金融英语 能不能帮我翻译一下 在线翻译的太不对了~谢谢啦 会加分的

a simple correlation ** estimated across the variables considered in th** study.the results are depicted in table 1.it clearly shows that inflation rate(i)** negatively associated with all the other variables where as nominal(r)and real stock returns(r-i)are positively associated with the growth of real output(gr).
我们把研究中所可能遇到的变量关联到里面。表格1就描绘了这个结果。这个结果清晰地显示了通胀率（i）是与其他所有的变量是成负比的，其中nominal（r）和实际股票收益率(r-i)是同实际产量增长成正比的。further we examined the stationary property of the series using anaugmented dickey–fuller test.the results are presented in table 2 and it shows that all the series are stationary at level.
我们进一步用augmented dickey–fuller test检验了这些系列中的固定资产。这个结果显示在表格2中，它显示了所有的组都是固定的。the estimates from eq.(1)clearly show that there ex**ts a significant negative relationship between real stock return and inflation.table 3 provides the results.
after purging the effects of output in the inflation using eq.(2),we estimated eq.(3)with the estimated residual from eq.(2)along with the lagged,contemporaneous and leading levels of growth in real output.2 the results show that the residual has a significant negative relationship along the lines of chatrath et al.(1996).the results are given in table 4.
公式1清楚的显示出在实际股票收益率和通胀率之间存在一个明显的负相关。表格3提供了这些结果。在用公式2减去通胀中产出的影响后，我们用公式3分别用着实际产量增长的不用水平（滞后，正常和领先水平）预估公式2中的剩余（数值）。这个结果显示剩余的数值沿着chatrath的线图有一个明显的负相关。这个结果显示在表格4中。even after purging the output effect in the inflation,it still shows a negative relationship with real return that **ifies fama's hypothes** that th** negative relationship between real stock return and inflation ** linked through output.
就算我们减去通胀中产量的影响，它还是显示出一个实际回报的负相关并勾销了farma关于实际股票收益与通胀之间的负相关是与产出关联的假设。now,the inflation(i)** decomposed into the expected and unexpected portion through an arma model suggested by box and jenkins(1976).acf and pacf indicate arma(1,0)to be a good specification of the inflation series.further the residuals obtained from th** model sat**fy all the diagnostic check for randomness.the fitted and the residual series from th** specification are considered as expected[e(i)]and unexpected[ue(i)]portion of the inflation series.with the derived components eq.(1a)** estimated and the results are presented in table 5.
现在我们通过box和jenkins(1976)建议的arma模型把通胀指数分解成预期内和预期外。acf和pacf指示了arma（1,0）一个通胀指数的规范。此外我们从这个模型中得到的其他数值也满足了随机性测试。这个规范中拟合以及残差是被看做通胀指数的预期中[e(i)]和预期外[ue(i)]数据。在表格5中显示了这个延伸出的公式1a和结果。the results clearly show that the decomposition of the inflation series into expected and unexpected components are not giving different effects.both the expected and unexpected components are found to h**e negatively significant relationship with the real stock return
这些结果清晰地显示出把通胀分解为预期内和预期外并没有不一样的影响。他们两个都被发现会对实际股票回报有一个明显的负相关。