Before revision:  Since underlying data sets are affected by non-stationarities  , we also applied MF-DFA and MF-DXA in order to examine the multifractality nature of data and to analyze the relationship and mutual interaction between pairs of series, respectively.
After revision:  Since underlying data sets are affected by non-stationarities and trends , we also applied MF-DFA and MF-DXA in order to examine the multifractality nature of data and to analyze the relationship and mutual interaction between pairs of series, respectively.