In ARIMA model i know if my d is different of 0 if the time series is not stationary. But in SARIMA model how could i know if my D is different of 0?
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Integration is one possibility for nonstationarity. There are others. See the duplicate for the OCSB test, which is used by what I consider the gold standard of auto-ARIMA tools. – Stephan Kolassa Oct 11 '23 at 20:53