I am a self learner, and I am studying time series analysis.
I came through the fact that ARIMA can be used to model a time series which is not stationary (Integrated ARMA model). The non stationarity taken in to account in an ARIMA model is the nonstationarity that can be removed by differencing.
I am wondering whether a seasonality is the type of nonstationarity that can be removed by differencing?
If yes, so for a non seasonal data, we may use ARIMA modeling, so why we have SARIMA modeling ?
If no, how seasonality can be removed in order to make data stationary?