WebAug 15, 2024 · Differencing will make it stationary, removing the seasonality explicitly will also make it stationary. It’s a choice and more control might be preferred. Modeling the seasonality can improve model performance. Reply. Sanket September 3, ... I read it, also read a post titled (How to Check if Time Series Data is Stationary with Python). Then ... WebJun 24, 2024 · Stationary data still follows a process, and your model specification should allow for this. If the error term of a two time series are stationary, then it is appropriate to use cointegration techniques, but this isn't something you should try to do on your own.
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