Processing math: 100%

Degree of approximation

allowable for hk

Region of Non-duality

Remark

AR(2) Process

MA(2) Process

ϕ1

ϕ2

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