How to get back stationary data from non stationary data after performing diff operations in var (time series)? 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?
You simply have to add the resulting time series. The cumulative sums are comparable to your original input.