statsmodels.tsa.ar_model.AutoRegResults.roots¶
- AutoRegResults.roots¶
The roots of the AR process.
The roots are the solution to (1 - arparams[0]*z - arparams[1]*z**2 -…- arparams[p-1]*z**k_ar) = 0. Stability requires that the roots in modulus lie outside the unit circle.
Last update:
Dec 16, 2024