Well, I don't want to be pedantic, but don't you rather mean "Most TSA MODELS require data to be stationary"? My experience has been, that often practical TSA a

Well, I don't want to be pedantic, but don't you rather mean "Most TSA MODELS require data to be stationary"? My experience has been, that often practical TSA actually involves how to deal (testing, differencing, smoothing...) with non-stationarity, which is often not a trivial task...