why my arima model is unstable?

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.

Answer 1

[Udit06]

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