31621	61	65	so	so	SCONJ
fcis-31621	61	66	we	we	PRON
fcis-31621	61	67	need	need	VERB
fcis-31621	61	68	to	to	PART
fcis-31621	61	69	non	non	ADJ
fcis-31621	61	70	-	-	ADJ
fcis-31621	61	71	stationary	stationary	ADJ
fcis-31621	61	72	treatment	treatment	NOUN
fcis-31621	61	73	of	of	ADP
fcis-31621	61	74	the	the	DET
fcis-31621	61	75	data	datum	NOUN
fcis-31621	61	76	.	.	PUNCT
fcis-31621	62	1	in	in	ADP
fcis-31621	62	2	order	order	NOUN
fcis-31621	62	3	to	to	PART
fcis-31621	62	4	convert	convert	VERB
fcis-31621	62	5	the	the	DET
fcis-31621	62	6	non	non	ADJ
fcis-31621	62	7	-	-	ADJ
fcis-31621	62	8	stationary	stationary	ADJ
fcis-31621	62	9	time	time	NOUN
fcis-31621	62	10	series	series	PROPN
fcis-31621	62	11	data	datum	NOUN
fcis-31621	62	12	into	into	ADP
fcis-31621	62	13	differential	differential	ADJ
fcis-31621	62	14	stationary	stationary	ADJ
fcis-31621	62	15	series	series	NOUN
fcis-31621	62	16	,	,	PUNCT
fcis-31621	62	17	the	the	DET
fcis-31621	62	18	differential	differential	ADJ
fcis-31621	62	19	autoregressive	autoregressive	ADJ
fcis-31621	62	20	moving	move	VERB
fcis-31621	62	21	average	average	ADJ
fcis-31621	62	22	model	model	NOUN
fcis-31621	62	23	arima	arima	PROPN
fcis-31621	62	24	can	can	AUX
fcis-31621	62	25	be	be	AUX
fcis-31621	62	26	realized	realize	VERB
fcis-31621	62	27	by	by	ADP
fcis-31621	62	28	difference	difference	NOUN
fcis-31621	62	29	operation	operation	NOUN
fcis-31621	62	30	.	.	PUNCT
fcis-31621	63	1	the	the	DET
fcis-31621	63	2	model	model	NOUN
fcis-31621	63	3	consists	consist	VERB
fcis-31621	63	4	of	of	ADP
fcis-31621	63	5	three	three	NUM
fcis-31621	63	6	parts	part	NOUN
fcis-31621	63	7	:	:	PUNCT
fcis-31621	63	8	autoregressive	autoregressive	ADJ
fcis-31621	63	9	(	(	PUNCT
fcis-31621	63	10	ar	ar	NOUN
fcis-31621	63	11	)	)	PUNCT
fcis-31621	63	12	,	,	PUNCT
fcis-31621	63	13	difference	difference	NOUN
fcis-31621	63	14	(	(	PUNCT
fcis-31621	63	15	i	i	NOUN
fcis-31621	63	16	)	)	PUNCT
fcis-31621	63	17	and	and	CCONJ
fcis-31621	63	18	moving	move	VERB
fcis-31621	63	19	average	average	ADJ
fcis-31621	63	20	(	(	PUNCT
fcis-31621	63	21	ma	ma	PROPN
fcis-31621	63	22	)	)	PUNCT
fcis-31621	63	23	.	.	PUNCT
fcis-31621	64	1	the	the	DET
fcis-31621	64	2	expression	expression	NOUN
fcis-31621	64	3	of	of	ADP
fcis-31621	64	4	arima	arima	PROPN
fcis-31621	64	5	model	model	NOUN
fcis-31621	64	6	is	be	AUX
fcis-31621	64	7	usually	usually	ADV
fcis-31621	64	8	expressed	express	VERB
fcis-31621	64	9	as	as	ADP
fcis-31621	64	10	arima	arima	PROPN
fcis-31621	64	11	(	(	PUNCT
fcis-31621	64	12	p	p	X
fcis-31621	64	13	,	,	PUNCT
fcis-31621	64	14	d	d	NOUN
fcis-31621	64	15	,	,	PUNCT
fcis-31621	64	16	q	q	NOUN
fcis-31621	64	17	)	)	PUNCT
fcis-31621	64	18	,	,	PUNCT
fcis-31621	64	19	where	where	SCONJ
fcis-31621	64	20	p	p	NOUN
fcis-31621	64	21	is	be	AUX
fcis-31621	64	22	the	the	DET
fcis-31621	64	23	order	order	NOUN
fcis-31621	64	24	of	of	ADP
fcis-31621	64	25	the	the	DET
fcis-31621	64	26	autoregressive	autoregressive	ADJ
fcis-31621	64	27	term	term	NOUN
fcis-31621	64	28	,	,	PUNCT
fcis-31621	64	29	d	d	PROPN
fcis-31621	64	30	is	be	AUX
fcis-31621	64	31	the	the	DET
fcis-31621	64	32	number	number	NOUN
fcis-31621	64	33	of	of	ADP
fcis-31621	64	34	differences	difference	NOUN
fcis-31621	64	35	,	,	PUNCT
fcis-31621	64	36	and	and	CCONJ
fcis-31621	64	37	q	q	NOUN
fcis-31621	64	38	is	be	AUX
fcis-31621	64	39	the	the	DET
fcis-31621	64	40	order	order	NOUN
fcis-31621	64	41	of	of	ADP
fcis-31621	64	42	the	the	DET
fcis-31621	64	43	moving	move	VERB
fcis-31621	64	44	average	average	ADJ
fcis-31621	64	45	term	term	NOUN
fcis-31621	64	46	.	.	PUNCT
fcis-31621	65	1	the	the	DET
fcis-31621	65	2	mathematical	mathematical	ADJ
fcis-31621	65	3	expression	expression	NOUN
fcis-31621	65	4	of	of	ADP
fcis-31621	65	5	the	the	DET
fcis-31621	65	6	arima	arima	PROPN
fcis-31621	65	7	model	model	NOUN
fcis-31621	65	8	is	be	AUX
fcis-31621	65	9	as	as	SCONJ
fcis-31621	65	10	follows	follow	VERB
fcis-31621	65	11	:	:	PUNCT
fcis-31621	65	12	𝜑	𝜑	PROPN
fcis-31621	65	13	𝐵	𝐵	NOUN
fcis-31621	65	14	1	1	NUM
fcis-31621	65	15	𝐵	𝐵	NOUN
fcis-31621	65	16	𝑦	𝑦	NOUN
fcis-31621	65	17	𝜃	𝜃	PUNCT
fcis-31621	65	18	𝐵	𝐵	NOUN
fcis-31621	65	19	𝜀	𝜀	X
fcis-31621	65	20	𝐸	𝐸	PROPN
fcis-31621	65	21	𝜀	𝜀	NOUN
fcis-31621	65	22	0	0	NUM
fcis-31621	65	23	,	,	PUNCT
fcis-31621	65	24	𝑉𝑎𝑟	𝑉𝑎𝑟	PROPN
fcis-31621	65	25	𝜀	𝜀	ADP
fcis-31621	65	26	𝜎	𝜎	PROPN
fcis-31621	65	27	,	,	PUNCT
fcis-31621	65	28	𝐸	𝐸	PROPN
fcis-31621	65	29	𝜀	𝜀	NOUN
fcis-31621	65	30	𝜀	𝜀	NOUN
fcis-31621	65	31	0	0	NUM
fcis-31621	65	32	,	,	PUNCT
fcis-31621	65	33	𝑠	𝑠	PROPN
fcis-31621	65	34	𝑡	𝑡	PROPN
fcis-31621	65	35	,	,	PUNCT
fcis-31621	65	36	𝐸	𝐸	PROPN
fcis-31621	65	37	𝜀	𝜀	NOUN
fcis-31621	65	38	𝜀	𝜀	NOUN
fcis-31621	65	39	0	0	NUM
fcis-31621	65	40	,	,	PUNCT
fcis-31621	65	41	∀𝑠	∀𝑠	NOUN
fcis-31621	65	42	𝑡	𝑡	X
fcis-31621	65	43	(	(	PUNCT
fcis-31621	65	44	1	1	NUM
fcis-31621	65	45	)	)	PUNCT
fcis-31621	65	46	the	the	DET
fcis-31621	65	47	autoregressive	autoregressive	ADJ
fcis-31621	65	48	polynomial	polynomial	ADJ
fcis-31621	65	49	part	part	NOUN
fcis-31621	65	50	(	(	PUNCT
fcis-31621	65	51	ar	ar	NOUN
fcis-31621	65	52	)	)	PUNCT
fcis-31621	65	53	is	be	AUX
fcis-31621	65	54	expressed	express	VERB
fcis-31621	65	55	in	in	ADP
fcis-31621	65	56	formula	formula	NOUN
fcis-31621	65	57	,	,	PUNCT
fcis-31621	65	58	𝜑	𝜑	PROPN
fcis-31621	65	59	𝐵	𝐵	NOUN
fcis-31621	65	60	1	1	NUM
fcis-31621	65	61	𝜑	𝜑	NOUN
fcis-31621	65	62	𝐵	𝐵	NOUN
fcis-31621	65	63	𝜑	𝜑	X
fcis-31621	65	64	𝐵	𝐵	NOUN
fcis-31621	65	65	⋯	⋯	ADP
fcis-31621	65	66	𝜑	𝜑	PROPN
fcis-31621	65	67	𝐵	𝐵	PROPN
fcis-31621	65	68	,	,	PUNCT
fcis-31621	65	69	where	where	SCONJ
fcis-31621	65	70	𝜑	𝜑	NOUN
fcis-31621	65	71	,	,	PUNCT
fcis-31621	65	72	𝑖	𝑖	NOUN
fcis-31621	65	73	1,2,3	1,2,3	NOUN
fcis-31621	65	74	,	,	PUNCT
fcis-31621	65	75	.	.	PUNCT
fcis-31621	65	76	.	.	PUNCT
fcis-31621	66	1	.	.	PUNCT
fcis-31621	67	1	,	,	PUNCT
fcis-31621	67	2	𝑝	𝑝	NOUN
fcis-31621	67	3	is	be	AUX
fcis-31621	67	4	the	the	DET
fcis-31621	67	5	autoregressive	autoregressive	ADJ
fcis-31621	67	6	coefficient	coefficient	NOUN
fcis-31621	67	7	.	.	PUNCT
fcis-31621	68	1	the	the	DET
fcis-31621	68	2	polynomial	polynomial	ADJ
fcis-31621	68	3	expression	expression	NOUN
fcis-31621	68	4	for	for	ADP
fcis-31621	68	5	the	the	DET
fcis-31621	68	6	sliding	slide	VERB
fcis-31621	68	7	average	average	ADJ
fcis-31621	68	8	(	(	PUNCT
fcis-31621	68	9	ma	ma	PROPN
fcis-31621	68	10	)	)	PUNCT
fcis-31621	68	11	49	49	NUM
fcis-31621	68	12	is𝜃	is𝜃	NOUN
fcis-31621	68	13	𝐵	𝐵	NOUN
fcis-31621	68	14	1	1	NUM
fcis-31621	68	15	𝜃	𝜃	NUM
fcis-31621	68	16	𝐵	𝐵	NOUN
fcis-31621	68	17	𝜃	𝜃	NOUN
fcis-31621	68	18	𝐵	𝐵	NOUN
fcis-31621	68	19	⋯	⋯	ADP
fcis-31621	68	20	𝜃	𝜃	PROPN
fcis-31621	68	21	𝐵	𝐵	NOUN
fcis-31621	68	22	,	,	PUNCT
fcis-31621	68	23	the	the	DET
fcis-31621	68	24	moving	move	VERB
fcis-31621	68	25	average	average	ADJ
fcis-31621	68	26	coefficient	coefficient	NOUN
fcis-31621	68	27	in	in	ADP
fcis-31621	68	28	formula	formula	NOUN
fcis-31621	68	29	is𝜃	is𝜃	NOUN
fcis-31621	68	30	,	,	PUNCT
fcis-31621	68	31	𝑗	𝑗	PROPN
fcis-31621	68	32	1,2,3	1,2,3	NUM
fcis-31621	68	33	,	,	PUNCT
fcis-31621	68	34	.	.	PUNCT
fcis-31621	68	35	.	.	PUNCT
fcis-31621	68	36	.	.	PUNCT
fcis-31621	69	1	,	,	PUNCT
fcis-31621	69	2	𝑞,𝑦	𝑞,𝑦	NOUN
fcis-31621	69	3	is	be	AUX
fcis-31621	69	4	the	the	DET
fcis-31621	69	5	value	value	NOUN
fcis-31621	69	6	of	of	ADP
fcis-31621	69	7	the	the	DET
fcis-31621	69	8	time	time	NOUN
fcis-31621	69	9	series	series	NOUN
fcis-31621	69	10	at	at	ADP
fcis-31621	69	11	time	time	NOUN
fcis-31621	69	12	t	t	PROPN
fcis-31621	69	13	,	,	PUNCT
fcis-31621	69	14	and𝜀	and𝜀	NOUN
fcis-31621	69	15	is	be	AUX
fcis-31621	69	16	the	the	DET
fcis-31621	69	17	error	error	NOUN
fcis-31621	69	18	term	term	NOUN
fcis-31621	69	19	(	(	PUNCT
fcis-31621	69	20	white	white	ADJ
fcis-31621	69	21	noise	noise	NOUN
fcis-31621	69	22	)	)	PUNCT
fcis-31621	69	23	.	.	PUNCT
fcis-31621	70	1	2.1.2	2.1.2	X
fcis-31621	70	2	.	.	PUNCT
fcis-31621	70	3	garch	garch	NOUN
fcis-31621	70	4	model	model	NOUN
fcis-31621	70	5	the	the	DET
fcis-31621	70	6	garch	garch	NOUN
fcis-31621	70	7	model	model	NOUN
fcis-31621	70	8	(	(	PUNCT
fcis-31621	70	9	generalized	generalize	VERB
fcis-31621	70	10	autoregressive	autoregressive	ADJ
fcis-31621	70	11	conditional	conditional	ADJ
fcis-31621	70	12	heteroskedasticity	heteroskedasticity	NOUN
fcis-31621	70	13	model	model	NOUN
fcis-31621	70	14	)	)	PUNCT
fcis-31621	70	15	was	be	AUX
fcis-31621	70	16	developed	develop	VERB
fcis-31621	70	17	by	by	ADP
fcis-31621	70	18	bollerslev	bollerslev	NOUN
fcis-31621	70	19	in	in	ADP
fcis-31621	70	20	1986	1986	NUM
fcis-31621	70	21	based	base	VERB
fcis-31621	70	22	on	on	ADP
fcis-31621	70	23	the	the	DET
fcis-31621	70	24	arch	arch	ADJ
fcis-31621	70	25	model	model	NOUN
fcis-31621	70	26	(	(	PUNCT
fcis-31621	70	27	autoregressive	autoregressive	ADJ
fcis-31621	70	28	conditional	conditional	ADJ
fcis-31621	70	29	heteroskedasticity	heteroskedasticity	NOUN
fcis-31621	70	30	model	model	NOUN
fcis-31621	70	31	)	)	PUNCT
fcis-31621	70	32	proposed	propose	VERB
fcis-31621	70	33	by	by	ADP
fcis-31621	70	34	engle	engle	PROPN
fcis-31621	70	35	.	.	PUNCT
fcis-31621	71	1	the	the	DET
fcis-31621	71	2	garch	garch	NOUN
fcis-31621	71	3	model	model	NOUN
fcis-31621	71	4	extends	extend	VERB
fcis-31621	71	5	the	the	DET
fcis-31621	71	6	arch	arch	ADJ
fcis-31621	71	7	model	model	NOUN
fcis-31621	71	8	by	by	ADP
fcis-31621	71	9	introducing	introduce	VERB
fcis-31621	71	10	lagged	lag	VERB
fcis-31621	71	11	terms	term	NOUN
fcis-31621	71	12	to	to	AUX
fcis-31621	71	13	better	well	ADJ
fcis-31621	71	14	capture	capture	VERB
fcis-31621	71	15	volatility	volatility	NOUN
fcis-31621	71	16	clustering	cluster	VERB
fcis-31621	71	17	phenomena	phenomenon	NOUN
fcis-31621	71	18	in	in	ADP
fcis-31621	71	19	the	the	DET
fcis-31621	71	20	time	time	NOUN
fcis-31621	71	21	-	-	PUNCT
fcis-31621	71	22	series	series	NOUN
fcis-31621	71	23	data	data	PROPN
fcis-31621	71	24	.	.	PUNCT
fcis-31621	72	1	garch	garch	NOUN
fcis-31621	72	2	models	model	NOUN
fcis-31621	72	3	are	be	AUX
fcis-31621	72	4	widely	widely	ADV
fcis-31621	72	5	used	use	VERB
fcis-31621	72	6	in	in	ADP
fcis-31621	72	7	the	the	DET
fcis-31621	72	8	garch	garch	NOUN
fcis-31621	72	9	model	model	NOUN
fcis-31621	72	10	is	be	AUX
fcis-31621	72	11	widely	widely	ADV
fcis-31621	72	12	used	use	VERB
fcis-31621	72	13	in	in	ADP
fcis-31621	72	14	financial	financial	ADJ
fcis-31621	72	15	time	time	NOUN
fcis-31621	72	16	series	series	PROPN
fcis-31621	72	17	analysis	analysis	NOUN
fcis-31621	72	18	,	,	PUNCT
fcis-31621	72	19	especially	especially	ADV
fcis-31621	72	20	for	for	ADP
fcis-31621	72	21	modeling	modeling	NOUN
fcis-31621	72	22	and	and	CCONJ
fcis-31621	72	23	forecasting	forecast	VERB
fcis-31621	72	24	the	the	DET
fcis-31621	72	25	volatility	volatility	NOUN
fcis-31621	72	26	of	of	ADP
fcis-31621	72	27	asset	asset	NOUN
fcis-31621	72	28	prices	price	NOUN
fcis-31621	72	29	.	.	PUNCT
fcis-31621	73	1	the	the	DET
fcis-31621	73	2	mathematical	mathematical	ADJ
fcis-31621	73	3	expression	expression	NOUN
fcis-31621	73	4	of	of	ADP
fcis-31621	73	5	the	the	DET
fcis-31621	73	6	garch	garch	NOUN
fcis-31621	73	7	model	model	NOUN
fcis-31621	73	8	is	be	AUX
fcis-31621	73	9	usually	usually	ADV
fcis-31621	73	10	denoted	denote	VERB
fcis-31621	73	11	as	as	ADP
fcis-31621	73	12	garch(m	garch(m	NOUN
fcis-31621	73	13	,	,	PUNCT
fcis-31621	73	14	s	s	PART
fcis-31621	73	15	)	)	PUNCT
fcis-31621	73	16	,	,	PUNCT
fcis-31621	73	17	where	where	SCONJ
fcis-31621	73	18	m	m	NOUN
fcis-31621	73	19	is	be	AUX
fcis-31621	73	20	the	the	DET
fcis-31621	73	21	order	order	NOUN
fcis-31621	73	22	of	of	ADP
fcis-31621	73	23	the	the	DET
fcis-31621	73	24	arch	arch	ADJ
fcis-31621	73	25	term	term	NOUN
fcis-31621	73	26	and	and	CCONJ
fcis-31621	73	27	s	s	VERB
fcis-31621	73	28	is	be	AUX
fcis-31621	73	29	the	the	DET
fcis-31621	73	30	order	order	NOUN
fcis-31621	73	31	of	of	ADP
fcis-31621	73	32	the	the	DET
fcis-31621	73	33	garch	garch	NOUN
fcis-31621	73	34	term	term	NOUN
fcis-31621	73	35	.	.	PUNCT
fcis-31621	74	1	the	the	DET
fcis-31621	74	2	mathematical	mathematical	ADJ
fcis-31621	74	3	expression	expression	NOUN
fcis-31621	74	4	of	of	ADP
fcis-31621	74	5	the	the	DET
fcis-31621	74	6	garch	garch	NOUN
fcis-31621	74	7	model	model	NOUN
fcis-31621	74	8	is	be	AUX
fcis-31621	74	9	given	give	VERB
fcis-31621	74	10	below	below	ADV
fcis-31621	74	11	:	:	PUNCT
fcis-31621	74	12	(	(	PUNCT
fcis-31621	74	13	2	2	X
fcis-31621	74	14	)	)	PUNCT
fcis-31621	74	15	𝜎	𝜎	PROPN
fcis-31621	74	16	denotes	denote	VERB
fcis-31621	74	17	the	the	DET
fcis-31621	74	18	conditional	conditional	ADJ
fcis-31621	74	19	variance	variance	NOUN
fcis-31621	74	20	at	at	ADP
fcis-31621	74	21	time	time	NOUN
fcis-31621	74	22	t	t	PROPN
fcis-31621	74	23	also	also	ADV
fcis-31621	74	24	known	know	VERB
fcis-31621	74	25	as	as	ADP
fcis-31621	74	26	the	the	DET
fcis-31621	74	27	volatility	volatility	NOUN
fcis-31621	74	28	coefficient,𝑐is	coefficient,𝑐i	NOUN
fcis-31621	74	29	constant	constant	ADJ
fcis-31621	74	30	and	and	CCONJ
fcis-31621	74	31	not	not	PART
fcis-31621	74	32	less	less	ADJ
fcis-31621	74	33	than	than	SCONJ
fcis-31621	74	34	0.𝛼	0.𝛼	PROPN
fcis-31621	74	35	is	be	AUX
fcis-31621	74	36	the	the	DET
fcis-31621	74	37	coefficient	coefficient	NOUN
fcis-31621	74	38	of	of	ADP
fcis-31621	74	39	the	the	DET
fcis-31621	74	40	arch	arch	ADJ
fcis-31621	74	41	term	term	NOUN
fcis-31621	74	42	,	,	PUNCT
fcis-31621	74	43	which	which	PRON
