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Converting non-stationary stock data to stationary

Hello,
I've tried to use different methods for converting my non-stationary data to a stationary process. I took the difference of prices, however i continue to see expanding variance of my data.

Any ideas I can try to convert this data to a stationary set?

Thanks!

2 responses

Sounds like you want to use returns instead of prices. You can do the percent change of the prices, or the difference of the log prices.

Hi David,
Yes I've tried using the diff of log prices, however it still seems my variance is expanding over time.
I can try percent change of price, not sure if that would make much of an improvement.

Thanks.