RUN: swit FILE NAMES FILE PROCESSED: run_me DATA FILE PROCESSED: SWIT138E.rwl LOG FILE PROCESSED: SWIT138E.rwl_log OPTION PLOT TREE-RING DATA TYPE 1 !TUCSON RING-WIDTH FORMAT MISSING DATA IN GAPS -9 0 !MISSING VALUES ESTIMATED (NO PLOTS) DATA TRANSFORMATION 0 0 !NO DATA TRANSFORMATION (NO PLOTS) FIRST DETRENDING 1 0 !1ST-NEG EXPONENTIAL CURVE, NO = OPT 3 SECOND DETRENDING -67 0 !2ND-SPLINE CURVE (PCT N 50% CUTOFF) ROBUST DETRENDING 1 !NON-ROBUST DETRENDING METHODS USED INTERACTIVE DETREND 0 !NO INTERACTIVE DETRENDING INDEX CALCULATION 1 !TREE-RING INDICES OR RATIOS (Rt/Gt) AR MODELING METHOD 1 0 !NON-ROBUST AUTOREGRESSIVE MODELING POOLED AR ORDER 0 0 !MINIMUM AIC POOLED AR MODEL ORDER FIT SERIES AR ORDER 0 !POOLED AR ORDER FIT TO ALL SERIES MEAN CHRONOLOGY 2 0 !ROBUST CHRONOLOGY (NO BIWEIGHT PLOTS) STABILIZE VARIANCE 1 !RBAR WEIGHTED STABILIZATION METHOD COMMON PERIOD YEARS 0 0 !NO COMMON PERIOD ANALYSIS PERFORMED SITE-TREE-CORE MASK SSSTTCC !SITE-TREE-CORE SEPARATION MASK RUNNING RBAR 20 10 0 !RUNNING RBAR WINDOW/OVERLAP (NO PLOTS) PRINTOUT OPTION 2 !SUMMARY & SERIES STATISTICS PRINTED CORE SERIES SAVE 1 !SERIES SAVED IN TUCSON RAW DATA FORMAT SUMMARY PLOT DISPLAYS 0 !NO SPAGHETTI AND MEAN CHRONOLOGY PLOTS STAND DYNAMICS ANALYSES 0 !NO STAND DYNAMICS ANALYSES DONE RUNNING MEAN WINDOW WIDTH 0 !RUNNING MEAN WINDOW WIDTH PERCENT GROWTH CHANGE 0 !PERCENT GROWTH CHANGE THRESHOLD STANDARD ERROR THRESHOLD 0 !STANDARD ERROR LIMIT THRESHOLD |======================== RAW DATA STATISTICAL ANALYSES =======================| |------------------- TREE-RING SERIES READ IN FOR PROCESSING ------------------| DATA HEADER LINES: 210 1 Riederalp VS Binna WIDTH_EARLY PCAB - 210 2 Switzerland Norway spruce 1800 4622-802 1853 1973 - 210 3 FRITZ SCHWEINGRUBER - |------------ SERIES GAPS FOUND BASED ON ANY NEGATIVE NUMBER FOUND ------------| SERIES IDENT RESULTS OF SCANS FOR GAPS OR MISSING VALUES --- NO GAPS IN DATA FOUND --- |------------------ STATISTICS OF RAW TREE-RING MEASUREMENTS ------------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 210040 1880 1973 94 0.500 0.194 0.679 3.120 0.224 0.723 2 210041 1861 1973 113 0.371 0.284 1.421 5.341 0.293 0.757 3 210042 1853 1973 121 0.574 0.386 1.621 5.145 0.237 0.832 4 210050 1900 1973 74 1.024 0.268 -0.138 2.569 0.150 0.778 5 210051 1906 1973 68 1.120 0.412 0.750 3.037 0.164 0.863 6 210052 1902 1973 72 0.975 0.628 0.842 2.436 0.183 0.940 7 210054 1891 1973 83 0.788 0.314 0.702 2.868 0.220 0.744 8 210055 1885 1973 89 0.763 0.599 0.538 1.970 0.247 0.949 9 210056 1931 1973 43 0.525 0.288 1.889 5.519 0.240 0.805 10 210057 1879 1973 95 1.151 0.554 0.478 2.308 0.179 0.876 11 210058 1927 1973 47 0.538 0.173 1.025 3.434 0.194 