fcis-31621	74	44	denotes	denote	VERB
fcis-31621	74	45	the	the	DET
fcis-31621	74	46	effect	effect	NOUN
fcis-31621	74	47	of	of	ADP
fcis-31621	74	48	the	the	DET
fcis-31621	74	49	past	past	ADJ
fcis-31621	74	50	error	error	NOUN
fcis-31621	74	51	term	term	NOUN
fcis-31621	74	52	2	2	NUM
fcis-31621	74	53	t	t	NOUN
fcis-31621	74	54	i	i	PROPN
fcis-31621	74	55			PROPN
fcis-31621	74	56	𝜀	𝜀	NOUN
fcis-31621	74	57	on	on	ADP
fcis-31621	74	58	the	the	DET
fcis-31621	74	59	current	current	ADJ
fcis-31621	74	60	volatility	volatility	NOUN
fcis-31621	74	61	.	.	PUNCT
fcis-31621	75	1	is	be	AUX
fcis-31621	75	2	the	the	DET
fcis-31621	75	3	coefficient	coefficient	NOUN
fcis-31621	75	4	of	of	ADP
fcis-31621	75	5	the	the	DET
fcis-31621	75	6	garch	garch	NOUN
fcis-31621	75	7	term,𝛽	term,𝛽	PROPN
fcis-31621	75	8	represents	represent	VERB
fcis-31621	75	9	the	the	DET
fcis-31621	75	10	effect	effect	NOUN
fcis-31621	75	11	of	of	ADP
fcis-31621	75	12	past	past	ADJ
fcis-31621	75	13	volatility𝜎	volatility𝜎	NOUN
fcis-31621	75	14	on	on	ADP
fcis-31621	75	15	current	current	ADJ
fcis-31621	75	16	volatility	volatility	NOUN
fcis-31621	75	17	.	.	PUNCT
fcis-31621	76	1	2.1.3	2.1.3	X
fcis-31621	76	2	.	.	PUNCT
fcis-31621	76	3	arima	arima	PROPN
fcis-31621	76	4	-	-	PUNCT
fcis-31621	76	5	garch	garch	NOUN
fcis-31621	76	6	mixed	mixed	ADJ
fcis-31621	76	7	models	model	NOUN
fcis-31621	76	8	the	the	DET
fcis-31621	76	9	arima	arima	NOUN
fcis-31621	76	10	-	-	PUNCT
fcis-31621	76	11	garch	garch	NOUN
fcis-31621	76	12	model	model	NOUN
fcis-31621	76	13	is	be	AUX
fcis-31621	76	14	based	base	VERB
fcis-31621	76	15	on	on	ADP
fcis-31621	76	16	is	be	AUX
fcis-31621	76	17	a	a	DET
fcis-31621	76	18	combination	combination	NOUN
fcis-31621	76	19	of	of	ADP
fcis-31621	76	20	the	the	DET
fcis-31621	76	21	arima	arima	PROPN
fcis-31621	76	22	model	model	NOUN
fcis-31621	76	23	and	and	CCONJ
fcis-31621	76	24	the	the	DET
fcis-31621	76	25	garch	garch	NOUN
fcis-31621	76	26	model	model	NOUN
fcis-31621	76	27	that	that	PRON
fcis-31621	76	28	works	work	VERB
fcis-31621	76	29	on	on	ADP
fcis-31621	76	30	data	datum	NOUN
fcis-31621	76	31	with	with	ADP
fcis-31621	76	32	linear	linear	ADJ
fcis-31621	76	33	time	time	NOUN
fcis-31621	76	34	dependence	dependence	NOUN
fcis-31621	76	35	as	as	ADV
fcis-31621	76	36	well	well	ADV
fcis-31621	76	37	as	as	ADP
fcis-31621	76	38	volatility	volatility	NOUN
fcis-31621	76	39	changes	change	NOUN
fcis-31621	76	40	.	.	PUNCT
fcis-31621	77	1	the	the	DET
fcis-31621	77	2	expression	expression	NOUN
fcis-31621	77	3	of	of	ADP
fcis-31621	77	4	the	the	DET
fcis-31621	77	5	model	model	NOUN
fcis-31621	77	6	is	be	AUX
fcis-31621	77	7	:	:	PUNCT
fcis-31621	77	8	(	(	PUNCT
fcis-31621	77	9	3	3	X
fcis-31621	77	10	)	)	PUNCT
fcis-31621	77	11	0	0	NUM
fcis-31621	77	12	∑	∑	NUM
fcis-31621	77	13	𝛼	𝛼	X
fcis-31621	77	14	∑	∑	PART
fcis-31621	77	15	𝛽	𝛽	PROPN
fcis-31621	77	16	1	1	NUM
fcis-31621	77	17	,	,	PUNCT
fcis-31621	77	18	𝜀	𝜀	PROPN
fcis-31621	77	19	denotes	denote	VERB
fcis-31621	77	20	the	the	DET
fcis-31621	77	21	random	random	ADJ
fcis-31621	77	22	error	error	NOUN
fcis-31621	77	23	term	term	NOUN
fcis-31621	77	24	,	,	PUNCT
fcis-31621	77	25	while𝑢	while𝑢	NOUN
fcis-31621	77	26	,	,	PUNCT
fcis-31621	77	27	𝑣	𝑣	PRON
fcis-31621	77	28	is	be	AUX
fcis-31621	77	29	the	the	DET
fcis-31621	77	30	garch	garch	NOUN
fcis-31621	77	31	model	model	NOUN
fcis-31621	77	32	and	and	CCONJ
fcis-31621	77	33	the	the	DET
fcis-31621	77	34	order	order	NOUN
fcis-31621	77	35	of	of	ADP
fcis-31621	77	36	the	the	DET
fcis-31621	77	37	arch	arch	ADJ
fcis-31621	77	38	model	model	NOUN
fcis-31621	77	39	.	.	PUNCT
fcis-31621	78	1	the	the	DET
fcis-31621	78	2	conditional	conditional	ADJ
fcis-31621	78	3	variance	variance	NOUN
fcis-31621	78	4	of	of	ADP
fcis-31621	78	5	2	2	NUM
fcis-31621	78	6	t	t	NOUN
fcis-31621	78	7	i	i	PROPN
fcis-31621	78	8			PROPN
fcis-31621	78	9	𝜎	𝜎	NUM
fcis-31621	78	10	,	,	PUNCT
fcis-31621	78	11	𝜀	𝜀	PROPN
fcis-31621	78	12	characterizes	characterize	VERB
fcis-31621	78	13	the	the	DET
fcis-31621	78	14	volatility	volatility	NOUN
fcis-31621	78	15	in	in	ADP
fcis-31621	78	16	the	the	DET
fcis-31621	78	17	current	current	ADJ
fcis-31621	78	18	time	time	NOUN
fcis-31621	78	19	series	series	NOUN
fcis-31621	78	20	.	.	PUNCT
fcis-31621	79	1	2.2	2.2	NUM
fcis-31621	79	2	.	.	PUNCT
fcis-31621	80	1	feasibility	feasibility	NOUN
fcis-31621	80	2	analysis	analysis	NOUN
fcis-31621	80	3	2.2.1	2.2.1	NUM
fcis-31621	80	4	.	.	PUNCT
fcis-31621	81	1	adf	adf	NOUN
fcis-31621	81	2	test	test	NOUN
fcis-31621	81	3	after	after	ADP
fcis-31621	81	4	processing	process	VERB
fcis-31621	81	5	the	the	DET
fcis-31621	81	6	property	property	NOUN
fcis-31621	81	7	data	datum	NOUN
fcis-31621	81	8	,	,	PUNCT
fcis-31621	81	9	the	the	DET
fcis-31621	81	10	adf	adf	PROPN
fcis-31621	81	11	test	test	NOUN
fcis-31621	81	12	is	be	AUX
fcis-31621	81	13	performed	perform	VERB
fcis-31621	81	14	on	on	ADP
fcis-31621	81	15	the	the	DET
fcis-31621	81	16	property	property	NOUN
fcis-31621	81	17	data	datum	NOUN
fcis-31621	81	18	using	use	VERB
fcis-31621	81	19	the	the	DET
fcis-31621	81	20	packet	packet	NOUN
fcis-31621	81	21	in	in	ADP
fcis-31621	81	22	the	the	DET
fcis-31621	81	23	tseries	tserie	NOUN
fcis-31621	81	24	function	function	VERB
fcis-31621	81	25	in	in	ADP
fcis-31621	81	26	r	r	NOUN
fcis-31621	81	27	language	language	NOUN
fcis-31621	81	28	.	.	PUNCT
fcis-31621	82	1	in	in	ADP
fcis-31621	82	2	this	this	DET
fcis-31621	82	3	test	test	NOUN
fcis-31621	82	4	,	,	PUNCT
fcis-31621	82	5	if	if	SCONJ
fcis-31621	82	6	the	the	DET
fcis-31621	82	7	p	p	ADJ
fcis-31621	82	8	-	-	PUNCT
fcis-31621	82	9	value	value	NOUN
fcis-31621	82	10	value	value	NOUN
fcis-31621	82	11	is	be	AUX
fcis-31621	82	12	less	less	ADJ
fcis-31621	82	13	than	than	ADP
fcis-31621	82	14	0.05	0.05	NUM
fcis-31621	82	15	it	it	PRON
fcis-31621	82	16	indicates	indicate	VERB
fcis-31621	82	17	that	that	SCONJ
fcis-31621	82	18	the	the	DET
fcis-31621	82	19	data	data	NOUN
fcis-31621	82	20	value	value	NOUN
fcis-31621	82	21	is	be	AUX
fcis-31621	82	22	less	less	ADJ
fcis-31621	82	23	than	than	ADP
fcis-31621	82	24	the	the	DET
fcis-31621	82	25	set	set	ADJ
fcis-31621	82	26	level	level	NOUN
fcis-31621	82	27	of	of	ADP
fcis-31621	82	28	significance	significance	NOUN
fcis-31621	82	29	and	and	CCONJ
fcis-31621	82	30	the	the	DET
fcis-31621	82	31	data	data	NOUN
fcis-31621	82	32	is	be	AUX
fcis-31621	82	33	smooth	smooth	ADJ
fcis-31621	82	34	.	.	PUNCT
fcis-31621	83	1	conversely	conversely	ADV
fcis-31621	83	2	,	,	PUNCT
fcis-31621	83	3	it	it	PRON
fcis-31621	83	4	indicates	indicate	VERB
fcis-31621	83	5	that	that	SCONJ
fcis-31621	83	6	the	the	DET
fcis-31621	83	7	data	data	NOUN
fcis-31621	83	8	is	be	AUX
fcis-31621	83	9	a	a	DET
fcis-31621	83	10	non	non	ADJ
fcis-31621	83	11	-	-	ADJ
fcis-31621	83	12	stationary	stationary	ADJ
fcis-31621	83	13	series	series	NOUN
fcis-31621	83	14	.	.	PUNCT
fcis-31621	84	1	if	if	SCONJ
fcis-31621	84	2	in	in	ADP
fcis-31621	84	3	the	the	DET
fcis-31621	84	4	test	test	NOUN
fcis-31621	84	5	the	the	DET
fcis-31621	84	6	data	data	NOUN
fcis-31621	84	7	is	be	AUX
fcis-31621	84	8	non	non	ADJ
fcis-31621	84	9	-	-	ADJ
fcis-31621	84	10	smooth	smooth	ADJ
fcis-31621	84	11	,	,	PUNCT
fcis-31621	84	12	then	then	ADV
fcis-31621	84	13	the	the	DET
fcis-31621	84	14	data	datum	NOUN
fcis-31621	84	15	needs	need	VERB
fcis-31621	84	16	to	to	PART
fcis-31621	84	17	be	be	AUX
fcis-31621	84	18	differenced	difference	VERB
fcis-31621	84	19	.	.	PUNCT
fcis-31621	85	1	2.2.2	2.2.2	X
fcis-31621	85	2	.	.	X
fcis-31621	85	3	tests	test	NOUN
fcis-31621	85	4	for	for	ADP
fcis-31621	85	5	non	non	ADJ
fcis-31621	85	6	-	-	ADJ
fcis-31621	85	7	stationary	stationary	ADJ
fcis-31621	85	8	data	datum	NOUN
fcis-31621	85	9	after	after	ADP
fcis-31621	85	10	determining	determine	VERB
fcis-31621	85	11	whether	whether	SCONJ
fcis-31621	85	12	the	the	DET
fcis-31621	85	13	data	datum	NOUN
fcis-31621	85	14	is	be	AUX
fcis-31621	85	15	smooth	smooth	ADJ
fcis-31621	85	16	or	or	CCONJ
fcis-31621	85	17	not	not	PART
fcis-31621	85	18	,	,	PUNCT
fcis-31621	85	19	the	the	DET
fcis-31621	85	20	data	datum	NOUN
fcis-31621	85	21	can	can	AUX
fcis-31621	85	22	be	be	AUX
fcis-31621	85	23	subjected	subject	VERB
fcis-31621	85	24	to	to	ADP
fcis-31621	85	25	the	the	DET
fcis-31621	85	26	acf	acf	PROPN
fcis-31621	85	27	test	test	NOUN
fcis-31621	85	28	aka	aka	ADV
fcis-31621	85	29	autocorrelation	autocorrelation	NOUN
fcis-31621	85	30	function	function	NOUN
fcis-31621	85	31	and	and	CCONJ
fcis-31621	85	32	the	the	DET
fcis-31621	85	33	pacf	pacf	NOUN
fcis-31621	85	34	test	test	NOUN
fcis-31621	85	35	aka	aka	ADV
fcis-31621	85	36	bias	bias	VERB
fcis-31621	85	37	off	off	ADP
fcis-31621	85	38	function	function	NOUN
fcis-31621	85	39	.	.	PUNCT
fcis-31621	86	1	the	the	DET
fcis-31621	86	2	acf	acf	PROPN
fcis-31621	86	3	demonstrates	demonstrate	VERB
fcis-31621	86	4	the	the	DET
fcis-31621	86	5	overall	overall	ADJ
fcis-31621	86	6	correlation	correlation	NOUN
fcis-31621	86	7	between	between	ADP
fcis-31621	86	8	the	the	DET
fcis-31621	86	9	observations	observation	NOUN
fcis-31621	86	10	in	in	ADP
fcis-31621	86	11	the	the	DET
fcis-31621	86	12	time	time	NOUN
fcis-31621	86	13	series	series	NOUN
fcis-31621	86	14	and	and	CCONJ
fcis-31621	86	15	the	the	DET
fcis-31621	86	16	past	past	NOUN
fcis-31621	86	17	.	.	PUNCT
fcis-31621	87	1	whereas	whereas	SCONJ
fcis-31621	87	2	the	the	DET
fcis-31621	87	3	pacf	pacf	NOUN
fcis-31621	87	4	test	test	NOUN
fcis-31621	87	5	demonstrates	demonstrate	VERB
fcis-31621	87	6	the	the	DET
fcis-31621	87	7	direct	direct	ADJ
fcis-31621	87	8	correlation	correlation	NOUN
fcis-31621	87	9	between	between	ADP
fcis-31621	87	10	observations	observation	NOUN
fcis-31621	87	11	and	and	CCONJ
fcis-31621	87	12	a	a	DET
fcis-31621	87	13	specific	specific	ADJ
fcis-31621	87	14	lagged	lag	VERB
fcis-31621	87	15	posterior	posterior	ADJ
fcis-31621	87	16	term	term	NOUN
fcis-31621	87	17	by	by	ADP
fcis-31621	87	18	removing	remove	VERB
fcis-31621	87	19	the	the	DET
fcis-31621	87	20	effect	effect	NOUN
fcis-31621	87	21	of	of	ADP
fcis-31621	87	22	the	the	DET
fcis-31621	87	23	intermediate	intermediate	ADJ
fcis-31621	87	24	term	term	NOUN
fcis-31621	87	25	.	.	PUNCT
fcis-31621	88	1	for	for	ADP
fcis-31621	88	2	the	the	DET
fcis-31621	88	3	arima	arima	PROPN
fcis-31621	88	4	model	model	NOUN
fcis-31621	88	5	,	,	PUNCT
fcis-31621	88	6	the	the	DET
fcis-31621	88	7	model	model	NOUN
fcis-31621	88	8	fits	fit	VERB
fcis-31621	88	9	the	the	DET
fcis-31621	88	10	data	datum	NOUN
fcis-31621	88	11	better	well	ADV
fcis-31621	88	12	when	when	SCONJ
fcis-31621	88	13	appropriate	appropriate	ADJ
fcis-31621	88	14	values	value	NOUN
fcis-31621	88	15	of	of	ADP
fcis-31621	88	16	p	p	NOUN
fcis-31621	88	17	(	(	PUNCT
fcis-31621	88	18	autoregressive	autoregressive	ADJ
fcis-31621	88	19	order	order	NOUN
fcis-31621	88	20	)	)	PUNCT
fcis-31621	88	21	and	and	CCONJ
fcis-31621	88	22	q	q	X
fcis-31621	88	23	(	(	PUNCT
fcis-31621	88	24	moving	move	VERB
fcis-31621	88	25	average	average	ADJ
fcis-31621	88	26	order	order	NOUN
fcis-31621	88	27	)	)	PUNCT
fcis-31621	88	28	are	be	AUX
fcis-31621	88	29	determined	determine	VERB
fcis-31621	88	30	by	by	ADP
fcis-31621	88	31	the	the	DET
fcis-31621	88	32	acf	acf	PROPN
fcis-31621	88	33	and	and	CCONJ
fcis-31621	88	34	pacf	pacf	NOUN
fcis-31621	88	35	tests	test	NOUN
fcis-31621	88	36	.	.	PUNCT
fcis-31621	89	1	for	for	ADP
fcis-31621	89	2	example	example	NOUN
fcis-31621	89	3	,	,	PUNCT
fcis-31621	89	4	if	if	SCONJ
fcis-31621	89	5	the	the	DET
fcis-31621	89	6	acf	acf	NOUN
fcis-31621	89	7	is	be	AUX
fcis-31621	89	8	trailing	trail	VERB
fcis-31621	89	9	and	and	CCONJ
fcis-31621	89	10	the	the	DET
fcis-31621	89	11	pacf	pacf	NOUN
fcis-31621	89	12	is	be	AUX
fcis-31621	89	13	truncated	truncate	VERB
fcis-31621	89	14	after	after	ADP
fcis-31621	89	15	a	a	DET
fcis-31621	89	16	certain	certain	ADJ
fcis-31621	89	17	order	order	NOUN
fcis-31621	89	18	,	,	PUNCT
fcis-31621	89	19	the	the	DET
fcis-31621	89	20	p	p	NOUN
fcis-31621	89	21	value	value	NOUN
fcis-31621	89	22	can	can	AUX
fcis-31621	89	23	be	be	AUX
fcis-31621	89	24	determined	determine	VERB
fcis-31621	89	25	accordingly	accordingly	ADV
fcis-31621	89	26	;	;	PUNCT
fcis-31621	89	27	conversely	conversely	ADV
fcis-31621	89	28	,	,	PUNCT
fcis-31621	89	29	if	if	SCONJ
fcis-31621	89	30	the	the	DET
fcis-31621	89	31	pacf	pacf	NOUN
fcis-31621	89	32	is	be	AUX
fcis-31621	89	33	trailing	trail	VERB
fcis-31621	89	34	and	and	CCONJ
fcis-31621	89	35	the	the	DET
fcis-31621	89	36	acf	acf	NOUN
fcis-31621	89	37	is	be	AUX
fcis-31621	89	38	truncated	truncate	VERB
fcis-31621	89	39	after	after	ADP
fcis-31621	89	40	a	a	DET
fcis-31621	89	41	certain	certain	ADJ
fcis-31621	89	42	order	order	NOUN
fcis-31621	89	43	,	,	PUNCT
fcis-31621	89	44	it	it	PRON
fcis-31621	89	45	helps	help	VERB
fcis-31621	89	46	to	to	PART
fcis-31621	89	47	determine	determine	VERB
fcis-31621	89	48	the	the	DET
fcis-31621	89	49	q	q	NOUN
fcis-31621	89	50	value	value	NOUN
fcis-31621	89	51	.	.	PUNCT
fcis-31621	90	1	2.2.3	2.2.3	X
fcis-31621	90	2	.	.	PUNCT
fcis-31621	91	1	arima	arima	PROPN
fcis-31621	91	2	modeling	model	VERB
fcis-31621	91	3	the	the	DET
fcis-31621	91	4	smoothness	smoothness	NOUN
fcis-31621	91	5	of	of	ADP
fcis-31621	91	6	the	the	DET
fcis-31621	91	7	data	datum	NOUN
fcis-31621	91	8	needs	need	VERB
fcis-31621	91	9	to	to	PART
fcis-31621	91	10	be	be	AUX
fcis-31621	91	11	taken	take	VERB
fcis-31621	91	12	care	care	NOUN
fcis-31621	91	13	of	of	ADP
