0

I just study about time series.

I want to ask about in AR(1), why the lag operator, L, need to be bigger than 1 for zt become stationary. And also when |L|>1, it is lie outside of the unit circle and zt is stationary.

Tin
  • 1
  • Or https://stats.stackexchange.com/questions/578582/is-it-possible-to-describe-a-ar1-process-as-stable-in-terms-of-a-stability-tri/578619#578619 – Christoph Hanck Dec 13 '23 at 13:14

0 Answers0