Aug 5, 2021
Yes, I meant d! Thanks for catching it! Yes, it is correct you should use the raw, original data.
Actually setting d and D variables in the auto_arima function is optional. You could leave them as None, which is the default setting. In that case, auto_arima function will perform the stationarity tests to find that values. And in that case it might take too long running the function, but it is up to you. I attach documentation of the function: https://alkaline-ml.com/pmdarima/modules/generated/pmdarima.arima.auto_arima.html
Hope it helps!