If in an inertial frame $S$, $p^0$ is positive, then it is claimed that under a proper orthochronous Lorentz transformation ${\rm SO^+(3,1)}$ (i.e., those Lorentz transformations which are continuously connected to identity) $p^0$ does not change sign.The assertion that $p^0$ does not change sign is crucial to prove that the integral $\int \frac{d^3p}{(2\pi)^3} \frac{1}{E_p}$ is Lorentz invariant.
However, the way in which $p^0$ changes from frame S to frame $S^\prime$ is given by $$p^{0\prime}=\Lambda^{0}{}_{0}p^0+\Lambda^{0}{}_{1}p^1+\Lambda^{0}{}_{2}p^2+\Lambda^{0}{}_{3}p^3$$ with the constraints $\Lambda^{0}{}_{0}\geq 1$ and $\sum\limits_{i=1}^{3}(\Lambda^{0}{}_{i})^2\geq 0$. Though $p^0>0$, there is no such constraint on $p^1,p^2$ and $p^3$ which can be negative.
Therefore, I don't understand why cannot $p^{0\prime}$ change sign? . I'm looking for a simple proof that $p^0$ cannot change sign under a proper orthochronous Lorentz transformation. The existing answer by Qmechanic is too complicated to be tractable.