If I have daily data set and it's a non-stationary series, then what is the lag I have to consider for the first difference 1 or 7?

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#### Best Answer

This depends on the form of nonstationarity. If it is a because of a linear trend then you take a first difference. If it is a season of period 7 then it would be seven. However the method of detrending does depend on the type of trend. Knowing only that the series is nonstationary is not sufficient to answer the question.