Degree of approximation

allowable for h k

Region of Non-duality

Remark

AR(1) Process

MA(1) Process

ϕ 1

θ 1

1

[ 0.38 , 0.38 ]

[ 0.46 , 0.46 ]

Negative values ϕ 1 are mapped into positive values of θ 1 and vice versa

2

[ 0.24 , 0.24 ]

[ 0.26 , 0.26 ]

Negative values ϕ 1 are mapped into positive values of θ 1 and vice versa

3

[ 0.14 , 0.14 ]

[ 0.14 , 0.14 ]

Negative values ϕ 1 are mapped into positive values of θ 1 and vice versa

4

[ 0.08 , 0.08 ]

[ 0.08 , 0.08 ]

Negative values ϕ 1 are mapped into positive values of θ 1 and vice versa