求翻译：该模型中, 所有的自回归系数都不为零, 且其t 统计量表明有较强的显著性, 说明深圳A 股成份指数序列日报酬率存在滞后的相关性。因此深圳股市不呈弱式有效性。是什么意思？

正在翻译，请等待...

正在翻译，请等待...

正在翻译，请等待...

In this model, none of the Autoregressive coefficient is zero, and the t statistic indicates a strong significance, describes a shares in Shenzhen component index sequence correlation rate fall behind China and Japan. Therefore the Shenzhen stock market is weak-form efficiency does not.

In this model, all from the regression coefficient is all not the zero, also its t statistics indicated has the strong significance, explains the Shenzhen A ingredient index sequence date return rate existence lag the relevance.Therefore Shenzhen Stock market does not assume the weak -like validity.