An AR model is one of linear stochastic equations, which is characterized by the eigenvalues and eigenvectors. Since the poles in the AR model correspond to the eigenvalues in linear equations, the weights of poles in the AR model correspond to the eigenvectors in linear equations. The AR type model has essentially two types poles; system poles and virtual poles corresponding to system zeros. These poles can be distinguished by observing the weight of each pole in the partial fraction expansion of the AR model transfer function. The rules for separation of AR poles are: (a) If the weight of an AR pole is constant for AR model order change, the AR pole is a system pole. (b) If the weight of that is inversely proportional to the AR model order, the AR pole is one of virtual poles.