[R] Testing invertibility of an AR model

[Leeds, Mark (IED)]

I've looked around but I can't find the method in R for testing whether
the resulting estimated coefficients
of an AR model imply that the model is invertible.

To quote from eric zivot's blue book :

 " the AR(p) is invertible provided the rots of the characteristic
equation

Phi(z) = 1 - phi_1*z - phi_2*z^2 = phi_3*z^3 - ..... Phi_p*z^p = 0 lie
outside
the complex circle".

I can't find a function nor do I know how to do the above myself. I
think there is an equivalent method in which
 I can check whether the eigenvalues of some dual equation ( I forget
what it is ) are less than one but I don't 
remember exactly what that equation is and , even if I did, I still
wouldn't know how to do it.

Maybe checking whether the absolute of the sum of the coefficients is
less than one is okay ?
I remember doing that in another life but I'm not sure if that's an
approximation or an actual test.

	
Thanks for any help.
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