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 摘要闡述了指數(shù)期貨中均值回復(fù)現(xiàn)象產(chǎn)生的原因,并進而分析了基差變化中的一階自相關(guān)系數(shù)在不同情況下的計算方法。