Before revision:  For a p-dimensional unit-root process , we assume that each component consists of a set of common factors, which may be unit-root non-stationary, and a set of stationary components, which contain the cointegrations among the unit-root processes.
After revision:  For a p-dimensional unit-root process , we assume that each component consists of a set of common factors, which may be unit-root processes, a set of stationary components, which contain the cointegrations among the unit-root processes.