I'm working on a timeseriestime series forecasting model using VAR (Vector Autoregression). I have 6 features, out of which 2 features are not stationary,. If I apply first order-order differencing on those features, they are stationary. Should I apply differencing on entire dataset or should I apply on only those 2 features?
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Bumped by Community user
Bumped by Community user
Bumped by Community user
Bumped by Community user