# How do i Remove Differencing applied to a time Series, ARIMA model?

Am trying to forecast using time series method called ARIMA. I have followed steps to build a time series model displayed in the code below. My challenge is on (Merging Actual and Forecast in One Series) and Remove Transformation from Series.

salesData<- read.csv("C:/Users/sales.csv")

#converting data into time series
salesData<-ts(salesData,start = 2010, frequency = 4)

# Checking for stationarity
library(tseries)

# transforming data to stationary
ndiffs(salesData)
diff_series <- diff(salesData)
tsdisplay(diff_series)

## Augmented Dickey-Fuller Test for stationarity