Before revision:  Then, the dentrending fluctuation analysis (DFA) is use to show that the detrended part is stationary . This is done by considering the autocorrelation of detrended price return and the power spectrum analysis of detrended price .
After revision:  Then, the dentrending fluctuation analysis (DFA) is use to show that the detrended part is stationary by evaluating the Hurst exponent of the multifractal time series, its power spectrum, and its autocorrelation .