请求人工翻译一段到英文，特别急！！！！额外再赠送高分 （二）。

If the market to meet, if effective, technical analysis does not work, no time series of prices of the securities laws of scientific research, price changes, showing a random behavior.
One approach is to test whether the price of securities at different times there is a correlation, such as the autocorrelation test (Autocorrelation Test). Autocorrelation test was used to measure the different periods of time, serial correlation between the data before and after, if the sequence is independent, the correlation between before and after the data is zero or near zero. In the weak efficient market, the new information to random, independent way to enter the market, so the weak efficient market that securities should return at different times independent of each other. Return series of securities that the correlation analysis, if there is no correlation, weak establishment of efficient market theory, and vice versa is not true.

If the market to meet, if effective, technical analysis does not work, no time series of prices of the securities laws of scientific research, price changes, showing a random behavior.
One approach is to test whether the price of securities at different times there is a correlation, such as the autocorrelation test (Autocorrelation Test). Autocorrelation test was used to measure the different periods of time, serial correlation between the data before and after, if the sequence is independent, the correlation between before and after the data is zero or near zero. In the weak efficient market, the new information to random, independent way to enter the market, so the weak efficient market that securities should return at different times independent of each other. Return series of securities that the correlation analysis, if there is no correlation, weak establishment of efficient market theory, and vice versa is not true. 欢迎采纳

手工翻译，有些专业词语已查询过字典。

If the market meet is valid, the technical analyzing method is invalid and the time sequence of negotiable securities’ price is irregular, changes of price apears to be random. There is one way to test whether there is relevance between negotiable securities’ prices of different periods, like autocorrelation test. Autocorrelation test of a sequence is used to evaluate the relevance of datas both before and after the sequence in different periods. If the sequence is independent, then the correlation coefficient of datas before and after the sequence is zero or close to zero. In the weak form of efficient market, new informations enter the market in a random and independent way. So the weak form of efficient market thinks that the profit of negotiable securities in different periods should be relatively independent. That is to analyze the relevance of the sequence of negotiable securities‘ profit, if no relevance exists, the theory of the weak form of efficient market is established, otherwise it’s not established.

If the market to meet you, technical analysis, the price of the time sequence No laws research and price changes on the random acts. one is inspection at the price of the relevance, if the relevant inspection （ autocorrelation ） test. a sequence of the relevant inspection for measuring different times, a sequence of data to and fro between its independent, if a sequence of data, and the correlation coefficient should be zero or near zero. the weak effective

应该是这样、、