fcis-31621	91	14	while	while	SCONJ
fcis-31621	91	15	building	build	VERB
fcis-31621	91	16	the	the	DET
fcis-31621	91	17	arima	arima	PROPN
fcis-31621	91	18	model	model	NOUN
fcis-31621	91	19	.	.	PUNCT
fcis-31621	92	1	if	if	SCONJ
fcis-31621	92	2	the	the	DET
fcis-31621	92	3	data	datum	NOUN
fcis-31621	92	4	is	be	AUX
fcis-31621	92	5	determined	determine	VERB
fcis-31621	92	6	to	to	PART
fcis-31621	92	7	be	be	AUX
fcis-31621	92	8	smooth	smooth	ADJ
fcis-31621	92	9	data	datum	NOUN
fcis-31621	92	10	before	before	SCONJ
fcis-31621	92	11	the	the	DET
fcis-31621	92	12	difference	difference	NOUN
fcis-31621	92	13	is	be	AUX
fcis-31621	92	14	performed	perform	VERB
fcis-31621	92	15	,	,	PUNCT
fcis-31621	92	16	the	the	DET
fcis-31621	92	17	data	datum	NOUN
fcis-31621	92	18	can	can	AUX
fcis-31621	92	19	be	be	AUX
fcis-31621	92	20	directly	directly	ADV
fcis-31621	92	21	arima	arima	NOUN
fcis-31621	92	22	modeling	modeling	NOUN
fcis-31621	92	23	in	in	ADP
fcis-31621	92	24	the	the	DET
fcis-31621	92	25	establishment	establishment	NOUN
fcis-31621	92	26	.	.	PUNCT
fcis-31621	93	1	if	if	SCONJ
fcis-31621	93	2	the	the	DET
fcis-31621	93	3	data	datum	NOUN
fcis-31621	93	4	is	be	AUX
fcis-31621	93	5	determined	determine	VERB
fcis-31621	93	6	to	to	PART
fcis-31621	93	7	be	be	AUX
fcis-31621	93	8	non	non	ADJ
fcis-31621	93	9	-	-	ADJ
fcis-31621	93	10	stationary	stationary	ADJ
fcis-31621	93	11	data	datum	NOUN
fcis-31621	93	12	,	,	PUNCT
fcis-31621	93	13	it	it	PRON
fcis-31621	93	14	is	be	AUX
fcis-31621	93	15	necessary	necessary	ADJ
fcis-31621	93	16	to	to	PART
fcis-31621	93	17	build	build	VERB
fcis-31621	93	18	an	an	DET
fcis-31621	93	19	arima	arima	NOUN
fcis-31621	93	20	model	model	NOUN
fcis-31621	93	21	based	base	VERB
fcis-31621	93	22	on	on	ADP
fcis-31621	93	23	the	the	DET
fcis-31621	93	24	differenced	difference	VERB
fcis-31621	93	25	data	datum	NOUN
fcis-31621	93	26	after	after	SCONJ
fcis-31621	93	27	the	the	DET
fcis-31621	93	28	data	data	NOUN
fcis-31621	93	29	is	be	AUX
fcis-31621	93	30	differenced	difference	VERB
fcis-31621	93	31	.	.	PUNCT
fcis-31621	94	1	after	after	ADP
fcis-31621	94	2	determining	determine	VERB
fcis-31621	94	3	the	the	DET
fcis-31621	94	4	arima	arima	PROPN
fcis-31621	94	5	model	model	NOUN
fcis-31621	94	6	use	use	VERB
fcis-31621	94	7	the	the	DET
fcis-31621	94	8	ljing	ljing	NOUN
fcis-31621	94	9	-	-	PUNCT
fcis-31621	94	10	box	box	NOUN
fcis-31621	94	11	test	test	NOUN
fcis-31621	94	12	to	to	PART
fcis-31621	94	13	perform	perform	VERB
fcis-31621	94	14	a	a	DET
fcis-31621	94	15	white	white	ADJ
fcis-31621	94	16	noise	noise	NOUN
fcis-31621	94	17	test	test	NOUN
fcis-31621	94	18	on	on	ADP
fcis-31621	94	19	the	the	DET
fcis-31621	94	20	residual	residual	ADJ
fcis-31621	94	21	values	value	NOUN
fcis-31621	94	22	.	.	PUNCT
fcis-31621	95	1	if	if	SCONJ
fcis-31621	95	2	the	the	DET
fcis-31621	95	3	white	white	PROPN
fcis-31621	95	4	noise	noise	PROPN
fcis-31621	95	5	test	test	NOUN
fcis-31621	95	6	is	be	AUX
fcis-31621	95	7	passed	pass	VERB
fcis-31621	95	8	,	,	PUNCT
fcis-31621	95	9	that	that	ADV
fcis-31621	95	10	is	is	ADV
fcis-31621	95	11	,	,	PUNCT
fcis-31621	95	12	the	the	DET
fcis-31621	95	13	p	p	NOUN
fcis-31621	95	14	-	-	PUNCT
fcis-31621	95	15	value	value	NOUN
fcis-31621	95	16	is	be	AUX
fcis-31621	95	17	greater	great	ADJ
fcis-31621	95	18	than	than	ADP
fcis-31621	95	19	0.05	0.05	NUM
fcis-31621	95	20	,	,	PUNCT
fcis-31621	95	21	it	it	PRON
fcis-31621	95	22	means	mean	VERB
fcis-31621	95	23	that	that	SCONJ
fcis-31621	95	24	there	there	PRON
fcis-31621	95	25	is	be	VERB
fcis-31621	95	26	no	no	DET
fcis-31621	95	27	autocorrelation	autocorrelation	NOUN
fcis-31621	95	28	in	in	ADP
fcis-31621	95	29	the	the	DET
fcis-31621	95	30	residual	residual	ADJ
fcis-31621	95	31	values	value	NOUN
fcis-31621	95	32	,	,	PUNCT
fcis-31621	95	33	and	and	CCONJ
fcis-31621	95	34	the	the	DET
fcis-31621	95	35	construction	construction	NOUN
fcis-31621	95	36	of	of	ADP
fcis-31621	95	37	arima	arima	PROPN
fcis-31621	95	38	model	model	NOUN
fcis-31621	95	39	is	be	AUX
fcis-31621	95	40	effective	effective	ADJ
fcis-31621	95	41	.	.	PUNCT
fcis-31621	96	1	on	on	ADP
fcis-31621	96	2	the	the	DET
fcis-31621	96	3	contrary	contrary	NOUN
fcis-31621	96	4	,	,	PUNCT
fcis-31621	96	5	the	the	DET
fcis-31621	96	6	arima	arima	PROPN
fcis-31621	96	7	model	model	NOUN
fcis-31621	96	8	needs	need	VERB
fcis-31621	96	9	to	to	PART
fcis-31621	96	10	be	be	AUX
fcis-31621	96	11	improved	improve	VERB
fcis-31621	96	12	.	.	PUNCT
fcis-31621	97	1	in	in	ADP
fcis-31621	97	2	constructing	construct	VERB
fcis-31621	97	3	arima	arima	NOUN
fcis-31621	97	4	model	model	NOUN
fcis-31621	97	5	,	,	PUNCT
fcis-31621	97	6	the	the	DET
fcis-31621	97	7	best	good	ADJ
fcis-31621	97	8	arima	arima	NOUN
fcis-31621	97	9	model	model	NOUN
fcis-31621	97	10	can	can	AUX
fcis-31621	97	11	be	be	AUX
fcis-31621	97	12	determined	determine	VERB
fcis-31621	97	13	by	by	ADP
fcis-31621	97	14	aic	aic	PROPN
fcis-31621	97	15	and	and	CCONJ
fcis-31621	97	16	bic	bic	PROPN
fcis-31621	97	17	.	.	PUNCT
fcis-31621	98	1	2.2.4	2.2.4	NUM
fcis-31621	98	2	.	.	PUNCT
fcis-31621	98	3	arch	arch	ADJ
fcis-31621	98	4	test	test	NOUN
fcis-31621	98	5	the	the	DET
fcis-31621	98	6	arch	arch	ADJ
fcis-31621	98	7	test	test	NOUN
fcis-31621	98	8	is	be	AUX
fcis-31621	98	9	an	an	DET
fcis-31621	98	10	autoregressive	autoregressive	ADJ
fcis-31621	98	11	heteroskedasticity	heteroskedasticity	NOUN
fcis-31621	98	12	test	test	NOUN
fcis-31621	98	13	performed	perform	VERB
fcis-31621	98	14	before	before	ADP
fcis-31621	98	15	constructing	construct	VERB
fcis-31621	98	16	the	the	DET
fcis-31621	98	17	garch	garch	NOUN
fcis-31621	98	18	model	model	NOUN
fcis-31621	98	19	,	,	PUNCT
fcis-31621	98	20	which	which	PRON
fcis-31621	98	21	tests	test	VERB
fcis-31621	98	22	the	the	DET
fcis-31621	98	23	residuals	residual	NOUN
fcis-31621	98	24	of	of	ADP
fcis-31621	98	25	the	the	DET
fcis-31621	98	26	arima	arima	NOUN
fcis-31621	98	27	model	model	NOUN
fcis-31621	98	28	on	on	ADP
fcis-31621	98	29	the	the	DET
fcis-31621	98	30	basis	basis	NOUN
fcis-31621	98	31	of	of	ADP
fcis-31621	98	32	the	the	DET
fcis-31621	98	33	best	good	ADJ
fcis-31621	98	34	arima	arima	PROPN
fcis-31621	98	35	model	model	NOUN
fcis-31621	98	36	.	.	PUNCT
fcis-31621	99	1	if	if	SCONJ
fcis-31621	99	2	the	the	DET
fcis-31621	99	3	p	p	NOUN
fcis-31621	99	4	-	-	PUNCT
fcis-31621	99	5	value	value	NOUN
fcis-31621	99	6	is	be	AUX
fcis-31621	99	7	less	less	ADJ
fcis-31621	99	8	than	than	ADP
fcis-31621	99	9	the	the	DET
fcis-31621	99	10	significant	significant	ADJ
fcis-31621	99	11	level	level	NOUN
fcis-31621	99	12	,	,	PUNCT
fcis-31621	99	13	it	it	PRON
fcis-31621	99	14	means	mean	VERB
fcis-31621	99	15	that	that	SCONJ
fcis-31621	99	16	there	there	PRON
fcis-31621	99	17	is	be	VERB
fcis-31621	99	18	arch	arch	ADJ
fcis-31621	99	19	effect	effect	NOUN
fcis-31621	99	20	and	and	CCONJ
fcis-31621	99	21	it	it	PRON
fcis-31621	99	22	is	be	AUX
fcis-31621	99	23	suitable	suitable	ADJ
fcis-31621	99	24	for	for	ADP
fcis-31621	99	25	constructing	construct	VERB
fcis-31621	99	26	garch	garch	NOUN
fcis-31621	99	27	model	model	NOUN
fcis-31621	99	28	.	.	PUNCT
fcis-31621	100	1	2.2.5	2.2.5	X
fcis-31621	100	2	.	.	X
fcis-31621	100	3	garch	garch	NOUN
fcis-31621	100	4	modeling	modeling	NOUN
fcis-31621	100	5	before	before	ADP
fcis-31621	100	6	establishing	establish	VERB
fcis-31621	100	7	the	the	DET
fcis-31621	100	8	garch	garch	NOUN
fcis-31621	100	9	model	model	NOUN
fcis-31621	100	10	,	,	PUNCT
fcis-31621	100	11	it	it	PRON
fcis-31621	100	12	is	be	AUX
fcis-31621	100	13	necessary	necessary	ADJ
fcis-31621	100	14	to	to	PART
fcis-31621	100	15	establish	establish	VERB
fcis-31621	100	16	the	the	DET
fcis-31621	100	17	arma	arma	PROPN
fcis-31621	100	18	mean	mean	PROPN
fcis-31621	100	19	model	model	NOUN
fcis-31621	100	20	to	to	PART
fcis-31621	100	21	get	get	VERB
fcis-31621	100	22	the	the	DET
fcis-31621	100	23	residual	residual	ADJ
fcis-31621	100	24	value	value	NOUN
fcis-31621	100	25	and	and	CCONJ
fcis-31621	100	26	on	on	ADP
fcis-31621	100	27	this	this	DET
fcis-31621	100	28	basis	basis	NOUN
fcis-31621	100	29	based	base	VERB
fcis-31621	100	30	on	on	ADP
fcis-31621	100	31	the	the	DET
fcis-31621	100	32	judgment	judgment	NOUN
fcis-31621	100	33	of	of	ADP
fcis-31621	100	34	arch	arch	ADJ
fcis-31621	100	35	test	test	NOUN
fcis-31621	100	36	passed	pass	VERB
fcis-31621	100	37	,	,	PUNCT
fcis-31621	100	38	the	the	DET
fcis-31621	100	39	establishment	establishment	NOUN
fcis-31621	100	40	of	of	ADP
fcis-31621	100	41	the	the	DET
fcis-31621	100	42	garch	garch	NOUN
fcis-31621	100	43	model	model	NOUN
fcis-31621	100	44	is	be	AUX
fcis-31621	100	45	feasible	feasible	ADJ
fcis-31621	100	46	.	.	PUNCT
fcis-31621	101	1	if	if	SCONJ
fcis-31621	101	2	the	the	DET
fcis-31621	101	3	arch	arch	ADJ
fcis-31621	101	4	test	test	NOUN
fcis-31621	101	5	does	do	AUX
fcis-31621	101	6	not	not	PART
fcis-31621	101	7	pass	pass	VERB
fcis-31621	101	8	then	then	ADV
fcis-31621	101	9	it	it	PRON
fcis-31621	101	10	proves	prove	VERB
fcis-31621	101	11	that	that	SCONJ
fcis-31621	101	12	the	the	DET
fcis-31621	101	13	established	establish	VERB
fcis-31621	101	14	arma	arma	NOUN
fcis-31621	101	15	model	model	NOUN
fcis-31621	101	16	or	or	CCONJ
fcis-31621	101	17	arima	arima	PROPN
fcis-31621	101	18	model	model	NOUN
fcis-31621	101	19	does	do	AUX
fcis-31621	101	20	not	not	PART
fcis-31621	101	21	have	have	VERB
fcis-31621	101	22	heteroskedasticity	heteroskedasticity	NOUN
fcis-31621	101	23	,	,	PUNCT
fcis-31621	101	24	and	and	CCONJ
fcis-31621	101	25	the	the	DET
fcis-31621	101	26	garch	garch	NOUN
fcis-31621	101	27	model	model	NOUN
fcis-31621	101	28	is	be	AUX
fcis-31621	101	29	not	not	PART
fcis-31621	101	30	feasible	feasible	ADJ
fcis-31621	101	31	.	.	PUNCT
fcis-31621	102	1	after	after	ADP
fcis-31621	102	2	constructing	construct	VERB
fcis-31621	102	3	the	the	DET
fcis-31621	102	4	garch	garch	NOUN
fcis-31621	102	5	model	model	NOUN
fcis-31621	102	6	it	it	PRON
fcis-31621	102	7	is	be	AUX
fcis-31621	102	8	necessary	necessary	ADJ
fcis-31621	102	9	to	to	PART
fcis-31621	102	10	conduct	conduct	VERB
fcis-31621	102	11	box	box	NOUN
fcis-31621	102	12	-	-	PUNCT
fcis-31621	102	13	test	test	NOUN
fcis-31621	102	14	test	test	NOUN
fcis-31621	102	15	on	on	ADP
fcis-31621	102	16	the	the	DET
fcis-31621	102	17	garch	garch	NOUN
fcis-31621	102	18	model	model	NOUN
fcis-31621	102	19	.	.	PUNCT
fcis-31621	103	1	if	if	SCONJ
fcis-31621	103	2	the	the	DET
fcis-31621	103	3	residual	residual	ADJ
fcis-31621	103	4	values	value	NOUN
fcis-31621	103	5	pass	pass	VERB
fcis-31621	103	6	the	the	DET
fcis-31621	103	7	test	test	NOUN
fcis-31621	103	8	it	it	PRON
fcis-31621	103	9	indicates	indicate	VERB
fcis-31621	103	10	that	that	SCONJ
fcis-31621	103	11	the	the	DET
fcis-31621	103	12	model	model	NOUN
fcis-31621	103	13	has	have	AUX
fcis-31621	103	14	adequately	adequately	ADV
fcis-31621	103	15	captured	capture	VERB
fcis-31621	103	16	the	the	DET
fcis-31621	103	17	volatility	volatility	NOUN
fcis-31621	103	18	characteristics	characteristic	NOUN
fcis-31621	103	19	of	of	ADP
fcis-31621	103	20	the	the	DET
fcis-31621	103	21	data	datum	NOUN
fcis-31621	103	22	and	and	CCONJ
fcis-31621	103	23	the	the	DET
fcis-31621	103	24	garch	garch	NOUN
fcis-31621	103	25	model	model	NOUN
fcis-31621	103	26	is	be	AUX
fcis-31621	103	27	reliable	reliable	ADJ
fcis-31621	103	28	.	.	PUNCT
fcis-31621	104	1	50	50	NUM
fcis-31621	104	2	3	3	NUM
fcis-31621	104	3	.	.	PUNCT
fcis-31621	104	4	experimental	experimental	ADJ
fcis-31621	104	5	results	result	NOUN
fcis-31621	104	6	3.1	3.1	NUM
fcis-31621	104	7	.	.	PUNCT
fcis-31621	105	1	data	datum	NOUN
fcis-31621	105	2	preparation	preparation	NOUN
fcis-31621	105	3	the	the	DET
fcis-31621	105	4	collected	collect	VERB
fcis-31621	105	5	average	average	ADJ
fcis-31621	105	6	price	price	NOUN
fcis-31621	105	7	of	of	ADP
fcis-31621	105	8	residential	residential	ADJ
fcis-31621	105	9	transactions	transaction	NOUN
fcis-31621	105	10	in	in	ADP
fcis-31621	105	11	guiyang	guiyang	PROPN
fcis-31621	105	12	from	from	ADP
fcis-31621	105	13	january	january	PROPN
fcis-31621	105	14	2019	2019	NUM
fcis-31621	105	15	to	to	ADP
fcis-31621	105	16	december	december	PROPN
fcis-31621	105	17	2024	2024	NUM
fcis-31621	105	18	was	be	AUX
fcis-31621	105	19	viewed	view	VERB
fcis-31621	105	20	by	by	ADP
fcis-31621	105	21	plotting	plot	VERB
fcis-31621	105	22	the	the	DET
fcis-31621	105	23	icon	icon	NOUN
fcis-31621	105	24	through	through	ADP
fcis-31621	105	25	r	r	NOUN
fcis-31621	105	26	software	software	NOUN
fcis-31621	105	27	to	to	PART
fcis-31621	105	28	see	see	VERB
fcis-31621	105	29	its	its	PRON
fcis-31621	105	30	changes	change	NOUN
fcis-31621	105	31	as	as	ADP
fcis-31621	105	32	in	in	ADP
fcis-31621	105	33	figure	figure	NOUN
fcis-31621	105	34	1	1	NUM
fcis-31621	105	35	.	.	PUNCT
fcis-31621	105	36	initially	initially	ADV
fcis-31621	105	37	,	,	PUNCT
fcis-31621	105	38	it	it	PRON
fcis-31621	105	39	is	be	AUX
fcis-31621	105	40	judged	judge	VERB
fcis-31621	105	41	that	that	SCONJ
fcis-31621	105	42	the	the	DET
fcis-31621	105	43	data	datum	NOUN
fcis-31621	105	44	may	may	AUX
fcis-31621	105	45	have	have	VERB
fcis-31621	105	46	seasonal	seasonal	ADJ
fcis-31621	105	47	factors	factor	NOUN
fcis-31621	105	48	.	.	PUNCT
fcis-31621	106	1	figure	figure	NOUN
fcis-31621	106	2	1	1	NUM
fcis-31621	106	3	.	.	PUNCT
fcis-31621	106	4	average	average	ADJ
fcis-31621	106	5	price	price	NOUN
fcis-31621	106	6	of	of	ADP
