Degree of approximation allowable for | Region of Non-duality | Remark | |
MA(1) Process | AR(1) Process | ||
|
| ||
1 |
|
| Negative values are mapped into positive values of and vice versa |
2 |
|
| Negative values are mapped into positive values of and vice versa |
3 |
|
| Negative values are mapped into positive values of and vice versa |
4 |
|
| Negative values are mapped into positive values of and vice versa |