0.729 12 210059 1891 1973 83 1.125 0.429 1.017 3.566 0.196 0.749 13 210060 1898 1973 76 1.280 0.551 0.391 2.472 0.222 0.791 14 210061 1885 1973 89 1.129 0.471 0.455 2.510 0.156 0.887 NUMBER OF SERIES READ IN: 14 FROM 1853 TO 1973 121 YEARS |---------------- SUMMARY OF RAW TREE-RING SERIES STATISTICS ------------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 82 0.847 0.397 0.834 3.307 0.207 0.816 STANDARD DEVIATION 21 0.302 0.149 0.533 1.184 0.040 0.076 MEDIAN (50TH QUANTILE) 83 0.882 0.399 0.726 2.953 0.208 0.798 INTERQUARTILE RANGE 22 0.587 0.267 0.547 1.095 0.058 0.127 MINIMUM VALUE 43 0.371 0.173 -0.138 1.970 0.150 0.723 LOWER HINGE (25TH QUANTILE) 72 0.538 0.284 0.478 2.472 0.179 0.749 UPPER HINGE (75TH QUANTILE) 94 1.125 0.551 1.025 3.566 0.237 0.876 MAXIMUM VALUE 121 1.280 0.628 1.889 5.519 0.293 0.949 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 91 0.564 0.231 0.024 -0.587 2.972 -0.104 0.935 MINIMUM CORRELATION: -0.104 SERIES 210054 AND 210056 43 YEARS MAXIMUM CORRELATION: 0.935 SERIES 210052 AND 210055 72 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 57.49 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1880. 1890. 1900. 1910. 1920. 1930. 1940. 1950. 1960. CORR 1. 6. 15. 45. 66. 66. 78. 91. 91. RBAR 0.804 0.605 0.274 0.195 0.650 0.352 0.620 0.442 0.522 SDEV 0.000 0.237 0.350 0.327 0.286 0.335 0.180 0.298 0.300 SERR 0.000 0.097 0.090 0.049 0.035 0.041 0.020 0.031 0.031 EPS 0.936 0.909 0.784 0.737 0.958 0.877 0.958 0.917 0.939 NSS 3.5 6.5 9.6 11.6 12.1 13.1 13.9 14.0 14.0 |======================== RAW DATA CHRONOLOGY STATISTICS ======================| |----------------- ROBUST MEAN RAW DATA CHRONOLOGY STATISTICS -----------------| FIRST LAST TOTAL MEAN STDRD SKEW KURTOSIS MEAN SERIAL YEAR YEAR YEARS INDEX DEV COEFF COEFF SENS CORR 1853 1973 121 0.913 0.342 0.628 3.123 0.163 0.772 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.231 0.158 0.234 4 117 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.18 5.07 1.03 1.06 6.14 11.02 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.88 0.11 0.00 0.83 0.94 1.00 |--------------------- SEGMENT LENGTH SUMMARY STATISTICS ----------------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LENGTH RANGE LENGTH HINGE HINGE LENGTH 83. 22. 43. 72. 94. 121. |----------- RAW DATA CHRONOLOGY AUTO AND PARTIAL AUTOCORRELATIONS ------------| LAG T-1 T-2 T-3 T-4 T-5 T-6 T-7 T-8 T-9 T-10 ACF 0.766 0.680 0.679 0.630 0.566 0.561 0.536 0.520 0.443 0.458 PACF 0.766 0.226 0.260 0.053 -0.018 0.094 0.022 0.072 -0.146 0.120 95% C.L. 0.182 0.268 0.320 0.365 0.399 0.425 0.448 0.469 0.488 0.501 |------------------ RAW DATA CHRONOLOGY AUTOREGRESSIVE MODEL ------------------| ORD RSQ T-1 T-2 T-3 T-4 T-5 T-6 T-7 T-8 T-9 T-10 3 0.703 0.489 0.135 0.275 |================== DETRENDED DATA CURVE FITS AND STATISTICS ==================| |------------------------ RESULTS OF FIRST DETRENDING -------------------------| |--------------- GROWTH CURVE USED FOR DETRENDING TREE-RING DATA --------------| CURVE OPTION -2: REGIONAL CURVE DETRENDING F(I) = ONE AGE-ALIGNED CURVE CURVE OPTION -1: FIRST-DIFFERENCES F(I) = Y(I) - Y(I-1) CURVE OPTION 1: NEG EXPON CURVE, NO = OPT 3 F(I) = A*EXP(-B*T(I)) + D CURVE OPTION 2: NEG EXPON CURVE, NO = OPT 4 F(I) = A*EXP(-B*T(I)) + D CURVE OPTION 3: LINEAR REGRESSION (ANY SLOPE) F(I) = +/-C*T(I) + D CURVE OPTION 4: LINEAR REGRESSION (NEG SLOPE) F(I) = -C*T(I) + D CURVE OPTION 5: HORIZONTAL LINE THROUGH MEAN F(I) = MEAN(Y(I)) = D CURVE OPTION 6: HUGERSHOFF GROWTH FUNCTION F(I) = A*T(I)**B * EXP(C*T(I)) CURVE OPTION 7: GENERAL EXPONENTIAL CURVE F(I) = A*T(I) * EXP(-B*T(I)) CURVE OPTION >9: CUBIC SMOOTHING SPLINE FIXED 50 PCT VARIANCE CUTOFF CURVE OPTION <-9: CUBIC SMOOTHING SPLINE PCT N 50 PCT VARIANCE CUTOFF SERIES IDENT OPTION A B C D 1 210040 1 0.18992536 0.02759767 0.00000000 0.43329614 2 210041 1 0.99132699 0.05069211 0.00000000 0.20326005 3 210042 1 1.45328498 0.03963393 0.00000000 0.27952152 4 210050 1 0.41807666 0.08817190 0.00000000 0.96312249 5 210051 1 0.95624888 0.08331412 0.00000000 0.95826632 6 210052 1 2.29571366 0.02892836 0.00000000 0.02401729 7 210054 1 1.17641091 0.01848401 0.00000000 0.19241767 8 210055 -67 59 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 9 210056 3 0.00000000 0.00000000 0.01247659 0.25063124 10 210057 1 1.74848640 0.02834585 0.00000000 0.55372638 11 210058 3 0.00000000 0.00000000 0.00557701 0.40444958 12 210059 1 1.31991816 0.03353258 0.00000000 0.68781286 13 210060 1 1.68129539 0.03118748 0.00000000 0.64708167 14 210061 3 0.00000000 0.00000000 -0.01274702 1.70215523 |-------------------- STATISTICS OF SINGLE TREE-RING SERIES -------------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 210040 1880 1973 94 1.000 0.381 0.868 3.897 0.221 0.730 2 210041 1861 1973 113 0.999 0.598 1.689 6.333 0.291 0.772 3 210042 1853 1973 121 0.999 0.268 0.228 2.849 0.235 0.455 4 210050 1900 1973 74 1.000 0.250 -0.102 2.474 0.148 0.768 5 210051 1906 1973 68 0.999 0.314 0.570 2.602 0.163 0.784 6 210052 1902 1973 72 1.022 0.385 0.916 4.487 0.181 0.724 7 210054 1891 1973 83 1.000 0.223 -0.003 2.374 0.219 0.205 8 210055 1885 1973 89 0.993 0.349 0.531 5.187 0.244 0.644 9 210056 1931 1973 43 1.012 0.422 0.911 3.084 0.234 0.637 10 210057 1879 1973 95 1.000 0.354 0.916 3.848 0.177 0.805 11 210058 1927 1973 47 1.004 0.288 0.503 3.183 0.189 0.634 12 210059 1891 1973 83 1.000 0.234 0.319 3.369 