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Using the Fourier analysis, these methods are examined with respect to (i) order of accuracy, (ii) spectral resolution, (iii) boundary conditions, and (iv) stability.
Table 1 Notations Notation Meaning {x1, x2, …, x n } Data series {x1′, x2′, …, x n ′} Stationary data series I Differencing order diff({x1, x2, …, x n },I) Execute I order of differencing operation to {x1, x2, …, xn} variance Calculate variance ϵ Application defined stationary threshold δ Application defined BIC indicator threshold.
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