An interesting feature of the series............ is that it is stationary,if as we have assumed,the random error V is purely random. Series like Y,which can be made stationary by taking yhe first different ,are said to be intergrated of order 1,and denoted I(1).Stationary series are said to be intergrated of order zero,I(0).In general,if a series must be difference d times to be made stationary it is intergrated of order D,or (d)
purely