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if data is monthly of crude oil price and yearly percentage change(another name as growth rate) is use for making data stationary so this technique could be utilize or not for further analysis?

hi everyone i m doing research on monthly petroleum prices and i am facing some problems. 1. Non of linear and non linear model provide good results according to goodness of fit. 2. if i use year percentage change transformation technique for making series stationary the further estimations provide ...