Skip to main content
. Author manuscript; available in PMC: 2015 Jan 11.
Published in final edited form as: J Am Stat Assoc. 2014;109(505):63–77. doi: 10.1080/01621459.2013.848807

Algorithm 2.

Residual Autoregressive Lag Determination Algorithm (RARLD)

  1. Set q = 0

  2. Given q, fit the data with QUARTS and let the innovations be δ1, …, δn.

  3. If the time series δ1, …, δn exhibits AR behavior, set q = q + 1 and return to step 2.

    Otherwise, return q.