Why do we need to make our data stationary?

@gurjas wrote:

I have seen, before using ARIMA model, we need to convert our data into stationary model. However, the same is not true for different model like - Naive, Moving, Simple Exponential, Holt’s method. Please help me in the following questions.

1. Why do we need to make our data stationary only in ARIMA?
2. What are the different ways to make our data stationary?

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