Using this model, we can also predict the futures price manipulation in the predicted value and the collection of the history of futures trading on the normal real data to estimate model parameters, in order to predict the future period of futures prices, forecasts and real value through interval between test error and the error compared to the forecast range can determine whether the price to be manipulated if the forecast data and continuous with the market to deviate from the real data, and a larger variety than the mean error of normal transactions, can be manipulated to determine the existence of the phenomenon, namely the establishment of the moment type: