Chinese Stock Index Futures Price Fluctuation Analysis and Prediction Based on Complementary Ensemble Empirical Mode Decomposition

Table 1

Descriptive statistics for Chinese stock index futures prices.

	Mean	Std. Dev	JB	ADF
Price series	2600.691	351.503	97.269	−2.539	—	—
(price series)	−0.783	37.611	858.432	−35.531	7.737	26.507

Note. Augmented Dickey-Fuller (ADF) statistics represent the nonstationary test of the price series; (price series) represents the price series after the first difference; statistics represent the autocorrelation test of the time series; statistics represent the autocorrelation test of the square of the time series; and “” indicates significance at the 1% significance level.