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Results tagged with differencing
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user 328848
Differencing is a time series transformation used for removing unit roots. It can be simple or seasonal (for seasonal unit roots), first-order or higher-order (for multiple unit roots), also fractional order. Do NOT confuse with tag *differences*
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In a time series forecasting, should we apply differencing on entire dataset if one or two f...
It all depends on the actual data you're dealing with, generally speaking using VAR with nonstationary time series will not work. However, you can try to approach the problem with VECM.
This could be …
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