# Why is stationarity of an autoregressive process contigent upon location of the roots of the backshift polynomial? [duplicate]

Recall that an $AR(p)$-process (with mean $0$) is defined by the following recurrence relation $$X_t = \phi_1X_{t-1} + \cdots + \phi_pX_{t-p} + Z_t$$ where $Z_t$ is i.i.d. white noise. If we use the backshift operator $$B(X_t) = X_{t-1}$$ then we can rewrite this recurrence relation as a polynomial in the operator $B$ $$\phi(B)X_t = Z_t$$ I keep running into the technical claim that the process is stationary if the roots of $\phi(B)$ (when considered as a complex valued polynomial) lie outside of the complex unit circle $e^{i\theta}$. Why is this true?