How do you find the variance for an AR(p) process? Does it exist a general formula for finding the variance for an AR(p) process?
I know there is one for AR(1).
Thanks,

As explained in, e.g., How to calculate impulse responses for a given autoregressive process? you can write the AR(p) process as an $MA(\infty)$ via comparing coefficients to obtain
$$
Y_t=\sum_{j=0}^\infty\psi_j\epsilon_{t-j}
$$
Then,
$$
Var(Y_t)=\sigma^2\sum_{j=0}^\infty\psi_j^2
$$
as the $\epsilon_{t-j}$ are uncorrelated.