fcis-31621	106	7	residential	residential	ADJ
fcis-31621	106	8	units	unit	NOUN
fcis-31621	106	9	sold	sell	VERB
fcis-31621	106	10	in	in	ADP
fcis-31621	106	11	guiyang	guiyang	PROPN
fcis-31621	106	12	3.2	3.2	NUM
fcis-31621	106	13	.	.	PUNCT
fcis-31621	107	1	autocorrelation	autocorrelation	NOUN
fcis-31621	107	2	test	test	NOUN
fcis-31621	107	3	before	before	ADP
fcis-31621	107	4	conducting	conduct	VERB
fcis-31621	107	5	the	the	DET
fcis-31621	107	6	autocorrelation	autocorrelation	NOUN
fcis-31621	107	7	test	test	NOUN
fcis-31621	107	8	,	,	PUNCT
fcis-31621	107	9	the	the	DET
fcis-31621	107	10	original	original	ADJ
fcis-31621	107	11	hypothesis	hypothesis	NOUN
fcis-31621	107	12	needs	need	VERB
fcis-31621	107	13	to	to	PART
fcis-31621	107	14	be	be	AUX
fcis-31621	107	15	established	establish	VERB
fcis-31621	107	16	that	that	SCONJ
fcis-31621	107	17	the	the	DET
fcis-31621	107	18	time	time	NOUN
fcis-31621	107	19	series	series	PROPN
fcis-31621	107	20	is	be	AUX
fcis-31621	107	21	a	a	DET
fcis-31621	107	22	non	non	ADJ
fcis-31621	107	23	-	-	ADJ
fcis-31621	107	24	stationary	stationary	ADJ
fcis-31621	107	25	time	time	NOUN
fcis-31621	107	26	series	series	NOUN
fcis-31621	107	27	.	.	PUNCT
fcis-31621	108	1	based	base	VERB
fcis-31621	108	2	on	on	ADP
fcis-31621	108	3	the	the	DET
fcis-31621	108	4	results	result	NOUN
fcis-31621	108	5	of	of	ADP
fcis-31621	108	6	the	the	DET
fcis-31621	108	7	adf	adf	NOUN
fcis-31621	108	8	test	test	NOUN
fcis-31621	108	9	on	on	ADP
fcis-31621	108	10	the	the	DET
fcis-31621	108	11	original	original	ADJ
fcis-31621	108	12	data	datum	NOUN
fcis-31621	108	13	the	the	DET
fcis-31621	108	14	p	p	NOUN
fcis-31621	108	15	-	-	PUNCT
fcis-31621	108	16	value	value	NOUN
fcis-31621	108	17	is	be	AUX
fcis-31621	108	18	greater	great	ADJ
fcis-31621	108	19	than	than	ADP
fcis-31621	108	20	0.05	0.05	NUM
fcis-31621	108	21	,	,	PUNCT
fcis-31621	108	22	therefore	therefore	ADV
fcis-31621	108	23	the	the	DET
fcis-31621	108	24	original	original	ADJ
fcis-31621	108	25	hypothesis	hypothesis	NOUN
fcis-31621	108	26	can	can	AUX
fcis-31621	108	27	not	not	PART
fcis-31621	108	28	be	be	AUX
fcis-31621	108	29	rejected	reject	VERB
fcis-31621	108	30	and	and	CCONJ
fcis-31621	108	31	the	the	DET
fcis-31621	108	32	data	datum	NOUN
fcis-31621	108	33	is	be	AUX
fcis-31621	108	34	non	non	ADJ
fcis-31621	108	35	-	-	ADJ
fcis-31621	108	36	stationary	stationary	ADJ
fcis-31621	108	37	.	.	PUNCT
fcis-31621	109	1	after	after	ADP
fcis-31621	109	2	doing	do	VERB
fcis-31621	109	3	first	first	ADJ
fcis-31621	109	4	-	-	PUNCT
fcis-31621	109	5	order	order	NOUN
fcis-31621	109	6	differencing	differencing	NOUN
fcis-31621	109	7	on	on	ADP
fcis-31621	109	8	the	the	DET
fcis-31621	109	9	original	original	ADJ
fcis-31621	109	10	data	datum	NOUN
fcis-31621	109	11	,	,	PUNCT
fcis-31621	109	12	the	the	DET
fcis-31621	109	13	result	result	NOUN
fcis-31621	109	14	of	of	ADP
fcis-31621	109	15	adf	adf	PROPN
fcis-31621	109	16	test	test	NOUN
fcis-31621	109	17	on	on	ADP
fcis-31621	109	18	the	the	DET
fcis-31621	109	19	differenced	difference	VERB
fcis-31621	109	20	data	datum	NOUN
fcis-31621	109	21	p	p	NOUN
fcis-31621	109	22	-	-	PUNCT
fcis-31621	109	23	value	value	NOUN
fcis-31621	109	24	is	be	AUX
fcis-31621	109	25	less	less	ADJ
fcis-31621	109	26	than	than	ADP
fcis-31621	109	27	0.05	0.05	NUM
fcis-31621	109	28	,	,	PUNCT
fcis-31621	109	29	so	so	CCONJ
fcis-31621	109	30	the	the	DET
fcis-31621	109	31	original	original	ADJ
fcis-31621	109	32	hypothesis	hypothesis	NOUN
fcis-31621	109	33	needs	need	VERB
fcis-31621	109	34	to	to	PART
fcis-31621	109	35	be	be	AUX
fcis-31621	109	36	rejected	reject	VERB
fcis-31621	109	37	and	and	CCONJ
fcis-31621	109	38	the	the	DET
fcis-31621	109	39	differenced	differenced	ADJ
fcis-31621	109	40	data	datum	NOUN
fcis-31621	109	41	is	be	AUX
fcis-31621	109	42	determined	determine	VERB
fcis-31621	109	43	as	as	ADP
fcis-31621	109	44	a	a	DET
fcis-31621	109	45	smooth	smooth	ADJ
fcis-31621	109	46	time	time	NOUN
fcis-31621	109	47	series	series	NOUN
fcis-31621	109	48	based	base	VERB
fcis-31621	109	49	on	on	ADP
fcis-31621	109	50	unit	unit	NOUN
fcis-31621	109	51	root	root	PROPN
fcis-31621	109	52	test	test	NOUN
fcis-31621	109	53	.	.	PUNCT
fcis-31621	110	1	at	at	ADP
fcis-31621	110	2	the	the	DET
fcis-31621	110	3	same	same	ADJ
fcis-31621	110	4	time	time	NOUN
fcis-31621	110	5	the	the	DET
fcis-31621	110	6	original	original	ADJ
fcis-31621	110	7	data	datum	NOUN
fcis-31621	110	8	and	and	CCONJ
fcis-31621	110	9	first	first	ADJ
fcis-31621	110	10	-	-	PUNCT
fcis-31621	110	11	order	order	NOUN
fcis-31621	110	12	difference	difference	NOUN
fcis-31621	110	13	data	datum	NOUN
fcis-31621	110	14	for	for	ADP
fcis-31621	110	15	randomness	randomness	NOUN
fcis-31621	110	16	test	test	NOUN
fcis-31621	110	17	can	can	AUX
fcis-31621	110	18	be	be	AUX
fcis-31621	110	19	known	know	VERB
fcis-31621	110	20	that	that	SCONJ
fcis-31621	110	21	the	the	DET
fcis-31621	110	22	original	original	ADJ
fcis-31621	110	23	data	datum	NOUN
fcis-31621	110	24	for	for	ADP
fcis-31621	110	25	non	non	ADJ
fcis-31621	110	26	-	-	ADJ
fcis-31621	110	27	white	white	ADJ
fcis-31621	110	28	noise	noise	NOUN
fcis-31621	110	29	data	datum	NOUN
fcis-31621	110	30	and	and	CCONJ
fcis-31621	110	31	difference	difference	NOUN
fcis-31621	110	32	data	datum	NOUN
fcis-31621	110	33	for	for	ADP
fcis-31621	110	34	white	white	ADJ
fcis-31621	110	35	noise	noise	NOUN
fcis-31621	110	36	data	datum	NOUN
fcis-31621	110	37	,	,	PUNCT
fcis-31621	110	38	so	so	SCONJ
fcis-31621	110	39	the	the	DET
fcis-31621	110	40	data	datum	NOUN
fcis-31621	110	41	has	have	VERB
fcis-31621	110	42	the	the	DET
fcis-31621	110	43	value	value	NOUN
fcis-31621	110	44	of	of	ADP
fcis-31621	110	45	research	research	NOUN
fcis-31621	110	46	.	.	PUNCT
fcis-31621	111	1	table	table	NOUN
fcis-31621	111	2	1	1	NUM
fcis-31621	111	3	.	.	PUNCT
fcis-31621	112	1	adf	adf	NOUN
fcis-31621	112	2	test	test	NOUN
fcis-31621	112	3	difference	difference	NOUN
fcis-31621	112	4	in	in	ADP
fcis-31621	112	5	order	order	NOUN
fcis-31621	112	6	df	df	PROPN
fcis-31621	112	7	statistics	statistic	NOUN
fcis-31621	112	8	p	p	NOUN
fcis-31621	112	9	-	-	PUNCT
fcis-31621	112	10	value	value	NOUN
fcis-31621	112	11	0	0	NUM
fcis-31621	112	12	-2.8612	-2.8612	NOUN
fcis-31621	112	13	0.2265	0.2265	NUM
fcis-31621	112	14	1	1	NUM
fcis-31621	112	15	-5.9963	-5.9963	NOUN
fcis-31621	112	16	0.01	0.01	NUM
fcis-31621	112	17	table	table	NOUN
fcis-31621	112	18	2	2	NUM
fcis-31621	112	19	.	.	PUNCT
fcis-31621	112	20	ljung	ljung	PROPN
fcis-31621	112	21	-	-	PUNCT
fcis-31621	112	22	box	box	NOUN
fcis-31621	112	23	tests	test	NOUN
fcis-31621	112	24	.	.	PUNCT
fcis-31621	113	1	difference	difference	NOUN
fcis-31621	113	2	in	in	ADP
fcis-31621	113	3	order	order	NOUN
fcis-31621	113	4	x	x	X
fcis-31621	113	5	-	-	VERB
fcis-31621	113	6	squared	square	VERB
fcis-31621	113	7	p	p	NOUN
fcis-31621	113	8	-	-	PUNCT
fcis-31621	113	9	value	value	NOUN
fcis-31621	113	10	0	0	NUM
fcis-31621	113	11	29.429	29.429	NUM
fcis-31621	113	12	5.799e-08	5.799e-08	NUM
fcis-31621	113	13	1	1	NUM
fcis-31621	113	14	1.7777	1.7777	NUM
fcis-31621	113	15	0.1824	0.1824	NUM
fcis-31621	113	16	3.3	3.3	NUM
fcis-31621	113	17	.	.	PUNCT
fcis-31621	114	1	arima	arima	PROPN
fcis-31621	114	2	model	model	NOUN
fcis-31621	114	3	based	base	VERB
fcis-31621	114	4	on	on	ADP
fcis-31621	114	5	the	the	DET
fcis-31621	114	6	fact	fact	NOUN
fcis-31621	114	7	that	that	SCONJ
fcis-31621	114	8	the	the	DET
fcis-31621	114	9	differential	differential	ADJ
fcis-31621	114	10	data	datum	NOUN
fcis-31621	114	11	are	be	AUX
fcis-31621	114	12	white	white	ADJ
fcis-31621	114	13	noise	noise	NOUN
fcis-31621	114	14	and	and	CCONJ
fcis-31621	114	15	smooth	smooth	ADJ
fcis-31621	114	16	data	datum	NOUN
fcis-31621	114	17	,	,	PUNCT
fcis-31621	114	18	the	the	DET
fcis-31621	114	19	arma	arma	PROPN
fcis-31621	114	20	model	model	NOUN
fcis-31621	114	21	should	should	AUX
fcis-31621	114	22	be	be	AUX
fcis-31621	114	23	built	build	VERB
fcis-31621	114	24	on	on	ADP
fcis-31621	114	25	the	the	DET
fcis-31621	114	26	basis	basis	NOUN
fcis-31621	114	27	of	of	ADP
fcis-31621	114	28	the	the	DET
fcis-31621	114	29	differential	differential	ADJ
fcis-31621	114	30	data	datum	NOUN
fcis-31621	114	31	,	,	PUNCT
fcis-31621	114	32	and	and	CCONJ
fcis-31621	114	33	at	at	ADP
fcis-31621	114	34	the	the	DET
fcis-31621	114	35	same	same	ADJ
fcis-31621	114	36	time	time	NOUN
fcis-31621	114	37	,	,	PUNCT
fcis-31621	114	38	this	this	DET
fcis-31621	114	39	arima	arima	NOUN
fcis-31621	114	40	model	model	NOUN
fcis-31621	114	41	can	can	AUX
fcis-31621	114	42	be	be	AUX
fcis-31621	114	43	identified	identify	VERB
fcis-31621	114	44	as	as	ADP
fcis-31621	114	45	arima	arima	PROPN
fcis-31621	114	46	(	(	PUNCT
fcis-31621	114	47	0,1,0	0,1,0	NUM
fcis-31621	114	48	)	)	PUNCT
fcis-31621	114	49	.	.	PUNCT
fcis-31621	115	1	in	in	ADP
fcis-31621	115	2	order	order	NOUN
fcis-31621	115	3	to	to	PART
fcis-31621	115	4	further	far	ADV
fcis-31621	115	5	determine	determine	VERB
fcis-31621	115	6	the	the	DET
fcis-31621	115	7	order	order	NOUN
fcis-31621	115	8	of	of	ADP
fcis-31621	115	9	the	the	DET
fcis-31621	115	10	model	model	NOUN
fcis-31621	115	11	,	,	PUNCT
fcis-31621	115	12	autocorrelation	autocorrelation	NOUN
fcis-31621	115	13	plot	plot	NOUN
fcis-31621	115	14	test	test	NOUN
fcis-31621	115	15	and	and	CCONJ
fcis-31621	115	16	bias	bias	VERB
fcis-31621	115	17	off	off	ADP
fcis-31621	115	18	plot	plot	NOUN
fcis-31621	115	19	test	test	NOUN
fcis-31621	115	20	are	be	AUX
fcis-31621	115	21	carried	carry	VERB
fcis-31621	115	22	out	out	ADP
fcis-31621	115	23	on	on	ADP
fcis-31621	115	24	the	the	DET
fcis-31621	115	25	original	original	ADJ
fcis-31621	115	26	data	datum	NOUN
fcis-31621	115	27	and	and	CCONJ
fcis-31621	115	28	differential	differential	ADJ
fcis-31621	115	29	data	datum	NOUN
fcis-31621	115	30	,	,	PUNCT
fcis-31621	115	31	as	as	SCONJ
fcis-31621	115	32	shown	show	VERB
fcis-31621	115	33	in	in	ADP
fcis-31621	115	34	fig	fig	NOUN
fcis-31621	115	35	.	.	PUNCT
fcis-31621	116	1	2	2	NUM
fcis-31621	116	2	,	,	PUNCT
fcis-31621	116	3	fig	fig	NOUN
fcis-31621	116	4	.	.	PUNCT
fcis-31621	117	1	3	3	NUM
fcis-31621	117	2	,	,	PUNCT
fcis-31621	117	3	fig	fig	NOUN
fcis-31621	117	4	.	.	NOUN
fcis-31621	117	5	4	4	NUM
fcis-31621	117	6	and	and	CCONJ
fcis-31621	117	7	fig	fig	NOUN
fcis-31621	117	8	.	.	PUNCT
fcis-31621	118	1	5	5	NUM
fcis-31621	118	2	.	.	X
fcis-31621	118	3	through	through	ADP
fcis-31621	118	4	observation	observation	NOUN
fcis-31621	118	5	,	,	PUNCT
fcis-31621	118	6	it	it	PRON
fcis-31621	118	7	can	can	AUX
fcis-31621	118	8	be	be	AUX
fcis-31621	118	9	found	find	VERB
fcis-31621	118	10	that	that	SCONJ
fcis-31621	118	11	the	the	DET
fcis-31621	118	12	autocorrelation	autocorrelation	NOUN
fcis-31621	118	13	plot	plot	NOUN
fcis-31621	118	14	of	of	ADP
fcis-31621	118	15	the	the	DET
fcis-31621	118	16	original	original	ADJ
fcis-31621	118	17	data	datum	NOUN
fcis-31621	118	18	,	,	PUNCT
fcis-31621	118	19	whose	whose	DET
fcis-31621	118	20	acf	acf	NOUN
fcis-31621	118	21	characteristics	characteristic	NOUN
fcis-31621	118	22	show	show	VERB
fcis-31621	118	23	a	a	DET
fcis-31621	118	24	slow	slow	ADJ
fcis-31621	118	25	decreasing	decreasing	NOUN
fcis-31621	118	26	proves	prove	VERB
fcis-31621	118	27	that	that	SCONJ
fcis-31621	118	28	the	the	DET
fcis-31621	118	29	data	datum	NOUN
fcis-31621	118	30	need	need	VERB
fcis-31621	118	31	to	to	PART
fcis-31621	118	32	be	be	AUX
fcis-31621	118	33	further	far	ADV
fcis-31621	118	34	differenced	difference	VERB
fcis-31621	118	35	and	and	CCONJ
fcis-31621	118	36	the	the	DET
fcis-31621	118	37	judgment	judgment	NOUN
fcis-31621	118	38	based	base	VERB
fcis-31621	118	39	on	on	ADP
fcis-31621	118	40	the	the	DET
fcis-31621	118	41	results	result	NOUN
fcis-31621	118	42	of	of	ADP
fcis-31621	118	43	the	the	DET
fcis-31621	118	44	adf	adf	NOUN
fcis-31621	118	45	test	test	NOUN
fcis-31621	118	46	is	be	AUX
fcis-31621	118	47	the	the	DET
fcis-31621	118	48	same	same	ADJ
fcis-31621	118	49	.	.	PUNCT
fcis-31621	119	1	and	and	CCONJ
fcis-31621	119	2	by	by	ADP
fcis-31621	119	3	observing	observe	VERB
fcis-31621	119	4	the	the	DET
fcis-31621	119	5	autocorrelation	autocorrelation	NOUN
fcis-31621	119	6	plot	plot	NOUN
fcis-31621	119	7	of	of	ADP
fcis-31621	119	8	the	the	DET
fcis-31621	119	9	first	first	ADJ
fcis-31621	119	10	-	-	PUNCT
fcis-31621	119	11	order	order	NOUN
fcis-31621	119	12	differenced	differenced	ADJ
fcis-31621	119	13	data	datum	NOUN
fcis-31621	119	14	,	,	PUNCT
fcis-31621	119	15	its	its	PRON
fcis-31621	119	16	acf	acf	NOUN
fcis-31621	119	17	feature	feature	NOUN
fcis-31621	119	18	truncates	truncate	VERB
fcis-31621	119	19	at	at	ADP
fcis-31621	119	20	lag	lag	NOUN
fcis-31621	119	21	1	1	NUM
fcis-31621	119	22	.	.	PUNCT
fcis-31621	120	1	this	this	PRON
fcis-31621	120	2	indicates	indicate	VERB
fcis-31621	120	3	that	that	SCONJ
fcis-31621	120	4	the	the	DET
fcis-31621	120	5	ma	ma	PROPN
fcis-31621	120	6	part	part	NOUN
fcis-31621	120	7	of	of	ADP
fcis-31621	120	8	the	the	DET
fcis-31621	120	9	arima	arima	PROPN
fcis-31621	120	10	model	model	NOUN
fcis-31621	120	11	based	base	VERB
fcis-31621	120	12	on	on	ADP
fcis-31621	120	13	the	the	DET
fcis-31621	120	14	first	first	ADJ
fcis-31621	120	15	-	-	PUNCT
fcis-31621	120	16	order	order	NOUN
fcis-31621	120	17	difference	difference	NOUN
fcis-31621	120	18	data	datum	NOUN
fcis-31621	120	19	is	be	AUX
fcis-31621	120	20	1	1	NUM
fcis-31621	120	21	.	.	PUNCT
fcis-31621	120	22	by	by	ADP
