The Akaike minimum information criterion provides a means to determine the appropriate number of lags in a linear autoregressive model of a time series. We show that the Akaike criterion is closely related to the reliability estimates of successively determined parameters of a linear autoregressive (LAR) model. A similar criterion may be applied to determine whether the addition of a nonlinear term to an LAR model provides a statistically significant improvement in the description of the time series. As an example, we use this method to identify quadratic contributions to a nonlinear autoregressive characterization of a typical 3/s spike and wave seizure discharge.