0.195 0.491 13 210060 1898 1973 76 1.001 0.309 -0.035 3.345 0.220 0.634 14 210061 1885 1973 89 1.010 0.340 0.492 3.246 0.155 0.817 |---------------- SUMMARY OF SINGLE TREE-RING SERIES STATISTICS ---------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 82 1.003 0.337 0.557 3.591 0.205 0.650 STANDARD DEVIATION 21 0.007 0.096 0.483 1.107 0.040 0.169 MEDIAN (50TH QUANTILE) 83 1.000 0.327 0.517 3.296 0.207 0.684 INTERQUARTILE RANGE 22 0.004 0.113 0.683 1.048 0.057 0.139 MINIMUM VALUE 43 0.993 0.223 -0.102 2.374 0.148 0.205 LOWER HINGE (25TH QUANTILE) 72 0.999 0.268 0.228 2.849 0.177 0.634 UPPER HINGE (75TH QUANTILE) 94 1.004 0.381 0.911 3.897 0.234 0.772 MAXIMUM VALUE 121 1.022 0.598 1.689 6.333 0.291 0.817 |------------------------ RESULTS OF SECOND DETRENDING ------------------------| |--------------- GROWTH CURVE USED FOR DETRENDING TREE-RING DATA --------------| CURVE OPTION -2: REGIONAL CURVE DETRENDING F(I) = ONE AGE-ALIGNED CURVE CURVE OPTION -1: FIRST-DIFFERENCES F(I) = Y(I) - Y(I-1) CURVE OPTION 1: NEG EXPON CURVE, NO = OPT 3 F(I) = A*EXP(-B*T(I)) + D CURVE OPTION 2: NEG EXPON CURVE, NO = OPT 4 F(I) = A*EXP(-B*T(I)) + D CURVE OPTION 3: LINEAR REGRESSION (ANY SLOPE) F(I) = +/-C*T(I) + D CURVE OPTION 4: LINEAR REGRESSION (NEG SLOPE) F(I) = -C*T(I) + D CURVE OPTION 5: HORIZONTAL LINE THROUGH MEAN F(I) = MEAN(Y(I)) = D CURVE OPTION 6: HUGERSHOFF GROWTH FUNCTION F(I) = A*T(I)**B * EXP(C*T(I)) CURVE OPTION 7: GENERAL EXPONENTIAL CURVE F(I) = A*T(I) * EXP(-B*T(I)) CURVE OPTION >9: CUBIC SMOOTHING SPLINE FIXED 50 PCT VARIANCE CUTOFF CURVE OPTION <-9: CUBIC SMOOTHING SPLINE PCT N 50 PCT VARIANCE CUTOFF SERIES IDENT OPTION A B C D 1 210040 -67 62 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 2 210041 -67 75 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 3 210042 -67 81 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 4 210050 -67 49 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 5 210051 -67 45 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 6 210052 -67 48 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 7 210054 -67 55 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 8 210055 -67 59 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 9 210056 -67 28 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 10 210057 -67 63 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 11 210058 -67 31 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 12 210059 -67 55 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 13 210060 -67 50 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 14 210061 -67 59 SMOOTHING SPLINE CURVE AND WINDOW WIDTH |-------------------- STATISTICS OF SINGLE TREE-RING SERIES -------------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 210040 1880 1973 94 0.990 0.330 0.637 3.317 0.220 0.659 2 210041 1861 1973 113 0.974 0.379 0.247 2.713 0.291 0.585 3 210042 1853 1973 121 0.999 0.263 0.242 2.908 0.235 0.434 4 210050 1900 1973 74 0.995 0.206 -0.021 2.695 0.147 0.654 5 210051 1906 1973 68 0.993 0.238 0.626 3.155 0.163 0.641 6 210052 1902 1973 72 0.987 0.244 -0.250 2.965 0.176 0.582 7 210054 1891 1973 83 0.999 0.217 -0.005 2.481 0.219 0.171 8 210055 1885 1973 89 0.994 0.309 0.293 5.641 0.245 0.607 9 210056 1931 1973 43 0.986 0.307 0.201 2.973 0.231 0.522 10 210057 1879 1973 95 0.987 0.269 0.639 3.219 0.173 0.694 11 210058 1927 1973 47 0.997 0.203 0.210 2.871 0.184 0.439 12 210059 1891 1973 83 0.997 0.205 0.327 3.430 0.194 0.354 13 210060 1898 1973 76 0.990 0.246 -0.413 3.197 0.219 0.481 14 210061 1885 1973 89 0.989 0.228 -0.464 3.495 0.152 0.657 |---------------- SUMMARY OF SINGLE TREE-RING SERIES STATISTICS ---------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 82 0.991 0.260 0.162 3.218 0.204 0.534 STANDARD DEVIATION 21 0.007 0.053 0.360 0.755 0.041 0.147 MEDIAN (50TH QUANTILE) 83 0.992 0.245 0.226 3.064 0.206 0.584 INTERQUARTILE RANGE 22 0.009 0.089 0.348 0.445 0.058 0.215 MINIMUM VALUE 43 0.974 0.203 -0.464 2.481 0.147 0.171 LOWER HINGE (25TH QUANTILE) 72 0.987 0.217 -0.021 2.871 0.173 0.439 UPPER HINGE (75TH QUANTILE) 94 0.997 0.307 0.327 3.317 0.231 0.654 MAXIMUM VALUE 121 0.999 0.379 0.639 5.641 0.291 0.694 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 91 0.419 0.163 0.017 -0.179 2.471 0.026 0.724 MINIMUM CORRELATION: 0.026 SERIES 210050 AND 210056 43 YEARS MAXIMUM CORRELATION: 0.724 SERIES 210057 AND 210060 76 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 57.49 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1880. 1890. 1900. 1910. 1920. 1930. 1940. 1950. 1960. CORR 1. 6. 15. 45. 66. 66. 78. 91. 91. RBAR 0.666 0.436 0.398 0.303 0.523 0.431 0.534 0.436 0.424 SDEV 0.000 0.362 0.270 0.292 0.272 0.254 0.174 0.275 0.286 SERR 0.000 0.148 0.070 0.043 0.033 0.031 0.020 0.029 0.030 EPS 0.876 0.834 0.864 0.835 0.930 0.908 0.941 0.915 0.912 NSS 3.5 6.5 9.6 11.6 12.1 13.1 13.9 14.0 14.0 |======================== STANDARD CHRONOLOGY STATISTICS ======================| *** VARIANCE STABILIZED WITH BRIFFA RBAR-WEIGHTED METHOD *** |----------------- ROBUST MEAN STANDARD CHRONOLOGY STATISTICS -----------------| FIRST LAST TOTAL MEAN STDRD SKEW KURTOSIS MEAN SERIAL YEAR YEAR YEARS INDEX DEV COEFF COEFF SENS CORR 1853 1973 121 0.990 0.182 -0.198 2.755 0.158 0.416 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.066 0.032 0.135 27 94 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.28 0.51 1.00 1.17 