fcis-31621	120	23	observing	observe	VERB
fcis-31621	120	24	the	the	DET
fcis-31621	120	25	first	first	ADJ
fcis-31621	120	26	-	-	PUNCT
fcis-31621	120	27	order	order	NOUN
fcis-31621	120	28	difference	difference	NOUN
fcis-31621	120	29	bias	bias	NOUN
fcis-31621	120	30	plot	plot	NOUN
fcis-31621	120	31	,	,	PUNCT
fcis-31621	120	32	it	it	PRON
fcis-31621	120	33	can	can	AUX
fcis-31621	120	34	be	be	AUX
fcis-31621	120	35	learned	learn	VERB
fcis-31621	120	36	that	that	SCONJ
fcis-31621	120	37	the	the	DET
fcis-31621	120	38	pacf	pacf	NOUN
fcis-31621	120	39	coefficients	coefficient	NOUN
fcis-31621	120	40	are	be	AUX
fcis-31621	120	41	out	out	ADP
fcis-31621	120	42	of	of	ADP
fcis-31621	120	43	the	the	DET
fcis-31621	120	44	confidence	confidence	NOUN
fcis-31621	120	45	interval	interval	NOUN
fcis-31621	120	46	near	near	ADP
fcis-31621	120	47	lag=1	lag=1	PROPN
fcis-31621	120	48	,	,	PUNCT
fcis-31621	120	49	except	except	SCONJ
fcis-31621	120	50	that	that	SCONJ
fcis-31621	120	51	the	the	DET
fcis-31621	120	52	pacf	pacf	NOUN
fcis-31621	120	53	coefficients	coefficient	NOUN
fcis-31621	120	54	are	be	AUX
fcis-31621	120	55	all	all	ADV
fcis-31621	120	56	in	in	ADP
fcis-31621	120	57	the	the	DET
fcis-31621	120	58	confidence	confidence	NOUN
fcis-31621	120	59	interval	interval	NOUN
fcis-31621	120	60	.	.	PUNCT
fcis-31621	121	1	this	this	PRON
fcis-31621	121	2	suggests	suggest	VERB
fcis-31621	121	3	that	that	SCONJ
fcis-31621	121	4	the	the	DET
fcis-31621	121	5	arima	arima	PROPN
fcis-31621	121	6	model	model	NOUN
fcis-31621	121	7	may	may	AUX
fcis-31621	121	8	be	be	AUX
fcis-31621	121	9	better	well	ADV
fcis-31621	121	10	suited	suited	ADJ
fcis-31621	121	11	to	to	PART
fcis-31621	121	12	have	have	VERB
fcis-31621	121	13	an	an	DET
fcis-31621	121	14	ar	ar	NOUN
fcis-31621	121	15	component	component	NOUN
fcis-31621	121	16	of	of	ADP
fcis-31621	121	17	1	1	NUM
fcis-31621	121	18	.	.	PUNCT
fcis-31621	121	19	figure	figure	NOUN
fcis-31621	121	20	2	2	NUM
fcis-31621	121	21	.	.	NOUN
fcis-31621	121	22	autocorrelation	autocorrelation	NOUN
fcis-31621	121	23	plot	plot	NOUN
fcis-31621	121	24	figure	figure	NOUN
fcis-31621	121	25	3	3	NUM
fcis-31621	121	26	.	.	NOUN
fcis-31621	121	27	autocorrelation	autocorrelation	NOUN
fcis-31621	121	28	plot	plot	NOUN
fcis-31621	121	29	figure	figure	NOUN
fcis-31621	121	30	4	4	NUM
fcis-31621	121	31	.	.	PUNCT
fcis-31621	121	32	biased	bias	VERB
fcis-31621	121	33	autocorrelation	autocorrelation	NOUN
fcis-31621	121	34	plot	plot	NOUN
fcis-31621	121	35	as	as	SCONJ
fcis-31621	121	36	shown	show	VERB
fcis-31621	121	37	in	in	ADP
fcis-31621	121	38	table	table	NOUN
fcis-31621	121	39	3	3	NUM
fcis-31621	121	40	,	,	PUNCT
fcis-31621	121	41	according	accord	VERB
fcis-31621	121	42	to	to	ADP
fcis-31621	121	43	the	the	DET
fcis-31621	121	44	principle	principle	NOUN
fcis-31621	121	45	of	of	ADP
fcis-31621	121	46	minimizing	minimize	VERB
fcis-31621	121	47	the	the	DET
fcis-31621	121	48	aic	aic	PROPN
fcis-31621	121	49	value	value	NOUN
fcis-31621	121	50	of	of	ADP
fcis-31621	121	51	arima	arima	PROPN
fcis-31621	121	52	model	model	NOUN
fcis-31621	121	53	fitting	fitting	PROPN
fcis-31621	121	54	can	can	AUX
fcis-31621	121	55	surface	surface	VERB
fcis-31621	121	56	arima(1,1,1	arima(1,1,1	NOUN
fcis-31621	121	57	)	)	PUNCT
fcis-31621	121	58	as	as	ADP
fcis-31621	121	59	the	the	DET
fcis-31621	121	60	best	good	ADJ
fcis-31621	121	61	arinma	arinma	ADJ
fcis-31621	121	62	model	model	NOUN
fcis-31621	121	63	.	.	PUNCT
fcis-31621	122	1	3.4	3.4	NUM
fcis-31621	122	2	.	.	PUNCT
fcis-31621	122	3	sarima	sarima	VERB
fcis-31621	122	4	monthly	monthly	ADJ
fcis-31621	122	5	modeling	modeling	NOUN
fcis-31621	122	6	based	base	VERB
fcis-31621	122	7	on	on	ADP
fcis-31621	122	8	the	the	DET
fcis-31621	122	9	fact	fact	NOUN
fcis-31621	122	10	that	that	SCONJ
fcis-31621	122	11	the	the	DET
fcis-31621	122	12	original	original	ADJ
fcis-31621	122	13	data	datum	NOUN
fcis-31621	122	14	has	have	AUX
fcis-31621	122	15	some	some	DET
fcis-31621	122	16	quarterly	quarterly	ADJ
fcis-31621	122	17	number	number	NOUN
fcis-31621	122	18	of	of	ADP
fcis-31621	122	19	factors	factor	NOUN
fcis-31621	122	20	,	,	PUNCT
fcis-31621	122	21	the	the	DET
fcis-31621	122	22	autocorrelation	autocorrelation	NOUN
fcis-31621	122	23	and	and	CCONJ
fcis-31621	122	24	partial	partial	ADJ
fcis-31621	122	25	autocorrelation	autocorrelation	NOUN
fcis-31621	122	26	tests	test	NOUN
fcis-31621	122	27	were	be	AUX
fcis-31621	122	28	re	re	VERB
fcis-31621	122	29	-	-	VERB
fcis-31621	122	30	examined	examine	VERB
fcis-31621	122	31	on	on	ADP
fcis-31621	122	32	the	the	DET
fcis-31621	122	33	original	original	ADJ
fcis-31621	122	34	data	datum	NOUN
fcis-31621	122	35	and	and	CCONJ
fcis-31621	122	36	produced	produce	VERB
fcis-31621	122	37	figure	figure	NOUN
fcis-31621	122	38	6	6	NUM
fcis-31621	122	39	based	base	VERB
fcis-31621	122	40	on	on	ADP
fcis-31621	122	41	the	the	DET
fcis-31621	122	42	month	month	NOUN
fcis-31621	122	43	of	of	ADP
fcis-31621	122	44	the	the	DET
fcis-31621	122	45	year	year	NOUN
fcis-31621	122	46	to	to	PART
fcis-31621	122	47	set	set	VERB
fcis-31621	122	48	up	up	ADP
fcis-31621	122	49	lag=12	lag=12	PROPN
fcis-31621	122	50	has	have	AUX
fcis-31621	122	51	corresponded	correspond	VERB
fcis-31621	122	52	to	to	ADP
fcis-31621	122	53	a	a	DET
fcis-31621	122	54	year	year	NOUN
fcis-31621	122	55	of	of	ADP
fcis-31621	122	56	monthly	monthly	ADJ
fcis-31621	122	57	data	datum	NOUN
fcis-31621	122	58	.	.	PUNCT
fcis-31621	123	1	51	51	NUM
fcis-31621	123	2	according	accord	VERB
fcis-31621	123	3	to	to	ADP
fcis-31621	123	4	the	the	DET
fcis-31621	123	5	observation	observation	NOUN
fcis-31621	123	6	acf	acf	NOUN
fcis-31621	123	7	and	and	CCONJ
fcis-31621	123	8	pacf	pacf	NOUN
fcis-31621	123	9	in	in	ADP
fcis-31621	123	10	the	the	DET
fcis-31621	123	11	lag=12	lag=12	PROPN
fcis-31621	123	12	place	place	NOUN
fcis-31621	123	13	its	its	PRON
fcis-31621	123	14	value	value	NOUN
fcis-31621	123	15	in	in	ADP
fcis-31621	123	16	the	the	DET
fcis-31621	123	17	interval	interval	NOUN
fcis-31621	123	18	of	of	ADP
fcis-31621	123	19	-0.25	-0.25	NUM
fcis-31621	123	20	to	to	ADP
fcis-31621	123	21	0.25	0.25	NUM
fcis-31621	123	22	has	have	VERB
fcis-31621	123	23	significant	significant	ADJ
fcis-31621	123	24	characteristics	characteristic	NOUN
fcis-31621	123	25	.	.	PUNCT
fcis-31621	124	1	based	base	VERB
fcis-31621	124	2	on	on	ADP
fcis-31621	124	3	arima(1,1,1	arima(1,1,1	NOUN
fcis-31621	124	4	)	)	PUNCT
fcis-31621	124	5	several	several	ADJ
fcis-31621	124	6	sarima	sarima	NOUN
fcis-31621	124	7	models	model	NOUN
fcis-31621	124	8	are	be	AUX
fcis-31621	124	9	established	establish	VERB
fcis-31621	124	10	and	and	CCONJ
fcis-31621	124	11	white	white	ADJ
fcis-31621	124	12	noise	noise	NOUN
fcis-31621	124	13	test	test	NOUN
fcis-31621	124	14	and	and	CCONJ
fcis-31621	124	15	aic	aic	PROPN
fcis-31621	124	16	test	test	NOUN
fcis-31621	124	17	are	be	AUX
fcis-31621	124	18	performed	perform	VERB
fcis-31621	124	19	as	as	ADP
fcis-31621	124	20	in	in	ADP
fcis-31621	124	21	table	table	NOUN
fcis-31621	124	22	4	4	NUM
fcis-31621	124	23	,	,	PUNCT
fcis-31621	124	24	all	all	DET
fcis-31621	124	25	models	model	NOUN
fcis-31621	124	26	are	be	AUX
fcis-31621	124	27	tested	test	VERB
fcis-31621	124	28	to	to	PART
fcis-31621	124	29	prove	prove	VERB
fcis-31621	124	30	that	that	SCONJ
fcis-31621	124	31	these	these	DET
fcis-31621	124	32	models	model	NOUN
fcis-31621	124	33	are	be	AUX
fcis-31621	124	34	effective	effective	ADJ
fcis-31621	124	35	.	.	PUNCT
fcis-31621	125	1	also	also	ADV
fcis-31621	125	2	based	base	VERB
fcis-31621	125	3	on	on	ADP
fcis-31621	125	4	the	the	DET
fcis-31621	125	5	comparison	comparison	NOUN
fcis-31621	125	6	of	of	ADP
fcis-31621	125	7	aic	aic	PROPN
fcis-31621	125	8	values	value	NOUN
fcis-31621	125	9	,	,	PUNCT
fcis-31621	125	10	the	the	DET
fcis-31621	125	11	best	good	ADJ
fcis-31621	125	12	sarima	sarima	NOUN
fcis-31621	125	13	model	model	NOUN
fcis-31621	125	14	is	be	AUX
fcis-31621	125	15	arima	arima	PROPN
fcis-31621	125	16	(	(	PUNCT
fcis-31621	125	17	1,1,1)(0,1,0	1,1,1)(0,1,0	NUM
fcis-31621	125	18	)	)	PUNCT
fcis-31621	126	1	[	[	X
fcis-31621	126	2	12	12	NUM
fcis-31621	126	3	]	]	PUNCT
fcis-31621	126	4	.	.	PUNCT
fcis-31621	127	1	figure	figure	NOUN
fcis-31621	127	2	5	5	NUM
fcis-31621	127	3	.	.	PUNCT
fcis-31621	127	4	partial	partial	ADJ
fcis-31621	127	5	autocorrelation	autocorrelation	NOUN
fcis-31621	127	6	plot	plot	NOUN
fcis-31621	127	7	table	table	NOUN
fcis-31621	127	8	3	3	NUM
fcis-31621	127	9	.	.	PUNCT
fcis-31621	127	10	ljung	ljung	PROPN
fcis-31621	127	11	-	-	PUNCT
fcis-31621	127	12	box	box	NOUN
fcis-31621	127	13	tests	test	NOUN
fcis-31621	127	14	.	.	PUNCT
fcis-31621	128	1	arima	arima	PROPN
fcis-31621	128	2	model	model	NOUN
fcis-31621	128	3	aic	aic	PROPN
fcis-31621	128	4	value	value	PROPN
fcis-31621	128	5	arima(0,1,0	arima(0,1,0	PROPN
fcis-31621	128	6	)	)	PUNCT
fcis-31621	128	7	877.49	877.49	NUM
fcis-31621	128	8	arima(0,1,1	arima(0,1,1	NOUN
fcis-31621	128	9	)	)	PUNCT
fcis-31621	128	10	879.50	879.50	NUM
fcis-31621	128	11	arima(1,1,0	arima(1,1,0	NOUN
fcis-31621	128	12	)	)	PUNCT
fcis-31621	128	13	879.07	879.07	NUM
fcis-31621	128	14	arima(1,1,1	arima(1,1,1	NOUN
fcis-31621	128	15	)	)	PUNCT
fcis-31621	128	16	875.92	875.92	NUM
fcis-31621	128	17	table	table	NOUN
fcis-31621	128	18	4	4	NUM
fcis-31621	128	19	.	.	PUNCT
fcis-31621	128	20	effect	effect	NOUN
fcis-31621	128	21	of	of	ADP
fcis-31621	128	22	sarima	sarima	NOUN
fcis-31621	128	23	fitting	fitting	PROPN
fcis-31621	128	24	sarima	sarima	NOUN
fcis-31621	128	25	model	model	NOUN
fcis-31621	128	26	residual	residual	ADJ
fcis-31621	128	27	ljungbox	ljungbox	NOUN
fcis-31621	128	28	test	test	NOUN
fcis-31621	128	29	aic	aic	PROPN
fcis-31621	128	30	value	value	PROPN
fcis-31621	128	31	arima(1,1,1)(0,0,1)[12	arima(1,1,1)(0,0,1)[12	PROPN
fcis-31621	128	32	]	]	X
fcis-31621	128	33	0.4462	0.4462	NUM
fcis-31621	128	34	873.37	873.37	NUM
fcis-31621	128	35	arima(1,1,1)(0,1,0)[12	arima(1,1,1)(0,1,0)[12	PROPN
fcis-31621	128	36	]	]	PUNCT
fcis-31621	128	37	0.4765	0.4765	NUM
fcis-31621	128	38	711.73	711.73	NUM
fcis-31621	128	39	arima(1,1,1)(0,1,1)[12	arima(1,1,1)(0,1,1)[12	PROPN
fcis-31621	128	40	]	]	X
fcis-31621	128	41	0.8535	0.8535	NUM
fcis-31621	128	42	712.36	712.36	NUM
fcis-31621	128	43	arima(1,1,1)(1,0,1)[12	arima(1,1,1)(1,0,1)[12	SYM
fcis-31621	128	44	]	]	X
fcis-31621	128	45	0.4525	0.4525	NUM
fcis-31621	128	46	875.36	875.36	NUM
fcis-31621	128	47	arima(1,1,1)(1,1,0)[12	arima(1,1,1)(1,1,0)[12	PROPN
fcis-31621	128	48	]	]	X
fcis-31621	128	49	0.7795	0.7795	NUM
fcis-31621	128	50	712.49	712.49	NUM
fcis-31621	128	51	arima(1,1,1)(1,1,1)[12	arima(1,1,1)(1,1,1)[12	PROPN
fcis-31621	128	52	]	]	X
fcis-31621	128	53	0.8060	0.8060	NUM
fcis-31621	128	54	714.35	714.35	NUM
fcis-31621	128	55	figure	figure	NOUN
fcis-31621	128	56	6	6	NUM
fcis-31621	128	57	.	.	PUNCT
fcis-31621	128	58	significance	significance	NOUN
fcis-31621	128	59	test	test	NOUN
fcis-31621	128	60	of	of	ADP
fcis-31621	128	61	sarima	sarima	NOUN
fcis-31621	128	62	3.5	3.5	NUM
fcis-31621	128	63	.	.	PUNCT
fcis-31621	128	64	arch	arch	ADJ
fcis-31621	128	65	test	test	NOUN
fcis-31621	128	66	the	the	DET
fcis-31621	128	67	arch	arch	ADJ
fcis-31621	128	68	test	test	NOUN
fcis-31621	128	69	is	be	AUX
fcis-31621	128	70	a	a	DET
fcis-31621	128	71	prerequisite	prerequisite	NOUN
fcis-31621	128	72	for	for	ADP
fcis-31621	128	73	building	build	VERB
fcis-31621	128	74	a	a	DET
fcis-31621	128	75	garch	garch	NOUN
fcis-31621	128	76	model	model	NOUN
fcis-31621	128	77	,	,	PUNCT
fcis-31621	128	78	and	and	CCONJ
fcis-31621	128	79	in	in	ADP
fcis-31621	128	80	building	build	VERB
fcis-31621	128	81	the	the	DET
fcis-31621	128	82	arch	arch	ADJ
fcis-31621	128	83	test	test	NOUN
fcis-31621	128	84	it	it	PRON
fcis-31621	128	85	is	be	AUX
fcis-31621	128	86	necessary	necessary	ADJ
fcis-31621	128	87	to	to	PART
fcis-31621	128	88	ensure	ensure	VERB
fcis-31621	128	89	that	that	SCONJ
fcis-31621	128	90	the	the	DET
fcis-31621	128	91	data	data	NOUN
fcis-31621	128	92	is	be	AUX
fcis-31621	128	93	a	a	DET
fcis-31621	128	94	smooth	smooth	ADJ
fcis-31621	128	95	time	time	NOUN
fcis-31621	128	96	series	series	NOUN
fcis-31621	128	97	and	and	CCONJ
fcis-31621	128	98	white	white	ADJ
fcis-31621	128	99	noise	noise	NOUN
fcis-31621	128	100	data	datum	NOUN
fcis-31621	128	101	.	.	PUNCT
fcis-31621	129	1	therefore	therefore	ADV
fcis-31621	129	2	based	base	VERB
fcis-31621	129	3	on	on	ADP
fcis-31621	129	4	the	the	DET
fcis-31621	129	5	original	original	ADJ
fcis-31621	129	6	data	datum	NOUN
fcis-31621	129	7	being	be	AUX
fcis-31621	129	8	non	non	ADJ
fcis-31621	129	9	-	-	ADJ
fcis-31621	129	10	smooth	smooth	ADJ
fcis-31621	129	11	and	and	CCONJ
fcis-31621	129	12	non	non	ADJ
fcis-31621	129	13	-	-	ADJ
fcis-31621	129	14	white	white	ADJ
fcis-31621	129	15	noise	noise	NOUN
fcis-31621	129	16	data	datum	NOUN
fcis-31621	129	17	,	,	PUNCT
fcis-31621	129	18	it	it	PRON
fcis-31621	129	19	is	be	AUX
fcis-31621	129	20	not	not	PART
fcis-31621	129	21	suitable	suitable	ADJ
fcis-31621	129	22	to	to	PART
fcis-31621	129	23	build	build	VERB
fcis-31621	129	24	a	a	DET
fcis-31621	129	25	garch	garch	NOUN
fcis-31621	129	26	model	model	NOUN
fcis-31621	129	27	.	.	PUNCT
fcis-31621	130	1	the	the	DET
fcis-31621	130	2	best	good	ADJ
fcis-31621	130	3	arima	arima	NOUN
fcis-31621	130	4	model	model	NOUN
fcis-31621	130	5	is	be	AUX
fcis-31621	130	6	built	build	VERB
fcis-31621	130	7	on	on	ADP
