0
$\begingroup$

I am doing a time series forecast using VAR. I have 2 time series, "orders" and "calls"

The orders time series is stationary The calls time series is non-stationary

Let's say I use the transformation method and use log to make the "calls" time series stationary.

Do I need to also transform the other series (orders) even though it is already stationary to fit the VAR model ? Can I make forecast predictions with VAR using 1 non transformed and 1 transformed variable ?

Thanks!

$\endgroup$
0

1 Answer 1

0
$\begingroup$

No, you do not have to transform the series that is already stationary. You can use one series transformed and the other not transformed.

Yes, you can build a VAR model for them and make forecasts.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.