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Assume that the function \\(B(\\theta)=\\sum^ \\infty_{k=0} b_ k\\cos(k\\theta)\\), \\(0<\\theta<2\\pi\\), is well defined and satisfies \\(\\int^{2\\pi}_ 0 B(\\theta)^{-2} d\\theta<\\infty\\). Then \\(X_ j=\\sum^ \\infty_{k=0} a_ k\\xi_{j-k}\\), \\(-\\infty<j<\\infty\\). Suppose that the covariance function is regularly varying with exponent \\(-\\alpha\\) \\((\\alpha\\geq 0)\\). It is shown that the rate of convergence in a CLT for \\(\\overline X={1\\over n}(X_ 1+\\cdots+X_ n)\\) is identical to that in the CLT for \\(\\overline\\xi={1\\over n}(\\xi_ 1+\\cdots+\\xi_ n)\\) iff \\(\\alpha>0\\). Strikingly, when \\(\\alpha=0\\), the corresponding rate for \\(\\overline X\\) can be faster than that for \\(\\overline\\xi\\); it can, however, never be 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