fcis-31621	130	8	the	the	DET
fcis-31621	130	9	basis	basis	NOUN
fcis-31621	130	10	that	that	SCONJ
fcis-31621	130	11	the	the	DET
fcis-31621	130	12	data	datum	NOUN
fcis-31621	130	13	has	have	AUX
fcis-31621	130	14	been	be	AUX
fcis-31621	130	15	differenced	difference	VERB
fcis-31621	130	16	and	and	CCONJ
fcis-31621	130	17	remains	remain	VERB
fcis-31621	130	18	smooth	smooth	ADJ
fcis-31621	130	19	.	.	PUNCT
fcis-31621	131	1	after	after	ADP
fcis-31621	131	2	establishing	establish	VERB
fcis-31621	131	3	the	the	DET
fcis-31621	131	4	residuals	residual	NOUN
fcis-31621	131	5	for	for	ADP
fcis-31621	131	6	this	this	DET
fcis-31621	131	7	best	good	ADJ
fcis-31621	131	8	arima	arima	NOUN
fcis-31621	131	9	model	model	NOUN
fcis-31621	131	10	as	as	SCONJ
fcis-31621	131	11	shown	show	VERB
fcis-31621	131	12	in	in	ADP
fcis-31621	131	13	table	table	NOUN
fcis-31621	131	14	5	5	NUM
fcis-31621	131	15	,	,	PUNCT
fcis-31621	131	16	the	the	DET
fcis-31621	131	17	p	p	NOUN
fcis-31621	131	18	-	-	PUNCT
fcis-31621	131	19	value	value	NOUN
fcis-31621	131	20	of	of	ADP
fcis-31621	131	21	the	the	DET
fcis-31621	131	22	arch	arch	ADJ
fcis-31621	131	23	test	test	NOUN
fcis-31621	131	24	is	be	AUX
fcis-31621	131	25	less	less	ADJ
fcis-31621	131	26	than	than	ADP
fcis-31621	131	27	0.05	0.05	NUM
fcis-31621	131	28	indicating	indicate	VERB
fcis-31621	131	29	that	that	SCONJ
fcis-31621	131	30	this	this	DET
fcis-31621	131	31	current	current	ADJ
fcis-31621	131	32	arima	arima	NOUN
fcis-31621	131	33	model	model	NOUN
fcis-31621	131	34	does	do	AUX
fcis-31621	131	35	not	not	PART
fcis-31621	131	36	capture	capture	VERB
fcis-31621	131	37	the	the	DET
fcis-31621	131	38	change	change	NOUN
fcis-31621	131	39	in	in	ADP
fcis-31621	131	40	conditional	conditional	ADJ
fcis-31621	131	41	variance	variance	NOUN
fcis-31621	131	42	.	.	PUNCT
fcis-31621	132	1	the	the	DET
fcis-31621	132	2	lb	lb	NOUN
fcis-31621	132	3	test	test	NOUN
fcis-31621	132	4	combined	combine	VERB
fcis-31621	132	5	with	with	ADP
fcis-31621	132	6	its	its	PRON
fcis-31621	132	7	residuals	residual	NOUN
fcis-31621	132	8	all	all	PRON
fcis-31621	132	9	indicate	indicate	VERB
fcis-31621	132	10	that	that	SCONJ
fcis-31621	132	11	we	we	PRON
fcis-31621	132	12	can	can	AUX
fcis-31621	132	13	mix	mix	VERB
fcis-31621	132	14	the	the	DET
fcis-31621	132	15	garch	garch	NOUN
fcis-31621	132	16	model	model	NOUN
fcis-31621	132	17	for	for	ADP
fcis-31621	132	18	this	this	DET
fcis-31621	132	19	model	model	NOUN
fcis-31621	132	20	.	.	PUNCT
fcis-31621	132	21	table	table	NOUN
fcis-31621	132	22	5	5	NUM
fcis-31621	132	23	.	.	PUNCT
fcis-31621	132	24	arch	arch	ADJ
fcis-31621	132	25	test	test	NOUN
fcis-31621	132	26	mould	mould	AUX
fcis-31621	132	27	arch	arch	VERB
fcis-31621	132	28	test	test	NOUN
fcis-31621	132	29	value	value	NOUN
fcis-31621	132	30	residual	residual	ADJ
fcis-31621	132	31	ljungbox	ljungbox	NOUN
fcis-31621	132	32	test	test	NOUN
fcis-31621	132	33	arima	arima	NOUN
fcis-31621	132	34	(	(	PUNCT
fcis-31621	132	35	1,1,1	1,1,1	NUM
fcis-31621	132	36	)	)	PUNCT
fcis-31621	132	37	8.344e-05	8.344e-05	NUM
fcis-31621	132	38	0.4309	0.4309	NUM
fcis-31621	132	39	3.6	3.6	NUM
fcis-31621	132	40	.	.	PUNCT
fcis-31621	133	1	arima	arima	NOUN
fcis-31621	133	2	-	-	PUNCT
fcis-31621	133	3	garch	garch	NOUN
fcis-31621	133	4	mixed	mixed	ADJ
fcis-31621	133	5	models	model	NOUN
fcis-31621	133	6	by	by	ADP
fcis-31621	133	7	building	build	VERB
fcis-31621	133	8	the	the	DET
fcis-31621	133	9	arima	arima	PROPN
fcis-31621	133	10	(	(	PUNCT
fcis-31621	133	11	1,1,1)-garch	1,1,1)-garch	NUM
fcis-31621	133	12	(	(	PUNCT
fcis-31621	133	13	1,1	1,1	NUM
fcis-31621	133	14	)	)	PUNCT
fcis-31621	133	15	model	model	NOUN
fcis-31621	133	16	and	and	CCONJ
fcis-31621	133	17	checking	check	VERB
fcis-31621	133	18	the	the	DET
fcis-31621	133	19	multinomial	multinomial	ADJ
fcis-31621	133	20	test	test	NOUN
fcis-31621	133	21	of	of	ADP
fcis-31621	133	22	the	the	DET
fcis-31621	133	23	model	model	NOUN
fcis-31621	134	1	,	,	PUNCT
fcis-31621	134	2	it	it	PRON
fcis-31621	134	3	can	can	AUX
fcis-31621	134	4	be	be	AUX
fcis-31621	134	5	seen	see	VERB
fcis-31621	134	6	that	that	SCONJ
fcis-31621	134	7	the	the	DET
fcis-31621	134	8	model	model	NOUN
fcis-31621	134	9	has	have	VERB
fcis-31621	134	10	a	a	DET
fcis-31621	134	11	better	well	ADJ
fcis-31621	134	12	prediction	prediction	NOUN
fcis-31621	134	13	effect	effect	NOUN
fcis-31621	134	14	as	as	SCONJ
fcis-31621	134	15	shown	show	VERB
fcis-31621	134	16	in	in	ADP
fcis-31621	134	17	table	table	NOUN
fcis-31621	134	18	6	6	NUM
fcis-31621	134	19	,	,	PUNCT
fcis-31621	134	20	in	in	ADP
fcis-31621	134	21	which	which	PRON
fcis-31621	134	22	so	so	ADV
fcis-31621	134	23	the	the	DET
fcis-31621	134	24	residuals	residual	NOUN
fcis-31621	134	25	of	of	ADP
fcis-31621	134	26	the	the	DET
fcis-31621	134	27	lb	lb	NOUN
fcis-31621	134	28	test	test	NOUN
fcis-31621	134	29	(	(	PUNCT
fcis-31621	134	30	the	the	DET
fcis-31621	134	31	graph	graph	NOUN
fcis-31621	134	32	is	be	AUX
fcis-31621	134	33	only	only	ADV
fcis-31621	134	34	intercepted	intercept	VERB
fcis-31621	134	35	at	at	ADP
fcis-31621	134	36	the	the	DET
fcis-31621	134	37	minimum	minimum	ADJ
fcis-31621	134	38	value	value	NOUN
fcis-31621	134	39	)	)	PUNCT
fcis-31621	134	40	are	be	AUX
fcis-31621	134	41	all	all	PRON
fcis-31621	134	42	passed	pass	VERB
fcis-31621	134	43	by	by	ADP
fcis-31621	134	44	the	the	DET
fcis-31621	134	45	surface	surface	NOUN
fcis-31621	134	46	of	of	ADP
fcis-31621	134	47	the	the	DET
fcis-31621	134	48	model	model	NOUN
fcis-31621	134	49	successfully	successfully	ADV
fcis-31621	134	50	eliminated	eliminate	VERB
fcis-31621	134	51	the	the	DET
fcis-31621	134	52	problem	problem	NOUN
fcis-31621	134	53	of	of	ADP
fcis-31621	134	54	fluctuating	fluctuate	VERB
fcis-31621	134	55	heteroskedasticity	heteroskedasticity	NOUN
fcis-31621	134	56	.	.	PUNCT
fcis-31621	135	1	the	the	DET
fcis-31621	135	2	residuals	residual	NOUN
fcis-31621	135	3	of	of	ADP
fcis-31621	135	4	the	the	DET
fcis-31621	135	5	model	model	NOUN
fcis-31621	135	6	are	be	AUX
fcis-31621	135	7	consistent	consistent	ADJ
fcis-31621	135	8	with	with	ADP
fcis-31621	135	9	the	the	DET
fcis-31621	135	10	normal	normal	ADJ
fcis-31621	135	11	distribution	distribution	NOUN
fcis-31621	135	12	by	by	ADP
fcis-31621	135	13	the	the	DET
fcis-31621	135	14	shapiro	shapiro	PROPN
fcis-31621	135	15	-	-	PUNCT
fcis-31621	135	16	wilk	wilk	NOUN
fcis-31621	135	17	test	test	NOUN
fcis-31621	135	18	.	.	PUNCT
fcis-31621	136	1	normal	normal	ADJ
fcis-31621	136	2	distribution	distribution	NOUN
fcis-31621	136	3	.	.	PUNCT
fcis-31621	137	1	the	the	DET
fcis-31621	137	2	jb	jb	PROPN
fcis-31621	137	3	test	test	NOUN
fcis-31621	137	4	shows	show	VERB
fcis-31621	137	5	that	that	SCONJ
fcis-31621	137	6	the	the	DET
fcis-31621	137	7	residuals	residual	NOUN
fcis-31621	137	8	of	of	ADP
fcis-31621	137	9	the	the	DET
fcis-31621	137	10	model	model	NOUN
fcis-31621	137	11	have	have	VERB
fcis-31621	137	12	no	no	DET
fcis-31621	137	13	skewness	skewness	NOUN
fcis-31621	137	14	and	and	CCONJ
fcis-31621	137	15	sharpness	sharpness	NOUN
fcis-31621	137	16	.	.	PUNCT
fcis-31621	138	1	based	base	VERB
fcis-31621	138	2	on	on	ADP
fcis-31621	138	3	the	the	DET
fcis-31621	138	4	multinomial	multinomial	ADJ
fcis-31621	138	5	test	test	NOUN
fcis-31621	138	6	,	,	PUNCT
fcis-31621	138	7	it	it	PRON
fcis-31621	138	8	is	be	AUX
fcis-31621	138	9	known	know	VERB
fcis-31621	138	10	that	that	SCONJ
fcis-31621	138	11	the	the	DET
fcis-31621	138	12	hybrid	hybrid	NOUN
fcis-31621	138	13	model	model	NOUN
fcis-31621	138	14	can	can	AUX
fcis-31621	138	15	solve	solve	VERB
fcis-31621	138	16	the	the	DET
fcis-31621	138	17	volatility	volatility	NOUN
fcis-31621	138	18	problem	problem	NOUN
fcis-31621	138	19	more	more	ADV
fcis-31621	138	20	effectively	effectively	ADV
fcis-31621	138	21	.	.	PUNCT
fcis-31621	139	1	table	table	NOUN
fcis-31621	139	2	6	6	NUM
fcis-31621	139	3	.	.	PUNCT
fcis-31621	140	1	arima	arima	NOUN
fcis-31621	140	2	-	-	PUNCT
fcis-31621	140	3	garch	garch	NOUN
fcis-31621	140	4	fitting	fitting	ADJ
fcis-31621	140	5	effects	effect	NOUN
fcis-31621	140	6	inspect	inspect	VERB
fcis-31621	140	7	p	p	ADJ
fcis-31621	140	8	-	-	PUNCT
fcis-31621	140	9	value	value	NOUN
fcis-31621	140	10	r^2	r^2	NOUN
fcis-31621	140	11	ljung	ljung	PROPN
fcis-31621	140	12	-	-	PUNCT
fcis-31621	140	13	box	box	NOUN
fcis-31621	140	14	0.3487	0.3487	NUM
fcis-31621	140	15	shapiro	shapiro	PROPN
fcis-31621	140	16	-	-	PUNCT
fcis-31621	140	17	wilk	wilk	NOUN
fcis-31621	140	18	test	test	NOUN
fcis-31621	140	19	0.6668	0.6668	NUM
fcis-31621	140	20	jarque	jarque	NOUN
fcis-31621	140	21	-	-	PUNCT
fcis-31621	140	22	bera	bera	NOUN
fcis-31621	140	23	test	test	NOUN
fcis-31621	140	24	0.9643	0.9643	NUM
fcis-31621	140	25	4	4	NUM
fcis-31621	140	26	.	.	PUNCT
fcis-31621	140	27	conclusion	conclusion	NOUN
fcis-31621	140	28	based	base	VERB
fcis-31621	140	29	on	on	ADP
fcis-31621	140	30	the	the	DET
fcis-31621	140	31	fact	fact	NOUN
fcis-31621	140	32	that	that	SCONJ
fcis-31621	140	33	the	the	DET
fcis-31621	140	34	original	original	ADJ
fcis-31621	140	35	house	house	NOUN
fcis-31621	140	36	price	price	NOUN
fcis-31621	140	37	data	datum	NOUN
fcis-31621	140	38	is	be	AUX
fcis-31621	140	39	a	a	DET
fcis-31621	140	40	nonstationary	nonstationary	ADJ
fcis-31621	140	41	time	time	NOUN
fcis-31621	140	42	series	series	NOUN
fcis-31621	140	43	,	,	PUNCT
fcis-31621	140	44	the	the	DET
fcis-31621	140	45	data	data	NOUN
fcis-31621	140	46	is	be	AUX
fcis-31621	140	47	differenced	difference	VERB
fcis-31621	140	48	to	to	PART
fcis-31621	140	49	make	make	VERB
fcis-31621	140	50	it	it	PRON
fcis-31621	140	51	stationary	stationary	ADJ
fcis-31621	140	52	and	and	CCONJ
fcis-31621	140	53	the	the	DET
fcis-31621	140	54	stochasticity	stochasticity	NOUN
fcis-31621	140	55	test	test	NOUN
fcis-31621	140	56	determines	determine	VERB
fcis-31621	140	57	that	that	SCONJ
fcis-31621	140	58	the	the	DET
fcis-31621	140	59	differenced	differenced	ADJ
fcis-31621	140	60	data	data	NOUN
fcis-31621	140	61	is	be	AUX
fcis-31621	140	62	white	white	ADJ
fcis-31621	140	63	noise	noise	NOUN
fcis-31621	140	64	data	datum	NOUN
fcis-31621	140	65	.	.	PUNCT
fcis-31621	141	1	based	base	VERB
fcis-31621	141	2	on	on	ADP
fcis-31621	141	3	the	the	DET
fcis-31621	141	4	observation	observation	NOUN
fcis-31621	141	5	of	of	ADP
fcis-31621	141	6	autocorrelation	autocorrelation	NOUN
fcis-31621	141	7	and	and	CCONJ
fcis-31621	141	8	partial	partial	ADJ
fcis-31621	141	9	autocorrelation	autocorrelation	NOUN
fcis-31621	141	10	plots	plot	NOUN
fcis-31621	141	11	and	and	CCONJ
fcis-31621	141	12	using	use	VERB
fcis-31621	141	13	its	its	PRON
fcis-31621	141	14	aic	aic	PROPN
fcis-31621	141	15	value	value	NOUN
fcis-31621	141	16	to	to	PART
fcis-31621	141	17	determine	determine	VERB
fcis-31621	141	18	its	its	PRON
fcis-31621	141	19	best	good	ADJ
fcis-31621	141	20	arima	arima	NOUN
fcis-31621	141	21	model	model	NOUN
fcis-31621	141	22	arima(1,1,1	arima(1,1,1	NOUN
fcis-31621	141	23	)	)	PUNCT
fcis-31621	141	24	.	.	PUNCT
fcis-31621	142	1	after	after	ADP
fcis-31621	142	2	citing	cite	VERB
fcis-31621	142	3	its	its	PRON
fcis-31621	142	4	monthly	monthly	ADJ
fcis-31621	142	5	data	data	NOUN
fcis-31621	142	6	,	,	PUNCT
fcis-31621	142	7	observing	observe	VERB
fcis-31621	142	8	its	its	PRON
fcis-31621	142	9	52	52	NUM
fcis-31621	142	10	autocorrelation	autocorrelation	NOUN
fcis-31621	142	11	and	and	CCONJ
fcis-31621	142	12	partial	partial	ADJ
fcis-31621	142	13	autocorrelation	autocorrelation	NOUN
fcis-31621	142	14	plots	plot	NOUN
fcis-31621	142	15	and	and	CCONJ
fcis-31621	142	16	combining	combine	VERB
fcis-31621	142	17	them	they	PRON
fcis-31621	142	18	with	with	ADP
fcis-31621	142	19	the	the	DET
fcis-31621	142	20	lb	lb	DET
fcis-31621	142	21	test	test	NOUN
fcis-31621	142	22	,	,	PUNCT
fcis-31621	142	23	it	it	PRON
fcis-31621	142	24	is	be	AUX
fcis-31621	142	25	concluded	conclude	VERB
fcis-31621	142	26	that	that	SCONJ
fcis-31621	142	27	sarima	sarima	NOUN
fcis-31621	142	28	monthly	monthly	ADJ
fcis-31621	142	29	data	data	NOUN
fcis-31621	142	30	is	be	AUX
fcis-31621	142	31	suitable	suitable	ADJ
fcis-31621	142	32	to	to	PART
fcis-31621	142	33	be	be	AUX
fcis-31621	142	34	applied	apply	VERB
fcis-31621	142	35	in	in	ADP
fcis-31621	142	36	forecasting	forecast	VERB
fcis-31621	142	37	house	house	NOUN
fcis-31621	142	38	prices	price	NOUN
fcis-31621	142	39	in	in	ADP
fcis-31621	142	40	guiyang	guiyang	PROPN
fcis-31621	142	41	.	.	PUNCT
fcis-31621	143	1	more	more	ADJ
fcis-31621	143	2	aic	aic	PROPN
fcis-31621	143	3	values	value	NOUN
fcis-31621	143	4	can	can	AUX
fcis-31621	143	5	identify	identify	VERB
fcis-31621	143	6	sarima(1,1,1)(0,1,0	sarima(1,1,1)(0,1,0	PROPN
fcis-31621	143	7	)	)	PUNCT
fcis-31621	144	1	[	[	X
fcis-31621	144	2	12	12	NUM
fcis-31621	144	3	]	]	PUNCT
fcis-31621	144	4	as	as	ADP
fcis-31621	144	5	the	the	DET
fcis-31621	144	6	best	good	ADJ
fcis-31621	144	7	sarima	sarima	NOUN
fcis-31621	144	8	model	model	NOUN
fcis-31621	144	9	.	.	PUNCT
fcis-31621	145	1	according	accord	VERB
fcis-31621	145	2	to	to	ADP
fcis-31621	145	3	its	its	PRON
fcis-31621	145	4	arch	arch	ADJ
fcis-31621	145	5	test	test	NOUN
fcis-31621	145	6	,	,	PUNCT
fcis-31621	145	7	the	the	DET
fcis-31621	145	8	current	current	ADJ
fcis-31621	145	9	arima	arima	NOUN
fcis-31621	145	10	model	model	NOUN
fcis-31621	145	11	does	do	AUX
fcis-31621	145	12	not	not	PART
fcis-31621	145	13	capture	capture	VERB
fcis-31621	145	14	the	the	DET
