Degree of approximation

allowable for $h_k$

Region of Non-duality

Remark

MA(2) Process

AR(2) Process

${\theta }_1$

${\theta }_2$

${\varphi }_1$

${\varphi }_2$

1

0.10

−0.11

$\left[-0.12,-0.07\right]$

$\left[0.07,0.12\right]$

positive values $\left({\theta }_1,{\theta }_2\right)$ are mapped into negative values of $\left({\varphi }_1,{\varphi }_2\right)$ and vice versa

2

0.10

−0.11

−0.10

0.10

positive values $\left({\theta }_1,{\theta }_2\right)$ are mapped into negative values of $\left({\varphi }_1,{\varphi }_2\right)$ and vice versa