Order of Integration I(d)
If you have unit roots in your time series, a series of successive differences, d, can transform the time series into one with stationarity. The differences are denoted by I(d), where d is the order of integration. Non-stationary time series that can be transformed in this way are called series integrated of order k. Usually, the order of integration is either I(0) or I(1); It’s rare to see values for d that are 2 or more.
From: https://www.statisticshowto.com/order-of-integration/
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