In this paper I discuss the existence of moment for the nonlinear autoregres- sive model: xt=φ(xt-1,···,xt-p)+εt , when the following geometric ergodicity condi- tions are met: (i) |φk(y0,y-1,···,y-p+1)-φk(y0',y-1,···,y-p+1)|≤ck|y0-y0'|;(ii) |φk(y0,y-1},···,y-p+1)|≤Mpk(|y0|+···+|y-p+1|)+c. I find that if for a real number r ≥ 1, E|εt|r < ∞, then E|xt|r< ∞. This result complements the existing vacancy in the literature, that for (i)(ii) no corresponding existence of moment result was given.