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

−0.11

−0.22

$\left[0.09,0.11\right]$

$\left[0.17,0.21\right]$

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

2

−0.11

−0.22

0.10

0.20

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