1.68 2.71 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.89 0.16 0.00 0.84 1.00 1.00 |----------- STANDARD CHRONOLOGY AUTO AND PARTIAL AUTOCORRELATIONS ------------| LAG T-1 T-2 T-3 T-4 T-5 T-6 T-7 T-8 T-9 T-10 ACF 0.413 0.189 0.090 0.019 -0.075 -0.118 -0.095 0.016 -0.066 -0.091 PACF 0.413 0.023 0.005 -0.028 -0.092 -0.065 -0.011 0.097 -0.111 -0.053 95% C.L. 0.182 0.211 0.216 0.217 0.217 0.218 0.220 0.222 0.222 0.222 |------------------ STANDARD CHRONOLOGY AUTOREGRESSIVE MODEL ------------------| ORD RSQ T-1 T-2 T-3 T-4 T-5 T-6 T-7 T-8 T-9 T-10 1 0.173 0.415 |======================= POOLED AUTOREGRESSION ANALYSIS =======================| POOLED AUTOCORRELATIONS: LAG T= -1 T= -2 T= -3 T= -4 T= -5 T= -6 T= -7 T= -8 T= -9 T=-10 0.557 0.271 0.117 0.006 -0.061 -0.103 -0.131 -0.067 -0.014 -0.100 YULE-WALKER ESTIMATES OF AUTOREGRESSION: ORDER T= -1 T= -2 T= -3 T= -4 T= -5 T= -6 T= -7 T= -8 T= -9 T=-10 1 0.557 2 0.587 -0.055 3 0.586 -0.045 -0.017 4 0.585 -0.048 0.017 -0.059 5 0.583 -0.047 0.015 -0.033 -0.044 6 0.580 -0.049 0.016 -0.036 -0.014 -0.052 7 0.578 -0.050 0.014 -0.035 -0.017 -0.019 -0.056 8 0.581 -0.048 0.015 -0.033 -0.018 -0.016 -0.093 0.064 9 0.580 -0.047 0.015 -0.032 -0.017 -0.016 -0.092 0.056 0.014 10 0.583 -0.038 0.001 -0.035 -0.020 -0.022 -0.089 0.048 0.107 -0.161 LAST TERM IN EACH ROW ABOVE EQUALS THE PARTIAL AUTOCORRELATION COEFFICIENT AKAIKE INFORMATION CRITERION: AR( 0) AR( 1) AR( 2) AR( 3) AR( 4) AR( 5) 742.85 700.00 701.62 703.59 705.16 706.92 AR( 6) AR( 7) AR( 8) AR( 9) AR(10) 708.60 710.23 711.73 713.71 712.53 SELECTED AUTOREGRESSION ORDER: 1 AR ORDER SELECTION CRITERION: IPP=0 FIRST-MINIMUM AIC SELECTION THE AIC TRACE SHOULD BE CHECKED TO SEE IF AR ORDER SELECTION CRITERION IS ADEQUATE. E.G. IF AR-ORDERS OF THE FIRST-MINIMUM AND THE FULL-MINIMUM AIC ARE CLOSE, AN ARSTAN RUN WITH FULL-MINIMUM AIC ORDER SELECTION MIGHT BE TRIED AUTOREGRESSION COEFFICIENTS: T= -1 T= -2 T= -3 T= -4 T= -5 T= -6 T= -7 T= -8 T= -9 T=-10 0.557 R-SQUARED DUE TO POOLED AUTOREGRESSION: 30.97 PCT VARIANCE INFLATION FROM AUTOREGRESSION: 144.87 PCT IMPULSE RESPONSE FUNCTION WEIGHTS FOR THIS AR ( 1) PROCESS OUT TO ORDER 50: 1.0000 0.557 0.310 0.172 0.096 0.053 0.030 0.017 0.009 0.005 0.0029 0.002 0.001 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.0000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.0000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.0000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 |================== INDIVIDUAL SERIES AUTOREGRESSION ANALYSES =================| |---------------- INDIVIDUAL SERIES AUTOREGRESSIVE COEFFICIENTS ---------------| SERIES IDENT ORDER RSQ t-1 t-2 t-3 ..... t-IP 1 210040 1 0.476 0.677 2 