自相关检验结论为：序列存在相关性，否定了收益序列的随机波动特性。
Shenzhen stock market has qualified the weak-form efficiency. Autocorrelation of the time sequence tests show that the time sequence of stock return is correlative.
基于残差序列最小自相关原理，提出一个新的模型适用性检验准则及其递推算法，用于确定有色噪声过程模型的阶次。
Based on the least-autocorrelation (LAC) principle, a new testing criterion of model fitting and its recursive algorithm are presented to determine the orders of a colored process.
在对带白噪声信号的小波变换特性分析的基础上，基于自相关函数的白噪声检验方法，提出了一种确定小波分解层数的自适应算法。
Threshold de-noising based on wavelet transform which is proposed to determine the decomposition order adaptively is an efficient method to reduce the white noise in the digital signal.
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