A Data-Characteristic-Driven Decomposition Ensemble Forecasting Research on the Demand of Space Science Payload Components

Table 3

ADF test results of and each subsequence.

Sequence	Trend term/intercept term	Lag order	AIC	SC	HQC	Prob.	Stationarity	Trend term/intercept term Prob.	Significance of trend term/intercept term	Test result
	With trend term and intercept term	8	3.326	3.759	3.489	0.013	Stable under 5% confidence level	—	—	Unit root process with intercept term and trend term
	With intercept term and no trend term	7	3.560	3.910	3.692	0.573	Nonstationary	—	—
	No trend term and intercept term	7	3.568	3.880	3.686	0.679	Nonstationary	—	—
IMF1	With trend term and intercept term	3	2.449	2.674	2.535	0.000	Stable under 1% confidence level	0.299	Trend term is not significant	Stable without intercept term and time trend term
	With intercept term and no trend term	3	2.434	2.622	2.506	0.000	Stable under 1% confidence level	0.690	Intercept term is not significant
	No trend term and intercept term	3	2.399	2.549	2.457	0.000	Stable under 1% confidence level	—	—
IMF2	With trend term and intercept term	8	-1.902	-1.469	-1.740	0.030	Stable under 5% confidence level	—	—	Stable without intercept term and time trend term
	With intercept term and no trend term	8	-1.852	-1.458	-1.704	0.032	Stable under 5% confidence level	—	—
	No trend term and intercept term	8	-1.888	-1.533	-1.754	0.003	Stable under 1% confidence level	—	—
IMF3	With trend term and intercept term	10	-5.910	-5.388	-5.716	0.046	Stable under 5% confidence level	—	—	Stable without intercept term and time trend term
	With intercept term and no trend term	10	-5.924	-5.442	-5.744	0.009	Stable under 1% confidence level	0.714	The intercept term is not significant
	No trend term and intercept term	10	-5.964	-5.522	-5.799	0.000	Stable under 1% confidence level	—	—
IMF4	With trend term and intercept term	3	-12.451	-12.225	-12.364	0.005	Stable under 1% confidence level	0.932	Trend term is not significant	Stable without intercept term and time trend term
	With intercept term and no trend term	3	-12.489	-12.301	-12.417	0.000	Stable under 1% confidence level	0.122	Intercept term is not significant
	No trend term and intercept term	3	-12.476	-12.326	-12.418	0.000	Stable under 1% confidence level	—	—
R	With trend term and intercept term	7	-15.775	-15.385	-15.628	1.000	Nonstationary	—	—	Stable without intercept term and time trend term
	With intercept term and no trend term	7	-15.795	-15.445	-15.663	0.052	Stable under 10% confidence level	—	—
	No trend term and intercept term	7	-15.760	-15.448	-15.642	0.003	Stable under 1% confidence level	—	—