210041 1 0.353 0.590 3 210042 1 0.206 0.440 4 210050 1 0.432 0.654 5 210051 1 0.418 0.646 6 210052 1 0.347 0.589 7 210054 1 0.044 0.173 8 210055 1 0.397 0.618 9 210056 1 0.297 0.530 10 210057 1 0.486 0.697 11 210058 1 0.203 0.447 12 210059 1 0.127 0.356 13 210060 1 0.233 0.482 14 210061 1 0.433 0.658 |------------- SUMMARY STATISTICS FOR AUTOREGRESSIVE COEFFICIENTS -------------| ORDER RSQ t-1 t-2 t-3 ..... t-IP ARITHMETIC MEAN 1 0.318 0.540 STANDARD DEVIATION 0 0.137 0.148 MEDIAN 1 0.350 0.590 INTERQUARTILE RANGE 0 0.226 0.207 MINIMUM VALUE 1 0.044 0.173 LOWER HINGE 1 0.206 0.447 UPPER HINGE 1 0.432 0.654 MAXIMUM VALUE 1 0.486 0.697 |------------------- STATISTICS OF PREWHITENED TREE-RING DATA -----------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 210040 1880 1973 94 1.000 0.239 0.376 3.010 0.264 0.100 2 210041 1861 1973 113 1.000 0.306 0.226 3.182 0.363 -0.048 3 210042 1853 1973 121 1.000 0.236 0.179 2.880 0.278 -0.052 4 210050 1900 1973 74 1.000 0.155 0.038 3.029 0.180 0.051 5 210051 1906 1973 68 1.000 0.182 0.359 3.592 0.202 0.027 6 210052 1902 1973 72 1.000 0.197 0.149 3.568 0.216 0.006 7 210054 1891 1973 83 1.000 0.214 -0.165 2.782 0.239 0.023 8 210055 1885 1973 89 1.000 0.242 0.272 4.703 0.276 0.100 9 210056 1931 1973 43 1.000 0.259 -0.938 4.613 0.317 0.074 10 210057 1879 1973 95 1.000 0.193 -0.145 3.358 0.231 0.022 11 210058 1927 1973 47 1.000 0.181 -0.211 3.397 0.214 0.017 12 210059 1891 1973 83 1.000 0.192 0.215 3.180 0.222 0.009 13 210060 1898 1973 76 1.000 0.216 -0.638 4.355 0.253 -0.012 14 210061 1885 1973 89 1.000 0.172 -0.657 5.121 0.201 -0.003 |------------- SUMMARY OF PREWHITENED TREE-RING SERIES STATISTICS -------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 82 1.000 0.213 -0.067 3.626 0.247 0.022 STANDARD DEVIATION 21 0.000 0.040 0.415 0.756 0.050 0.047 MEDIAN (50TH QUANTILE) 83 1.000 0.206 0.094 3.378 0.235 0.020 INTERQUARTILE RANGE 22 0.000 0.058 0.437 1.326 0.062 0.054 MINIMUM VALUE 43 1.000 0.155 -0.938 2.782 0.180 -0.052 LOWER HINGE (25TH QUANTILE) 72 1.000 0.182 -0.211 3.029 0.214 -0.003 UPPER HINGE (75TH QUANTILE) 94 1.000 0.239 0.226 4.355 0.276 0.051 MAXIMUM VALUE 121 1.000 0.306 0.376 5.121 0.363 0.100 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 91 0.440 0.132 0.014 0.021 2.716 0.114 0.720 MINIMUM CORRELATION: 0.114 SERIES 210041 AND 210050 74 YEARS MAXIMUM CORRELATION: 0.720 SERIES 210058 AND 210059 47 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 57.49 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1880. 1890. 1900. 1910. 1920. 1930. 1940. 1950. 1960. CORR 1. 6. 15. 45. 66. 66. 78. 91. 