
 Nonlinear Autoregressive Models and Fingerprints 
  In a full nonlinear autoregressive model, quadratic (or higherorder) terms are added to the linear autoregressive model. 
  Control AC19,716723] showed that, for a linear autoregressive model, a significant improvement in the fit is associated with a reduction in the residual variance of at least 2V/N, where V is the variance without the candidate additional term, and N is the number of data points. 
  We showed that the same criterion, a reduction in residual variance by at least 2V/N, is a criterion for the significance of a single nonlinear term as well. 
 wwwusers.med.cornell.edu /~jdvicto/nlardf.html (541 words) 
