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.