We take "optimal" to mean "minimising RMSE Trajs (⟨A⟩ [n 0 ,N ] )", and we aim to select the optimal truncation point. This is impossible in practice because RMSE Trajs (⟨A⟩ [n 0 ,N ] ) as a function of n 0 is unknown. However, many heuristics have been proposed. White's marginal standard error rule (MSER) selects an n 0 by minimising the marginal standard error of the mean of A, and is usually presented without explicitly accounting for autocorrelation