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The higher dimensional autoregressive models would describe some of theeconometric processes relatively generically if they incorporate theheterogeneity in dependence on times. This paper analyzes the stationarity ofan autoregressive process of dimension $k>1$ having a sequence of coefficients$\beta$ multiplied by successively increasing powers of $0<\delta<1$. Thetheorem gives the conditions of stationarity in simple relations between thecoefficients and $k$ in terms of $\delta$. Computationally, the evidence ofstationarity depends on the parameters. The choice of $\delta$ sets the boundson $\beta$ and the number of time lags for prediction of the model.

A Theoretical Analysis of the Stationarity of an Unrestricted Autoregression Process