TD_UNNORMALIZE reconstructs a series previously created by TD_SEASONALNORMALIZE. The TD_UNNORMALIZE function is usually used during the forecasting phase of modeling.
The following procedure is an example of how to use TD_UNNORMALIZE when the series to be modeled is found to be nonstationary:
- Use TD_SEASONALNORMALIZE to make the series stationary.
- Develop the ARIMA forecast model.
- Use the ARIMA model to forecast the normalized series.
- Use TD_UNNORMALIZE on the forecasted normalized series to undo the effects of normalization and produce the final forecasted series result.