STATIONARITY CONDITION FOR AR INDEX PROCESS
当自回归模型的滞后系数被限制为相同时，其平稳性条件简化为一个非常简单的不等式，该条件既解析优雅又适用于检验任意阶数此类受限AR过程的平稳性。
The stationarity conditions for an autoregressive (AR) process in general are reduced to a remarkably simple inequality if the lag coefficients are restricted to be identical. The condition is not only analytically elegant but also applicable in checking the validity of the stationarity conditions for such a restricted AR process of any order.