stylistic:style_transfer, structural:scholar_edition, information:filtering
Characteristic polynomial

where B is the backshift operator, where ϕ (⋅) {\displaystyle \phi (\cdot)} is the function defining the autoregression, and where φ k {\displaystyle \varphi _{k}} are the coefficients in the autoregression. The formula is valid only if all the roots have multiplicity 1.