I1process

In statistics, the order of integration, denoted I(d), of a time series is a summary statistic, which reports the minimum number of differences required to ...

It is true that in the original papers on co-integration, all variables involved were assumed to be individually I(1), and this is usually ...

When the nonstationary series can be transformed to the stationary series by differencing once, the series is said to be integrated of order 1 and is denoted ...

時間序列模型，AR、MA、ARMA、ARIMA模型等基礎知識，在訊號、金融時序分析通用，頗有萬物歸一之感^^. 一、自迴歸模型(AR, Autoregressive Models).

Orders of Integration Terminology. – A series with a unit root (a random walk) is said to be integrated of order one, or I(1).

When a single differencing removes non-stationarity from a time series yt, we say yt is integrated of order 1, or I(1).

A class of procedures that consistently classify the stochastic component of a time series as being integrated either of order zero [I(1)] or one [I(1)] are ...

On Wikipedia, it mentions taking a unit root process (that happens to be I(1)) and making it stationary via differencing. However, it doesn't state if all unit ...

此外，一個平穩AR(1) 模型同時也滿足causality 性質。只要一個序列X_t 能轉換成一個線性過程(linear process)，則稱X_t 符合causality 性質。給定線性過程的 ...

So, what exactly is an I(0) process? An I(0) process is a non-integrated (stationary) process.