For the process shown in (1), the stationary sum ∅ +∅ + +∅ 1 2 p should be less than 1 [11]. According to
Pindyck and Rubinfeld [11] and Fava [13], non-stationary series can be transformed into stationary series where
observations are differentiated one or more times.
The first differentiation of the data is in Equation (2):