Degree of approximation

allowable for h k

Region of Non-duality

Remark

MA(1) Process

AR(1) Process

θ 1

ϕ 1

1

[ 0.47 , 0.47 ]

[ 0.38 , 0.38 ]

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

2

[ 0.26 , 0.26 ]

[ 0.24 , 0.24 ]

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

3

[ 0.14 , 0.14 ]

[ 0.14 , 0.14 ]

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

4

[ 0.08 , 0.08 ]

[ 0.08 , 0.08 ]

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