Suppose I am differencing a time series. I decide to try out differencing for $d=1, 2$, and $3$ where $d$ is the order of the differencing (by convention of the R function diff()). If $d=2$ illustrates a smaller mean and variance than the other differenced time series, does that imply that $d=2$ does the best job at removing trends?
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Can you explain what $d$ is? – jcken Apr 07 '21 at 18:16
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1$d$ is the order of the differencing @jcken – 324 Apr 07 '21 at 18:19