Degree of approximation allowable for hk | Region of Non-duality | Remark | |||
AR(2) Process | MA(2) Process | ||||
ϕ 1 | ϕ 2 | θ1 | θ2 | ||
1 | [−0.30,0.30] | [−0.30,0.30] | [−0.37,0.37] | [−0.43,0.32] | positive values (ϕ1,ϕ2) are mapped into negative values of (θ1,θ2) and vice versa |
2 | [−0.30,0.30] | [−0.20,0.20] | [−0.30,0.30] | [−0.22,0.20] | positive values (ϕ1,ϕ2) are mapped into negative values of (θ1,θ2) and vice versa |
3 | [−0.10,0.10] | −0.10 | [−0.10,0.10] | 0.09 | positive values (ϕ1,ϕ2) are mapped into negative values of (θ1,θ2) and vice versa |