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

Table 3

Correlations and variance ratios of the component terms with the Chinese stock index futures price series.

	Pearson correlation coefficient	Variance ratio (original series)
Residue term	0.762 (39.214)	70.278%
Low-frequency term	0.526 (20.6229)	37.521%
High-frequency term	0.196 (6.661)	4.051%

Note. “” represents significance at the 1% significance level.