ADF test was applied to test Shanghai Stock Index and its transaction volume. It was found that Shanghai Stock Index close value was a unit root process, the transaction volume was a trend stationary process and the market was efficient.
英
美
- 對上海證券指數收市價(jià)及成交量作了ADF檢驗 ；發(fā)現指數收市價(jià)存在有單位根 ；價(jià)格服從隨機行走模型 ；成交量趨勢平穩 ；市場(chǎng)是有效的 .
