how to remove differencing from time series forecasting

Question

Hi, I have used level 1 integrating in my time series model in order to make it stationary. However after fitting a model how do I remove the differencing from the forecast and see what the actual forecast number is? Thanks, Neel.

Answer 1

Hey Neel, Sorry for the delay, but can you elaborate a bit more. Are you manually creating the 1-time integrated time series and then modelling it, or are you simply using an integrated model to create the predictions and you want to transform them? Best, 365 Vik

how to remove differencing from time series forecasting

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