why my arima model is unstable?

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jinfeng tang
jinfeng tang 2021-11-28
回答： Udit06 2024-10-1
Ran in:
AR4 = arima();
AR4.Constant = 0;
AR4.Variance = 1;
[hz,hp] = zplane(1, [1 cell2mat({-1.352 1.338 -0.662 0.240})]);
AR4.AR = {-1.352 1.338 -0.662 0.240};
Nonseasonal autoregressive polynomial is unstable.
why error: nonseasonal autoregressive polynomial is unstable....
but, the zplane display all pole points is in the unit circle.

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回答（1 个）

Udit06
Udit06 2024-10-1
Hi,
You can refer to the following MATLAB answer which describes a similar issue. The error indicates that there are eigenvalues outside the unit circle and lowering the order of MA terms may help.
https://www.mathworks.com/matlabcentral/answers/229290-problem-with-estimate-arima

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