阐述了指数期货中均值回复现象产生的原因，并进而分析了基差变化中的一阶自相关系数在不同情况下的计算方法。
The article analyzed the reasons that aroused the mean reversion in stock index futures, and the calculation methods of the coefficient of the first-order autocorrelation in basis change.
所使用的参数是：信号的短时幅度与能量、一阶和二阶过零率、自相关函数及基音周期等。
The involved parameters are short-time amplitude and energy, lst-and2nd-order zero-crossing rate, autocorrelation function and pitch period.
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