91. RBAR 0.549 0.424 0.486 0.363 0.494 0.515 0.515 0.414 0.378 SDEV 0.000 0.264 0.186 0.223 0.232 0.177 0.149 0.224 0.224 SERR 0.000 0.108 0.048 0.033 0.029 0.022 0.017 0.023 0.024 EPS 0.812 0.827 0.901 0.869 0.922 0.933 0.937 0.908 0.895 NSS 3.5 6.5 9.6 11.6 12.1 13.1 13.9 14.0 14.0 |======================== RESIDUAL CHRONOLOGY STATISTICS ======================| *** VARIANCE STABILIZED WITH BRIFFA RBAR-WEIGHTED METHOD *** |----------------- ROBUST MEAN RESIDUAL CHRONOLOGY STATISTICS -----------------| FIRST LAST TOTAL MEAN STDRD SKEW KURTOSIS MEAN SERIAL YEAR YEAR YEARS INDEX DEV COEFF COEFF SENS CORR 1853 1973 121 0.997 0.166 -0.327 3.516 0.204 -0.119 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.118 0.050 0.081 27 94 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.35 1.23 1.01 1.17 2.40 7.99 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.88 0.16 0.00 0.84 1.00 1.00 |----------- RESIDUAL CHRONOLOGY AUTO AND PARTIAL AUTOCORRELATIONS ------------| LAG T-1 T-2 T-3 T-4 T-5 T-6 T-7 T-8 T-9 T-10 ACF -0.118 -0.062 -0.008 0.022 -0.062 -0.087 -0.084 0.119 -0.028 -0.043 PACF -0.118 -0.077 -0.025 0.013 -0.061 -0.102 -0.121 0.079 -0.019 -0.043 95% C.L. 0.182 0.184 0.185 0.185 0.185 0.186 0.187 0.188 0.191 0.191 |------------------ RESIDUAL CHRONOLOGY AUTOREGRESSIVE MODEL ------------------| ORD RSQ T-1 T-2 T-3 T-4 T-5 T-6 T-7 T-8 T-9 T-10 0 0.000 |---------- REWHITENED CHRONOLOGY AUTO AND PARTIAL AUTOCORRELATIONS -----------| LAG T-1 T-2 T-3 T-4 T-5 T-6 T-7 T-8 T-9 T-10 ACF -0.010 -0.078 -0.011 0.015 -0.073 -0.108 -0.084 0.107 -0.020 -0.053 PACF -0.010 -0.078 -0.013 0.008 -0.075 -0.109 -0.100 0.086 -0.033 -0.048 95% C.L. 0.182 0.182 0.183 0.183 0.183 0.184 0.186 0.187 0.189 0.189 |----------------- REWHITENED CHRONOLOGY AUTOREGRESSIVE MODEL -----------------| ORD RSQ T-1 T-2 T-3 T-4 T-5 T-6 T-7 T-8 T-9 T-10 1 0.006 -0.010 |========================= ARSTAN CHRONOLOGY STATISTICS =======================| |----------------- ROBUST MEAN ARSTAN CHRONOLOGY STATISTICS -------------------| FIRST LAST TOTAL MEAN STDRD SKEW KURTOSIS MEAN SERIAL YEAR YEAR YEARS INDEX DEV COEFF COEFF SENS CORR 1853 1973 121 0.997 0.191 -0.153 2.572 0.150 0.509 |------------ ARSTAN CHRONOLOGY AUTO AND PARTIAL AUTOCORRELATIONS -------------| LAG T-1 T-2 T-3 T-4 T-5 T-6 T-7 T-8 T-9 T-10 ACF 0.504 0.203 0.078 -0.010 -0.121 -0.169 -0.130 -0.021 -0.060 -0.087 PACF 0.504 -0.069 0.005 -0.054 -0.121 -0.066 0.001 0.081 -0.111 -0.046 95% C.L. 0.182 0.223 0.229 0.230 0.230 0.232 0.236 0.239 0.239 0.239 |------------------- ARSTAN CHRONOLOGY AUTOREGRESSIVE MODEL -------------------| ORD RSQ T-1 T-2 T-3 T-4 T-5 T-6 T-7 T-8 T-9 T-10 1 0.261 0.507 |================ AS JIM MORRISON WOULD SAY, "THIS IS THE END" ================| ELAPSED TIME OF TURBO ARSTAN RUN: 2.14 MINUTES