Reconstructed series | Sentiment index | Shanghai Stock Index | Macro index | |||
Mean period | Proportion of variance | Mean period | Proportion of variance | Mean period | Proportion of variance | |
High frequency signal | 24 | 38.66% | 9 | 1.64% | 17 | 17.83% |
Low frequency signal | 96 | 48.75% | 96 | 59.68% | 48 | 36.55% |
Residual signal | 192 | 12.59% | 192 | 38.68% | 192 | 45.62% |