fcis-31621	145	15	volatility	volatility	NOUN
fcis-31621	145	16	heteroskedasticity	heteroskedasticity	NOUN
fcis-31621	145	17	well	well	ADV
fcis-31621	145	18	.	.	PUNCT
fcis-31621	146	1	since	since	SCONJ
fcis-31621	146	2	the	the	DET
fcis-31621	146	3	original	original	ADJ
fcis-31621	146	4	house	house	NOUN
fcis-31621	146	5	price	price	NOUN
fcis-31621	146	6	data	datum	NOUN
fcis-31621	146	7	is	be	AUX
fcis-31621	146	8	not	not	PART
fcis-31621	146	9	a	a	DET
fcis-31621	146	10	smooth	smooth	ADJ
fcis-31621	146	11	time	time	NOUN
fcis-31621	146	12	series	series	NOUN
fcis-31621	146	13	and	and	CCONJ
fcis-31621	146	14	is	be	AUX
fcis-31621	146	15	non	non	ADJ
fcis-31621	146	16	-	-	ADJ
fcis-31621	146	17	white	white	ADJ
fcis-31621	146	18	noise	noise	NOUN
fcis-31621	146	19	data	datum	NOUN
fcis-31621	146	20	,	,	PUNCT
fcis-31621	146	21	it	it	PRON
fcis-31621	146	22	is	be	AUX
fcis-31621	146	23	not	not	PART
fcis-31621	146	24	meaningful	meaningful	ADJ
fcis-31621	146	25	to	to	PART
fcis-31621	146	26	build	build	VERB
fcis-31621	146	27	a	a	DET
fcis-31621	146	28	garch	garch	NOUN
fcis-31621	146	29	model	model	NOUN
fcis-31621	146	30	for	for	ADP
fcis-31621	146	31	the	the	DET
fcis-31621	146	32	original	original	ADJ
fcis-31621	146	33	house	house	NOUN
fcis-31621	146	34	price	price	NOUN
fcis-31621	146	35	data	datum	NOUN
fcis-31621	146	36	.	.	PUNCT
fcis-31621	147	1	the	the	DET
fcis-31621	147	2	volatility	volatility	NOUN
fcis-31621	147	3	heteroskedasticity	heteroskedasticity	NOUN
fcis-31621	147	4	is	be	AUX
fcis-31621	147	5	successfully	successfully	ADV
fcis-31621	147	6	eliminated	eliminate	VERB
fcis-31621	147	7	by	by	ADP
fcis-31621	147	8	building	build	VERB
fcis-31621	147	9	a	a	DET
fcis-31621	147	10	hybrid	hybrid	ADJ
fcis-31621	147	11	model	model	NOUN
fcis-31621	147	12	arima(1,1,1)-garch(1,1	arima(1,1,1)-garch(1,1	NOUN
fcis-31621	147	13	)	)	PUNCT
fcis-31621	147	14	.	.	PUNCT
fcis-31621	148	1	the	the	DET
fcis-31621	148	2	arima	arima	PROPN
fcis-31621	148	3	,	,	PUNCT
fcis-31621	148	4	sarima	sarima	NOUN
fcis-31621	148	5	and	and	CCONJ
fcis-31621	148	6	arima	arima	NOUN
fcis-31621	148	7	-	-	PUNCT
fcis-31621	148	8	garch	garch	NOUN
fcis-31621	148	9	hybrid	hybrid	NOUN
fcis-31621	148	10	models	model	NOUN
fcis-31621	148	11	are	be	AUX
fcis-31621	148	12	compared	compare	VERB
fcis-31621	148	13	and	and	CCONJ
fcis-31621	148	14	analyzed	analyze	VERB
fcis-31621	148	15	in	in	ADP
fcis-31621	148	16	fig	fig	NOUN
fcis-31621	148	17	.	.	PUNCT
fcis-31621	149	1	7	7	NUM
fcis-31621	149	2	,	,	PUNCT
fcis-31621	149	3	fig	fig	NOUN
fcis-31621	149	4	.	.	NOUN
fcis-31621	149	5	8	8	NUM
fcis-31621	149	6	and	and	CCONJ
fcis-31621	149	7	fig	fig	NOUN
fcis-31621	149	8	.	.	PUNCT
fcis-31621	150	1	9	9	NUM
fcis-31621	150	2	,	,	PUNCT
fcis-31621	150	3	and	and	CCONJ
fcis-31621	150	4	it	it	PRON
fcis-31621	150	5	is	be	AUX
fcis-31621	150	6	known	know	VERB
fcis-31621	150	7	that	that	SCONJ
fcis-31621	150	8	the	the	DET
fcis-31621	150	9	arima	arima	PROPN
fcis-31621	150	10	model	model	NOUN
fcis-31621	150	11	is	be	AUX
fcis-31621	150	12	suitable	suitable	ADJ
fcis-31621	150	13	for	for	ADP
fcis-31621	150	14	predicting	predict	VERB
fcis-31621	150	15	the	the	DET
fcis-31621	150	16	future	future	ADJ
fcis-31621	150	17	trend	trend	NOUN
fcis-31621	150	18	of	of	ADP
fcis-31621	150	19	the	the	DET
fcis-31621	150	20	average	average	ADJ
fcis-31621	150	21	price	price	NOUN
fcis-31621	150	22	of	of	ADP
fcis-31621	150	23	residential	residential	ADJ
fcis-31621	150	24	transactions	transaction	NOUN
fcis-31621	150	25	in	in	ADP
fcis-31621	150	26	guiyang	guiyang	PROPN
fcis-31621	150	27	city	city	PROPN
fcis-31621	150	28	by	by	ADP
fcis-31621	150	29	comparing	compare	VERB
fcis-31621	150	30	the	the	DET
fcis-31621	150	31	model	model	NOUN
fcis-31621	150	32	prediction	prediction	NOUN
fcis-31621	150	33	charts	chart	NOUN
fcis-31621	150	34	.	.	PUNCT
fcis-31621	151	1	however	however	ADV
fcis-31621	151	2	,	,	PUNCT
fcis-31621	151	3	according	accord	VERB
fcis-31621	151	4	to	to	ADP
fcis-31621	151	5	its	its	PRON
fcis-31621	151	6	aic	aic	PROPN
fcis-31621	151	7	test	test	NOUN
fcis-31621	151	8	,	,	PUNCT
fcis-31621	151	9	the	the	DET
fcis-31621	151	10	sarima	sarima	NOUN
fcis-31621	151	11	model	model	NOUN
fcis-31621	151	12	is	be	AUX
fcis-31621	151	13	more	more	ADV
fcis-31621	151	14	suitable	suitable	ADJ
fcis-31621	151	15	for	for	ADP
fcis-31621	151	16	predicting	predict	VERB
fcis-31621	151	17	the	the	DET
fcis-31621	151	18	house	house	PROPN
fcis-31621	151	19	price	price	NOUN
fcis-31621	151	20	data	datum	NOUN
fcis-31621	151	21	,	,	PUNCT
fcis-31621	151	22	and	and	CCONJ
fcis-31621	151	23	the	the	DET
fcis-31621	151	24	prediction	prediction	NOUN
fcis-31621	151	25	is	be	AUX
fcis-31621	151	26	more	more	ADV
fcis-31621	151	27	realistic	realistic	ADJ
fcis-31621	151	28	.	.	PUNCT
fcis-31621	152	1	after	after	ADP
fcis-31621	152	2	building	build	VERB
fcis-31621	152	3	its	its	PRON
fcis-31621	152	4	arima	arima	NOUN
fcis-31621	152	5	-	-	PUNCT
fcis-31621	152	6	garch	garch	NOUN
fcis-31621	152	7	hybrid	hybrid	NOUN
fcis-31621	152	8	model	model	NOUN
fcis-31621	152	9	,	,	PUNCT
fcis-31621	152	10	its	its	PRON
fcis-31621	152	11	aic	aic	PROPN
fcis-31621	152	12	is	be	AUX
fcis-31621	152	13	only	only	ADV
fcis-31621	152	14	14.2	14.2	NUM
fcis-31621	152	15	.	.	PUNCT
fcis-31621	152	16	observing	observe	VERB
fcis-31621	152	17	its	its	PRON
fcis-31621	152	18	hybrid	hybrid	ADJ
fcis-31621	152	19	model	model	NOUN
fcis-31621	152	20	,	,	PUNCT
fcis-31621	152	21	it	it	PRON
fcis-31621	152	22	can	can	AUX
fcis-31621	152	23	be	be	AUX
fcis-31621	152	24	accurately	accurately	ADV
fcis-31621	152	25	judged	judge	VERB
fcis-31621	152	26	that	that	SCONJ
fcis-31621	152	27	the	the	DET
fcis-31621	152	28	value	value	NOUN
fcis-31621	152	29	of	of	ADP
fcis-31621	152	30	the	the	DET
fcis-31621	152	31	house	house	NOUN
fcis-31621	152	32	price	price	NOUN
fcis-31621	152	33	fluctuates	fluctuate	NOUN
fcis-31621	152	34	in	in	ADP
fcis-31621	152	35	the	the	DET
fcis-31621	152	36	range	range	NOUN
fcis-31621	152	37	of	of	ADP
fcis-31621	152	38	-600	-600	NUM
fcis-31621	152	39	to	to	ADP
fcis-31621	152	40	450	450	NUM
fcis-31621	152	41	.	.	PUNCT
fcis-31621	153	1	according	accord	VERB
fcis-31621	153	2	to	to	ADP
fcis-31621	153	3	the	the	DET
fcis-31621	153	4	three	three	NUM
fcis-31621	153	5	forecast	forecast	NOUN
fcis-31621	153	6	charts	chart	NOUN
fcis-31621	153	7	,	,	PUNCT
fcis-31621	153	8	it	it	PRON
fcis-31621	153	9	can	can	AUX
fcis-31621	153	10	be	be	AUX
fcis-31621	153	11	concluded	conclude	VERB
fcis-31621	153	12	that	that	SCONJ
fcis-31621	153	13	the	the	DET
fcis-31621	153	14	average	average	ADJ
fcis-31621	153	15	price	price	NOUN
fcis-31621	153	16	of	of	ADP
fcis-31621	153	17	residential	residential	ADJ
fcis-31621	153	18	transactions	transaction	NOUN
fcis-31621	153	19	in	in	ADP
fcis-31621	153	20	guiyang	guiyang	PROPN
fcis-31621	153	21	city	city	PROPN
fcis-31621	153	22	will	will	AUX
fcis-31621	153	23	have	have	VERB
fcis-31621	153	24	a	a	DET
fcis-31621	153	25	small	small	ADJ
fcis-31621	153	26	drop	drop	NOUN
fcis-31621	153	27	in	in	ADP
fcis-31621	153	28	the	the	DET
fcis-31621	153	29	coming	come	VERB
fcis-31621	153	30	year	year	NOUN
fcis-31621	153	31	and	and	CCONJ
fcis-31621	153	32	then	then	ADV
fcis-31621	153	33	stabilize	stabilize	VERB
fcis-31621	153	34	.	.	PUNCT
fcis-31621	154	1	figure	figure	VERB
fcis-31621	154	2	7	7	NUM
fcis-31621	154	3	.	.	PUNCT
fcis-31621	154	4	arima(1,1,1	arima(1,1,1	NOUN
fcis-31621	154	5	)	)	PUNCT
fcis-31621	154	6	prediction	prediction	NOUN
fcis-31621	154	7	plot	plot	NOUN
fcis-31621	154	8	figure	figure	NOUN
fcis-31621	154	9	8	8	NUM
fcis-31621	154	10	.	.	PUNCT
fcis-31621	155	1	sarima(1,1,1)(0,1,0)[12	sarima(1,1,1)(0,1,0)[12	NOUN
fcis-31621	155	2	]	]	X
fcis-31621	155	3	prediction	prediction	NOUN
fcis-31621	155	4	plot	plot	NOUN
fcis-31621	155	5	figure	figure	NOUN
fcis-31621	155	6	9	9	NUM
fcis-31621	155	7	.	.	PUNCT
fcis-31621	155	8	arima	arima	NOUN
fcis-31621	155	9	-	-	PUNCT
fcis-31621	155	10	garch	garch	NOUN
fcis-31621	155	11	hybrid	hybrid	NOUN
fcis-31621	155	12	model	model	NOUN
fcis-31621	155	13	53	53	NUM
fcis-31621	155	14	references	reference	NOUN
fcis-31621	155	15	[	[	X
fcis-31621	155	16	1	1	NUM
fcis-31621	155	17	]	]	X
fcis-31621	155	18	zhang	zhang	PROPN
fcis-31621	155	19	,	,	PUNCT
fcis-31621	155	20	s.	s.	PROPN
fcis-31621	155	21	x.	x.	PROPN
fcis-31621	155	22	(	(	PUNCT
fcis-31621	155	23	2020	2020	NUM
fcis-31621	155	24	)	)	PUNCT
fcis-31621	155	25	.	.	PUNCT
fcis-31621	156	1	application	application	NOUN
fcis-31621	156	2	of	of	ADP
fcis-31621	156	3	arima	arima	PROPN
fcis-31621	156	4	and	and	CCONJ
fcis-31621	156	5	arimax	arimax	ADJ
fcis-31621	156	6	models	model	NOUN
fcis-31621	156	7	in	in	ADP
fcis-31621	156	8	private	private	ADJ
fcis-31621	156	9	car	car	NOUN
fcis-31621	156	10	ownership	ownership	NOUN
fcis-31621	156	11	forecasting	forecasting	NOUN
fcis-31621	156	12	.	.	PUNCT
fcis-31621	157	1	statistics	statistic	NOUN
fcis-31621	157	2	and	and	CCONJ
fcis-31621	157	3	decision	decision	NOUN
fcis-31621	157	4	making	making	NOUN
fcis-31621	157	5	,	,	PUNCT
fcis-31621	157	6	37(5	37(5	NUM
fcis-31621	157	7	)	)	PUNCT
fcis-31621	157	8	,	,	PUNCT
fcis-31621	157	9	123–128	123–128	NUM
fcis-31621	157	10	.	.	PUNCT
fcis-31621	158	1	[	[	X
fcis-31621	158	2	2	2	NUM
fcis-31621	158	3	]	]	X
fcis-31621	158	4	divisekara	divisekara	PROPN
fcis-31621	158	5	,	,	PUNCT
fcis-31621	158	6	r.	r.	PROPN
fcis-31621	158	7	w.	w.	PROPN
fcis-31621	158	8	,	,	PUNCT
fcis-31621	158	9	jayasinghe	jayasinghe	PROPN
fcis-31621	158	10	,	,	PUNCT
fcis-31621	158	11	g.	g.	PROPN
fcis-31621	158	12	j.	j.	PROPN
fcis-31621	158	13	m.	m.	PROPN
fcis-31621	158	14	s.	s.	PROPN
fcis-31621	158	15	r.	r.	PROPN
fcis-31621	158	16	,	,	PUNCT
fcis-31621	158	17	kumari	kumari	PROPN
fcis-31621	158	18	,	,	PUNCT
fcis-31621	158	19	k.	k.	PROPN
fcis-31621	158	20	w.	w.	PROPN
fcis-31621	158	21	s.	s.	PROPN
fcis-31621	158	22	n.	n.	PROPN
fcis-31621	158	23	,	,	PUNCT
fcis-31621	158	24	et	et	PROPN
fcis-31621	158	25	al	al	PROPN
fcis-31621	158	26	.	.	PROPN
fcis-31621	158	27	(	(	PUNCT
fcis-31621	158	28	2021	2021	NUM
fcis-31621	158	29	)	)	PUNCT
fcis-31621	158	30	.	.	PUNCT
fcis-31621	159	1	forecasting	forecast	VERB
fcis-31621	159	2	the	the	DET
fcis-31621	159	3	red	red	ADJ
fcis-31621	159	4	lentils	lentil	NOUN
fcis-31621	159	5	commodity	commodity	NOUN
fcis-31621	159	6	market	market	NOUN
fcis-31621	159	7	price	price	NOUN
fcis-31621	159	8	using	use	VERB
fcis-31621	159	9	sarima	sarima	NOUN
fcis-31621	159	10	models	model	NOUN
fcis-31621	159	11	.	.	PUNCT
fcis-31621	160	1	sn	sn	PROPN
fcis-31621	160	2	business	business	PROPN
fcis-31621	160	3	&	&	CCONJ
fcis-31621	160	4	economics	economic	NOUN
fcis-31621	160	5	,	,	PUNCT
fcis-31621	160	6	1(20	1(20	NUM
fcis-31621	160	7	)	)	PUNCT
fcis-31621	160	8	,	,	PUNCT
fcis-31621	160	9	1–20	1–20	NOUN
fcis-31621	160	10	.	.	PUNCT
fcis-31621	161	1	[	[	X
fcis-31621	161	2	3	3	X
fcis-31621	161	3	]	]	X
fcis-31621	161	4	sun	sun	NOUN
fcis-31621	161	5	,	,	PUNCT
fcis-31621	161	6	l.	l.	PROPN
fcis-31621	161	7	j.	j.	PROPN
fcis-31621	161	8	,	,	PUNCT
fcis-31621	161	9	&	&	CCONJ
fcis-31621	161	10	wang	wang	PROPN
fcis-31621	161	11	,	,	PUNCT
fcis-31621	161	12	j.	j.	PROPN
fcis-31621	161	13	(	(	PUNCT
fcis-31621	161	14	2018	2018	NUM
fcis-31621	161	15	)	)	PUNCT
fcis-31621	161	16	.	.	PUNCT
fcis-31621	162	1	econometric	econometric	ADJ
fcis-31621	162	2	analysis	analysis	NOUN
fcis-31621	162	3	of	of	ADP
fcis-31621	162	4	real	real	ADJ
fcis-31621	162	5	estate	estate	NOUN
fcis-31621	162	6	stock	stock	NOUN
fcis-31621	162	7	market	market	NOUN
fcis-31621	162	8	return	return	NOUN
fcis-31621	162	9	volatility	volatility	NOUN
fcis-31621	162	10	.	.	PUNCT
fcis-31621	163	1	economic	economic	ADJ
fcis-31621	163	2	research	research	NOUN
fcis-31621	163	3	,	,	PUNCT
fcis-31621	163	4	52(2	52(2	NUM
fcis-31621	163	5	)	)	PUNCT
fcis-31621	163	6	,	,	PUNCT
fcis-31621	163	7	45–52	45–52	NUM
fcis-31621	163	8	.	.	PUNCT
fcis-31621	164	1	[	[	X
fcis-31621	164	2	4	4	NUM
fcis-31621	164	3	]	]	SYM
fcis-31621	164	4	aras	ara	NOUN
fcis-31621	164	5	,	,	PUNCT
fcis-31621	164	6	s.	s.	PROPN
fcis-31621	164	7	(	(	PUNCT
fcis-31621	164	8	2021	2021	NUM
fcis-31621	164	9	)	)	PUNCT
fcis-31621	164	10	.	.	PUNCT
fcis-31621	165	1	stacking	stack	VERB
fcis-31621	165	2	hybrid	hybrid	ADJ
fcis-31621	165	3	garch	garch	NOUN
fcis-31621	165	4	models	model	NOUN
fcis-31621	165	5	for	for	ADP
fcis-31621	165	6	forecasting	forecast	VERB
fcis-31621	165	7	bitcoin	bitcoin	ADJ
fcis-31621	165	8	volatility	volatility	NOUN
fcis-31621	165	9	.	.	PUNCT
fcis-31621	166	1	expert	expert	NOUN
fcis-31621	166	2	systems	system	NOUN
fcis-31621	166	3	with	with	ADP
fcis-31621	166	4	applications	application	NOUN
fcis-31621	166	5	,	,	PUNCT
fcis-31621	166	6	1(20	1(20	NUM
fcis-31621	166	7	)	)	PUNCT
fcis-31621	166	8	,	,	PUNCT
fcis-31621	166	9	1–20	1–20	NOUN
fcis-31621	166	10	.	.	PUNCT
fcis-31621	167	1	[	[	X
fcis-31621	167	2	5	5	NUM
fcis-31621	167	3	]	]	SYM
fcis-31621	167	4	li	li	PROPN
fcis-31621	167	5	,	,	PUNCT
fcis-31621	167	6	w.	w.	PROPN
fcis-31621	167	7	j.	j.	PROPN
fcis-31621	167	8	(	(	PUNCT
fcis-31621	167	9	2024	2024	NUM
fcis-31621	167	10	)	)	PUNCT
fcis-31621	167	11	.	.	PUNCT
fcis-31621	168	1	volatility	volatility	NOUN
fcis-31621	168	2	persistence	persistence	NOUN
fcis-31621	168	3	of	of	ADP
fcis-31621	168	4	financial	financial	ADJ
fcis-31621	168	5	time	time	NOUN
fcis-31621	168	6	series	series	NOUN
