各位前辈，我在用VAR模型进行分析时，一直纠结于AR根图有根落在单位圆外。eviews中AIC、SC都推荐3阶滞后。我需要进行脉冲响应分析～向各位请教了Roots of Characteristic Polynomial

Endogenous variables: LNCE1 LNY1 LNSTRU LNK

Exogenous variables: C

Lag specification: 1 3

Date: 05/19/11   Time: 22:47



     Root
Modulus


1.009278
1.009278
0.940184 - 0.278986i
0.980703
0.940184 + 0.278986i
0.980703
0.659250 - 0.612203i
0.899668
0.659250 + 0.612203i
0.899668
0.004158 - 0.759019i
0.759030
0.004158 + 0.759019i
0.759030
0.152929 - 0.723447i
0.739434
0.152929 + 0.723447i
0.739434
-0.580505 - 0.357809i
0.681919
-0.580505 + 0.357809i
0.681919
-0.087152
0.087152


Warning: At least one root outside the unit circle.

VAR does not satisfy the stability condition.




初学，请大家帮忙哈～