series <- rnorm(1000) y.st <- filter(series, filter=c(0.6, -0.28), method='recursive') ar2.st <- arima(y.st, c(2, 0, 0), include.mean=FALSE, transform.pars=FALSE, method="ML") ar2.st$coef polyroot(c(1, -ar2.st$coef)) Mod(polyroot(c(1, -ar2.st$coef))) root.comp <- Im(polyroot(c(1, -ar2.st$coef))) root.real <- Re(polyroot(c(1, -ar2.st$coef))) # Plotting the roots in a unit circle x <- seq(-1, 1, length = 1000) y1 <- sqrt(1- x^2) y2 <- -sqrt(1- x^2) plot(c(x, x), c(y1, y2), xlab='Real part', ylab='Complex part', type='l', main='Unit Circle', ylim=c(-2, 2), xlim=c(-2, 2)) abline(h=0) abline(v=0) points(Re(polyroot(c(1, -ar2.st$coef))), Im(polyroot(c(1, -ar2.st$coef))), pch=19) legend(-1.5, -1.5, legend="Roots of AR(2)", pch=19)