Estimating the number of terms in a sinusoidal regression

B. G. Quinn*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

48 Citations (Scopus)


Abstract. A procedure based on the automatic information criterion procedure of Akaike is presented for estimating the number of sinusoidal terms present in a time series. The procedure is shown to produce a strongly consistent estimator.

Original languageEnglish
Pages (from-to)71-75
Number of pages5
JournalJournal of Time Series Analysis
Issue number1
Publication statusPublished - 1989
Externally publishedYes


  • AIC
  • martingale
  • periodicity
  • Sinusoid


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