Conflicting results of unit root test and AR root graph

[benjwin]

Hello,

how does the results of the unit root test relate to the AR root graph?
To mention a specific example:

Before I am estimating my VAR model, I take every endogenous variable of my VAR model and test it for stationary using the ADF test.
For my model, I get the result that all variables are stationary.
Next, I estimate my VAR model and test again for stability using the AR root graph. All modulus are less than one, which suggests stability.

However, even if I include variables which are not stationary according to the ADF test, the AR root graph shows that all modulus are less than one, again.

How could this happen? I thought that if I include variables which are not stable, the AR root graph must show modulus greater than one, meaning that the system is not stable.

Thanks for any support!