Which of the following conditions must hold for the autoregressive part of an ARMA model to be stationary?9/20Which of the following conditions must hold for the autoregressive part of an ARMA model to be stationary?All roots of the characteristic equation must lie outside the unit circleAll roots of the characteristic equation must lie inside the unit circleAll roots must be smaller than unityAt least one of the roots must be bigger than one in absolute valueGiải thíchChọn đáp án: A