Nth differencing of time series proven to maintain stationarity, impacts forecasting.
Differencing is a useful tool in analyzing time series data. When you take the difference of a time series, it can help make the data more stable. This study found that if you take the nth difference of a time series that is already stable, the new series will also be stable. The same goes for time series that are very stable - the differences will also be very stable. Additionally, the study looked at how differencing affects the relationship between different points in the time series.