Regression models (at least up to GLMs) do not traditionally require stationarity (although the requirement for the residuals is even stronger than stationarity).
ARMA-style time series models seem to always require stationarity. What other models always require stationarity?
Vague area: Using a linear regression y ~ x
when both x
and y
are time series. In special cases, the residuals could be i.i.d. etc even though x
and y
are highly nonstationary. Of course, when both variables have a clear time trend, time becomes a confounding variable, a problem that matters only if you are interested in interpreting coefficients instead of simply making predictions.
Motivating example: Distributed Lag Nonlinear Models (see the dlnm
package in R
) use GLMs to estimate the effect of one time series on another time series . I'm having a hard time deciding whether it ever makes sense to use this tool on nonstationary series.