再问。

请知者指教！！

也遇到了这种问题，怎么没人回答，顶一下

根据Eviews操作手册，是这么说的

AR Roots Table/Graph

Reports the inverse roots of the characteristic AR polynomial; see Lütkepohl (1991). The estimated VAR is stable (stationary) if all roots have modulus less than one and lie inside the unit circle. If the VAR is not stable, certain results (such as impulse response standard errors) are not valid.

从root table看，确实存在问题。可能是Eviews工具定义方法的问题。

Roots of Characteristic Polynomial 
Endogenous variables: REI RATIO M1 DD GDP  
Exogenous variables: C  
Lag specification: 1 1 
Date: 05/27/09   Time: 13:35 
 
     Root Modulus
 
 0.952326  0.952326
 0.880743  0.880743
 0.664444  0.664444
 0.506519  0.506519
 0.431910  0.431910
 
 No root lies outside the unit circle. 
 VAR satisfies the stability condition.