TD_DIFF is used to perform non-seasonal differencing, seasonal differencing, or a combination of the two. It is often used to transform a non-stationary times series into a stationary time series.
The following procedure is an example of how to use TD_DIFF:
- Detect the unit roots using TD_DICKEY_FULLER.
- Use TD_DIFF to eliminate the unit roots.
- Re-run TD_DICKEY_FULLER to verify that the unit roots are eliminated