Figure S1  Estimates of ||λ|| calculated for collection B for different filtering steps and analyses used by Sibly et al. (2007).

Figure S2  Distribution of (a) ||λ|| and (b) P + q for collection B (only data sets with length ≥20) when model selection is performed including models with linear detrending.

Figure S3  Simulation study of the effects of time series length on the estimates of (a) ||λ|| and (b) p + q.

Appendix S1  Mathematical properties of ARMA models.

Appendix S2  Comparison with Sibly et  al. (2007).

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