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The close connection of this method to the ``truncated infinite embedding'' proposed by \\textit{A. Feldstein}, \\textit{A. Iserles} and \\textit{D. Levin} [Embedding of delay equations into an infinite-dimensional ODE system, J. Differ. Equations 117, No. 1, 127-150 (1995)] is pointed out. The superlinear convergence of the method is proved. 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