fcis-31621	168	7	and	and	CCONJ
fcis-31621	168	8	optimal	optimal	ADJ
fcis-31621	168	9	portfolio	portfolio	NOUN
fcis-31621	168	10	relationship	relationship	NOUN
fcis-31621	168	11	—	—	PUNCT
fcis-31621	168	12	a	a	DET
fcis-31621	168	13	perspective	perspective	NOUN
fcis-31621	168	14	based	base	VERB
fcis-31621	168	15	on	on	ADP
fcis-31621	168	16	garch	garch	NOUN
fcis-31621	168	17	(	(	PUNCT
fcis-31621	168	18	1,1	1,1	NUM
fcis-31621	168	19	)	)	PUNCT
fcis-31621	168	20	model	model	NOUN
fcis-31621	168	21	moments	moment	NOUN
fcis-31621	168	22	.	.	PUNCT
fcis-31621	169	1	modern	modern	ADJ
fcis-31621	169	2	business	business	NOUN
fcis-31621	169	3	,	,	PUNCT
fcis-31621	169	4	4	4	NUM
fcis-31621	169	5	,	,	PUNCT
fcis-31621	169	6	105–108	105–108	NUM
fcis-31621	169	7	.	.	PUNCT
fcis-31621	170	1	[	[	X
fcis-31621	170	2	6	6	NUM
fcis-31621	170	3	]	]	X
fcis-31621	170	4	wang	wang	PROPN
fcis-31621	170	5	,	,	PUNCT
fcis-31621	170	6	y.	y.	PROPN
fcis-31621	170	7	l.	l.	PROPN
fcis-31621	170	8	(	(	PUNCT
fcis-31621	170	9	2024	2024	NUM
fcis-31621	170	10	)	)	PUNCT
fcis-31621	170	11	.	.	PUNCT
fcis-31621	171	1	research	research	NOUN
fcis-31621	171	2	on	on	ADP
fcis-31621	171	3	rmb	rmb	PROPN
fcis-31621	171	4	exchange	exchange	NOUN
fcis-31621	171	5	rate	rate	NOUN
fcis-31621	171	6	volatility	volatility	NOUN
fcis-31621	171	7	based	base	VERB
fcis-31621	171	8	on	on	ADP
fcis-31621	171	9	arima	arima	NOUN
fcis-31621	171	10	-	-	PUNCT
fcis-31621	171	11	garch	garch	NOUN
fcis-31621	171	12	model	model	NOUN
fcis-31621	171	13	.	.	PUNCT
fcis-31621	172	1	china	china	PROPN
fcis-31621	172	2	business	business	PROPN
fcis-31621	172	3	journal	journal	PROPN
fcis-31621	172	4	,	,	PUNCT
fcis-31621	172	5	11	11	NUM
fcis-31621	172	6	,	,	PUNCT
fcis-31621	172	7	9–12	9–12	NOUN
fcis-31621	172	8	.	.	PUNCT
fcis-31621	173	1	[	[	X
fcis-31621	173	2	7	7	X
fcis-31621	173	3	]	]	SYM
fcis-31621	173	4	xiong	xiong	PROPN
fcis-31621	173	5	,	,	PUNCT
fcis-31621	173	6	z.	z.	PROPN
fcis-31621	173	7	,	,	PUNCT
fcis-31621	173	8	&	&	CCONJ
fcis-31621	173	9	che	che	PROPN
fcis-31621	173	10	,	,	PUNCT
fcis-31621	173	11	w.	w.	PROPN
fcis-31621	173	12	g.	g.	PROPN
fcis-31621	173	13	(	(	PUNCT
fcis-31621	173	14	2022	2022	NUM
fcis-31621	173	15	)	)	PUNCT
fcis-31621	173	16	.	.	PUNCT
fcis-31621	174	1	application	application	NOUN
fcis-31621	174	2	of	of	ADP
fcis-31621	174	3	arimagarch	arimagarch	ADJ
fcis-31621	174	4	-	-	PUNCT
fcis-31621	174	5	m	m	NOUN
fcis-31621	174	6	model	model	NOUN
fcis-31621	174	7	in	in	ADP
fcis-31621	174	8	short	short	ADJ
fcis-31621	174	9	-	-	PUNCT
fcis-31621	174	10	term	term	NOUN
fcis-31621	174	11	stock	stock	NOUN
fcis-31621	174	12	forecasting	forecasting	NOUN
fcis-31621	174	13	.	.	PUNCT
fcis-31621	175	1	journal	journal	PROPN
fcis-31621	175	2	of	of	ADP
fcis-31621	175	3	shaanxi	shaanxi	PROPN
fcis-31621	175	4	university	university	PROPN
fcis-31621	175	5	of	of	ADP
fcis-31621	175	6	technology	technology	NOUN
fcis-31621	175	7	(	(	PUNCT
fcis-31621	175	8	natural	natural	ADJ
fcis-31621	175	9	science	science	NOUN
fcis-31621	175	10	edition	edition	NOUN
fcis-31621	175	11	)	)	PUNCT
fcis-31621	175	12	,	,	PUNCT
fcis-31621	175	13	40(4	40(4	NUM
fcis-31621	175	14	)	)	PUNCT
fcis-31621	175	15	,	,	PUNCT
fcis-31621	175	16	69–74	69–74	NUM
fcis-31621	175	17	.	.	PUNCT
fcis-31621	176	1	[	[	X
fcis-31621	176	2	8	8	NUM
fcis-31621	176	3	]	]	SYM
fcis-31621	176	4	hu	hu	PROPN
fcis-31621	176	5	,	,	PUNCT
fcis-31621	176	6	x.	x.	PROPN
fcis-31621	176	7	q.	q.	PROPN
fcis-31621	176	8	(	(	PUNCT
fcis-31621	176	9	2022	2022	NUM
fcis-31621	176	10	)	)	PUNCT
fcis-31621	176	11	.	.	PUNCT
fcis-31621	177	1	research	research	NOUN
fcis-31621	177	2	on	on	ADP
fcis-31621	177	3	real	real	ADJ
fcis-31621	177	4	estate	estate	NOUN
fcis-31621	177	5	price	price	NOUN
fcis-31621	177	6	forecasting	forecasting	NOUN
fcis-31621	177	7	based	base	VERB
fcis-31621	177	8	on	on	ADP
fcis-31621	177	9	arima	arima	PROPN
fcis-31621	177	10	model	model	NOUN
fcis-31621	177	11	—	—	PUNCT
fcis-31621	177	12	taking	take	VERB
fcis-31621	177	13	hefei	hefei	PROPN
fcis-31621	177	14	city	city	NOUN
fcis-31621	177	15	as	as	ADP
fcis-31621	177	16	an	an	DET
fcis-31621	177	17	example	example	NOUN
fcis-31621	177	18	.	.	PUNCT
fcis-31621	178	1	china	china	PROPN
fcis-31621	178	2	management	management	PROPN
fcis-31621	178	3	informatization	informatization	PROPN
fcis-31621	178	4	,	,	PUNCT
fcis-31621	178	5	5	5	NUM
fcis-31621	178	6	,	,	PUNCT
fcis-31621	178	7	163–166	163–166	NUM
fcis-31621	178	8	.	.	PUNCT
fcis-31621	179	1	[	[	X
fcis-31621	179	2	9	9	NUM
fcis-31621	179	3	]	]	SYM
fcis-31621	179	4	fu	fu	PROPN
fcis-31621	179	5	,	,	PUNCT
fcis-31621	179	6	q.	q.	PROPN
fcis-31621	179	7	w.	w.	PROPN
fcis-31621	179	8	,	,	PUNCT
fcis-31621	179	9	yi	yi	PROPN
fcis-31621	179	10	,	,	PUNCT
fcis-31621	179	11	y.	y.	PROPN
fcis-31621	179	12	c.	c.	PROPN
fcis-31621	179	13	,	,	PUNCT
fcis-31621	179	14	zhang	zhang	PROPN
fcis-31621	179	15	,	,	PUNCT
fcis-31621	179	16	s.	s.	PROPN
fcis-31621	179	17	j.	j.	PROPN
fcis-31621	179	18	,	,	PUNCT
fcis-31621	179	19	et	et	PROPN
fcis-31621	179	20	al	al	PROPN
fcis-31621	179	21	.	.	PROPN
fcis-31621	180	1	(	(	PUNCT
fcis-31621	180	2	2025	2025	NUM
fcis-31621	180	3	)	)	PUNCT
fcis-31621	180	4	.	.	PUNCT
fcis-31621	181	1	forecasting	forecast	VERB
fcis-31621	181	2	house	house	NOUN
fcis-31621	181	3	price	price	NOUN
fcis-31621	181	4	in	in	ADP
fcis-31621	181	5	hengyang	hengyang	PROPN
fcis-31621	181	6	city	city	NOUN
fcis-31621	181	7	based	base	VERB
fcis-31621	181	8	on	on	ADP
fcis-31621	181	9	arima	arima	PROPN
fcis-31621	181	10	model	model	NOUN
fcis-31621	181	11	.	.	PUNCT
fcis-31621	182	1	statistics	statistic	NOUN
fcis-31621	182	2	and	and	CCONJ
fcis-31621	182	3	applications	application	NOUN
fcis-31621	182	4	,	,	PUNCT
fcis-31621	182	5	12(1	12(1	NUM
fcis-31621	182	6	)	)	PUNCT
fcis-31621	182	7	,	,	PUNCT
fcis-31621	182	8	123–130	123–130	NUM
fcis-31621	182	9	.	.	PUNCT
fcis-31621	183	1	[	[	X
fcis-31621	183	2	10	10	NUM
fcis-31621	183	3	]	]	X
fcis-31621	183	4	chen	chen	PROPN
fcis-31621	183	5	,	,	PUNCT
fcis-31621	183	6	l.	l.	PROPN
fcis-31621	183	7	(	(	PUNCT
fcis-31621	183	8	2022	2022	NUM
fcis-31621	183	9	)	)	PUNCT
fcis-31621	183	10	.	.	PUNCT
fcis-31621	184	1	price	price	NOUN
fcis-31621	184	2	forecasting	forecasting	NOUN
fcis-31621	184	3	of	of	ADP
fcis-31621	184	4	commodity	commodity	NOUN
fcis-31621	184	5	housing	housing	NOUN
fcis-31621	184	6	in	in	ADP
fcis-31621	184	7	nanjing	nanjing	PROPN
fcis-31621	184	8	—	—	PUNCT
fcis-31621	184	9	comparative	comparative	ADJ
fcis-31621	184	10	analysis	analysis	NOUN
fcis-31621	184	11	based	base	VERB
fcis-31621	184	12	on	on	ADP
fcis-31621	184	13	arima	arima	PROPN
fcis-31621	184	14	and	and	CCONJ
fcis-31621	184	15	sarima	sarima	NOUN
fcis-31621	184	16	models	model	NOUN
fcis-31621	184	17	.	.	PUNCT
fcis-31621	185	1	statistics	statistic	NOUN
fcis-31621	185	2	and	and	CCONJ
fcis-31621	185	3	applications	application	NOUN
fcis-31621	185	4	,	,	PUNCT
fcis-31621	185	5	11(2	11(2	NUM
fcis-31621	185	6	)	)	PUNCT
fcis-31621	185	7	,	,	PUNCT
fcis-31621	185	8	280–287	280–287	NUM
fcis-31621	185	9	.	.	PUNCT
fcis-31621	186	1	[	[	X
fcis-31621	186	2	11	11	NUM
fcis-31621	186	3	]	]	PUNCT
fcis-31621	186	4	jadevicius	jadevicius	PROPN
fcis-31621	186	5	,	,	PUNCT
fcis-31621	186	6	a.	a.	PROPN
fcis-31621	186	7	,	,	PUNCT
fcis-31621	186	8	&	&	CCONJ
fcis-31621	186	9	huston	huston	PROPN
fcis-31621	186	10	,	,	PUNCT
fcis-31621	186	11	s.	s.	PROPN
fcis-31621	186	12	(	(	PUNCT
fcis-31621	186	13	2015	2015	NUM
fcis-31621	186	14	)	)	PUNCT
fcis-31621	186	15	.	.	PUNCT
fcis-31621	187	1	arima	arima	PROPN
fcis-31621	187	2	modelling	modelling	NOUN
fcis-31621	187	3	of	of	ADP
fcis-31621	187	4	lithuanian	lithuanian	PROPN
fcis-31621	187	5	house	house	PROPN
fcis-31621	187	6	price	price	PROPN
fcis-31621	187	7	index	index	NOUN
fcis-31621	187	8	.	.	PUNCT
fcis-31621	188	1	international	international	ADJ
fcis-31621	188	2	journal	journal	PROPN
fcis-31621	188	3	of	of	ADP
fcis-31621	188	4	housing	housing	NOUN
fcis-31621	188	5	markets	market	NOUN
fcis-31621	188	6	and	and	CCONJ
fcis-31621	188	7	analysis	analysis	NOUN
fcis-31621	188	8	,	,	PUNCT
fcis-31621	188	9	8(1	8(1	NOUN
fcis-31621	188	10	)	)	PUNCT
fcis-31621	188	11	,	,	PUNCT
fcis-31621	188	12	135–147	135–147	NUM
fcis-31621	188	13	.	.	PUNCT
fcis-31621	189	1	[	[	X
fcis-31621	189	2	12	12	NUM
fcis-31621	189	3	]	]	PUNCT
fcis-31621	189	4	zamri	zamri	PROPN
fcis-31621	189	5	,	,	PUNCT
fcis-31621	189	6	a.	a.	NOUN
fcis-31621	189	7	,	,	PUNCT
fcis-31621	189	8	ahmad	ahmad	PROPN
fcis-31621	189	9	,	,	PUNCT
fcis-31621	189	10	b.	b.	PROPN
fcis-31621	189	11	,	,	PUNCT
fcis-31621	189	12	salleh	salleh	PROPN
fcis-31621	189	13	,	,	PUNCT
fcis-31621	189	14	c.	c.	PROPN
fcis-31621	189	15	,	,	PUNCT
fcis-31621	189	16	et	et	PROPN
fcis-31621	189	17	al	al	PROPN
fcis-31621	189	18	.	.	PUNCT
fcis-31621	190	1	(	(	PUNCT
fcis-31621	190	2	2024	2024	NUM
fcis-31621	190	3	)	)	PUNCT
fcis-31621	190	4	.	.	PUNCT
fcis-31621	191	1	analysis	analysis	NOUN
fcis-31621	191	2	of	of	ADP
fcis-31621	191	3	aic	aic	PROPN
fcis-31621	191	4	and	and	CCONJ
fcis-31621	191	5	bic	bic	PROPN
fcis-31621	191	6	through	through	ADP
fcis-31621	191	7	arima	arima	PROPN
fcis-31621	191	8	modeling	modeling	NOUN
fcis-31621	191	9	for	for	ADP
fcis-31621	191	10	house	house	NOUN
fcis-31621	191	11	price	price	NOUN
fcis-31621	191	12	prediction	prediction	NOUN
fcis-31621	191	13	in	in	ADP
fcis-31621	191	14	malaysia	malaysia	PROPN
fcis-31621	191	15	.	.	PUNCT
fcis-31621	192	1	journal	journal	PROPN
fcis-31621	192	2	of	of	ADP
fcis-31621	192	3	housing	housing	NOUN
fcis-31621	192	4	economics	economic	NOUN
fcis-31621	192	5	,	,	PUNCT
fcis-31621	192	6	12	12	NUM
fcis-31621	192	7	,	,	PUNCT
fcis-31621	192	8	88–102	88–102	NUM
fcis-31621	192	9	.	.	PUNCT
fcis-31621	193	1	[	[	X
fcis-31621	193	2	13	13	NUM
fcis-31621	193	3	]	]	SYM
fcis-31621	193	4	cui	cui	NOUN
fcis-31621	193	5	,	,	PUNCT
fcis-31621	193	6	y.	y.	PROPN
fcis-31621	193	7	s.	s.	PROPN
fcis-31621	193	8	,	,	PUNCT
fcis-31621	193	9	&	&	CCONJ
fcis-31621	193	10	liu	liu	PROPN
fcis-31621	193	11	,	,	PUNCT
fcis-31621	193	12	j.	j.	PROPN
fcis-31621	193	13	(	(	PUNCT
fcis-31621	193	14	2010	2010	NUM
fcis-31621	193	15	)	)	PUNCT
fcis-31621	193	16	.	.	PUNCT
fcis-31621	194	1	research	research	NOUN
fcis-31621	194	2	on	on	ADP
fcis-31621	194	3	the	the	DET
fcis-31621	194	4	volatility	volatility	NOUN
fcis-31621	194	5	of	of	ADP
fcis-31621	194	6	real	real	ADJ
fcis-31621	194	7	estate	estate	NOUN
fcis-31621	194	8	market	market	NOUN
fcis-31621	194	9	.	.	PUNCT
fcis-31621	195	1	north	north	PROPN
fcis-31621	195	2	china	china	PROPN
fcis-31621	195	3	finance	finance	PROPN
fcis-31621	195	4	,	,	PUNCT
fcis-31621	195	5	12	12	NUM
fcis-31621	195	6	,	,	PUNCT
fcis-31621	195	7	11–13	11–13	NUM
fcis-31621	195	8	.	.	PUNCT
fcis-31621	196	1	[	[	X
fcis-31621	196	2	14	14	NUM
fcis-31621	196	3	]	]	X
fcis-31621	196	4	suleiman	suleiman	PROPN
fcis-31621	196	5	,	,	PUNCT
fcis-31621	196	6	a.	a.	NOUN
fcis-31621	196	7	a.	a.	PROPN
fcis-31621	196	8	,	,	PUNCT
fcis-31621	196	9	othman	othman	PROPN
fcis-31621	196	10	,	,	PUNCT
fcis-31621	196	11	m.	m.	NOUN
fcis-31621	196	12	,	,	PUNCT
fcis-31621	196	13	daud	daud	PROPN
fcis-31621	196	14	,	,	PUNCT
fcis-31621	196	15	h.	h.	PROPN
fcis-31621	196	16	,	,	PUNCT
fcis-31621	196	17	et	et	PROPN
fcis-31621	196	18	al	al	PROPN
fcis-31621	196	19	.	.	PROPN
fcis-31621	196	20	(	(	PUNCT
fcis-31621	196	21	2023	2023	NUM
fcis-31621	196	22	)	)	PUNCT
fcis-31621	196	23	.	.	PUNCT
fcis-31621	197	1	forecasting	forecast	VERB
fcis-31621	197	2	the	the	DET
fcis-31621	197	3	volatility	volatility	NOUN
fcis-31621	197	4	of	of	ADP
fcis-31621	197	5	real	real	ADJ
fcis-31621	197	6	residential	residential	ADJ
fcis-31621	197	7	property	property	NOUN
fcis-31621	197	8	prices	price	NOUN
fcis-31621	197	9	in	in	ADP
fcis-31621	197	10	malaysia	malaysia	PROPN
fcis-31621	197	11	:	:	PUNCT
fcis-31621	197	12	a	a	DET
fcis-31621	197	13	comparison	comparison	NOUN
fcis-31621	197	14	of	of	ADP
fcis-31621	197	15	garch	garch	NOUN
fcis-31621	197	16	models	model	NOUN
fcis-31621	197	17	.	.	PUNCT
fcis-31621	198	1	real	real	ADJ
fcis-31621	198	2	estate	estate	NOUN
fcis-31621	198	3	management	management	NOUN
fcis-31621	198	4	and	and	CCONJ
fcis-31621	198	5	valuation	valuation	NOUN
fcis-31621	198	6	,	,	PUNCT
fcis-31621	198	7	31(3	31(3	NUM
fcis-31621	198	8	)	)	PUNCT
fcis-31621	198	9	,	,	PUNCT
fcis-31621	198	10	20–31	20–31	PROPN
fcis-31621	198	11	.	.	PUNCT
fcis-31621	199	1	[	[	X
fcis-31621	199	2	15	15	NUM
fcis-31621	199	3	]	]	X
fcis-31621	199	4	otto	otto	PROPN
fcis-31621	199	5	,	,	PUNCT
fcis-31621	199	6	p.	p.	PROPN
fcis-31621	199	7	,	,	PUNCT
fcis-31621	199	8	&	&	CCONJ
fcis-31621	199	9	schmid	schmid	PROPN
fcis-31621	199	10	,	,	PUNCT
fcis-31621	199	11	w.	w.	PROPN
fcis-31621	199	12	(	(	PUNCT
fcis-31621	199	13	2023	2023	NUM
fcis-31621	199	14	)	)	PUNCT
fcis-31621	199	15	.	.	PUNCT
fcis-31621	200	1	a	a	DET
fcis-31621	200	2	general	general	ADJ
fcis-31621	200	3	framework	framework	NOUN
fcis-31621	200	4	for	for	ADP
fcis-31621	200	5	spatial	spatial	ADJ
fcis-31621	200	6	garch	garch	NOUN
fcis-31621	200	7	models	model	NOUN
fcis-31621	200	8	.	.	PUNCT
fcis-31621	201	1	statistical	statistical	ADJ
fcis-31621	201	2	papers	paper	NOUN
fcis-31621	201	3	,	,	PUNCT
fcis-31621	201	4	64(2	64(2	NOUN
fcis-31621	201	5	)	)	PUNCT
fcis-31621	201	6	,	,	PUNCT
fcis-31621	201	7	1721–1747	1721–1747	NUM
fcis-31621	201	8	.	.	PUNCT