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I have applied var model on multiple features ,but var model accepts the stationary data so i have converted non-stationary data to stationary data by doing diff() ,given the data to var model. what my question is ,is their option get back data normal data from stationary to non-stationary in time series?

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You simply have to add the resulting time series. The cumulative sums are comparable to your original input.

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  • $\begingroup$ Thanks for the comments,i am doing difference na , suppose 30 and 20 are my points difference 10 , we have many combinations to get 10 differences how can i remembered original one in this , thats is why my mail probelm , $\endgroup$ Jun 18 '20 at 6:28
  • $\begingroup$ just give a simple example so that i can understand easily from that get to apply to my code. $\endgroup$ Jun 18 '20 at 6:41
  • $\begingroup$ Let's say the last data point you have is 30. You predict a differenced series 5, -7, -1. You are predicting their cumulative sum then: 35, 28, 27 $\endgroup$
    – Sean Owen
    Jun 18 '20 at 15:22
  • $\begingroup$ ok i got it pandas having cumsum() function by using that we can achieve that one ,thanks $\endgroup$ Jun 19 '20 at 10:23

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