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An observed process \\(X_ 1,\\ldots,X_ n\\) coincides with \\(Y_ 1,\\ldots,Y_ n\\) except for some outliers. Let \\(s_ n\\) be an upper bound for the total number of outliers. The authors consider an outlier test based on the statistic  \\[ T_ n = \\max_{1 \\leq \\mu(1)<\\cdots< \\mu(s_ n) \\leq n} \\sum^{s_ n}_{i=1} \\bigl( X_{\\mu(i)} -\\hat Y_{\\mu(i)} \\bigr)^ 2 \\]  where \\(\\hat Y_ t\\) is a predictor of \\(Y_ t\\). It is assumed that \\(s_ n \\to \\infty\\), \\(s_ n/n \\to 0\\) and that the distribution of the squared standardized white noise belongs to a subset of the domain of attraction of the Gumbel distribution; the Gaussian white noise is included. 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