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The errors \\(\\{\\varepsilon_{nt}\\), \\(t=1,\\dots, t\\}\\) are i.i.d. random variables with common distribution \\(H_n\\). Given the observations \\((x_{n1} y_{n1}),\\dots, (x_{nn}, y_{nn})\\), the residual epirical process is defined by  \\[ \\widetilde{Y}_n(u)= n^{-1/2} \\sum_{t=1}^n [I(H_n (\\widetilde {\\varepsilon}_{nt})\\leq u)- u], \\quad 0\\leq u\\leq 1, \\]  where \\(\\widetilde {\\varepsilon}_{nt}= y_{nt}- \\widetilde{\\beta}_n' x_{nt}\\) and \\(\\widetilde{\\beta}_n\\) is the least squares estimate of \\(\\beta_n\\). The process can be imployed to form a Gaussian test statistic. \\textit{M.V. Boldin} [Theory Probab. Appl. 27, 866-871 (1982); translation from Teor. Veroyatn. Primen. 27, No. 4, 805-810 (1982; Zbl 0499.62083)] and \\textit{D.A. Pierce} [Biometrika 72, 293-297 (1985; Zbl 0571.62014)] applied it to stationary \\(\\text{AR}(q)\\) models.    In the present paper an oscillation-like result is derived for the process \\(\\widetilde{Y}_n (u)\\). The result is applied to autoregressive time series. For a stationary \\(\\text{AR}(\\infty)\\) process, the order of the fitted \\(\\text{AR} (q_n)\\) process is determined and the limiting Gaussian process for \\(\\widetilde Y_n(u)\\) is obtained. For an unstable \\(A(q)\\) process, the limiting process is no longer Gaussian if the characteristic polynomial has a root 1. For the explosive case, the Brownian bridge result given by \\textit{H.L. Koul} and \\textit{Sh. Levental} [Ann. 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