RUN: swit FILE NAMES FILE PROCESSED: run_me DATA FILE PROCESSED: SWIT138N.rwl LOG FILE PROCESSED: SWIT138N.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 DENSITY_MINIMUM 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 0.298 0.021 0.279 2.911 0.065 0.345 2 210041 1861 1973 113 0.343 0.055 1.015 4.782 0.075 0.759 3 210042 1853 1973 121 0.323 0.027 0.610 4.253 0.074 0.358 4 210050 1900 1973 74 0.289 0.018 0.296 3.729 0.050 0.491 5 210051 1906 1973 68 0.267 0.024 0.218 3.427 0.068 0.531 6 210052 1902 1973 72 0.310 0.035 0.367 2.455 0.065 0.753 7 210054 1891 1973 83 0.319 0.028 0.891 3.906 0.069 0.470 8 210055 1885 1973 89 0.290 0.042 1.370 5.959 0.067 0.816 9 210056 1931 1973 43 0.368 0.036 0.351 3.033 0.064 0.707 10 210057 1879 1973 95 0.271 0.020 0.263 2.916 0.065 0.418 11 210058 1927 1973 47 0.328 0.021 0.135 2.633 0.065 0.300 12 210059 1891 1973 83 0.295 0.021 0.624 3.812 0.061 0.317 13 210060 1898 1973 76 0.267 0.031 0.649 2.629 0.067 0.662 14 210061 1885 1973 89 0.282 0.031 0.314 3.373 0.055 0.796 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 0.304 0.029 0.527 3.558 0.065 0.552 STANDARD DEVIATION 21 0.030 0.010 0.356 0.963 0.007 0.191 MEDIAN (50TH QUANTILE) 83 0.296 0.027 0.359 3.400 0.065 0.511 INTERQUARTILE RANGE 22 0.041 0.014 0.370 0.996 0.005 0.395 MINIMUM VALUE 43 0.267 0.018 0.135 2.455 0.050 0.300 LOWER HINGE (25TH QUANTILE) 72 0.282 0.021 0.279 2.911 0.064 0.358 UPPER HINGE (75TH QUANTILE) 94 0.323 0.035 0.649 3.906 0.068 0.753 MAXIMUM VALUE 121 0.368 0.055 1.370 5.959 0.075 0.816 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 91 0.330 0.225 0.024 -0.404 3.649 -0.455 0.813 MINIMUM CORRELATION: -0.455 SERIES 210052 AND 210056 43 YEARS MAXIMUM CORRELATION: 0.813 SERIES 210055 AND 210061 89 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 0.708 0.594 0.482 0.216 0.527 0.520 0.450 0.312 0.320 SDEV 0.000 0.184 0.255 0.290 0.213 0.200 0.224 0.239 0.361 SERR 0.000 0.075 0.066 0.043 0.026 0.025 0.025 0.025 0.038 EPS 0.896 0.905 0.899 0.761 0.931 0.934 0.919 0.864 0.868 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 0.298 0.020 0.365 2.410 0.055 0.455 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.179 0.127 -0.010 27 94 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.72 2.29 1.01 1.21 3.50 9.58 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.89 0.15 0.00 0.85 1.00 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 0.451 0.310 0.227 0.245 0.220 0.214 0.316 0.379 0.297 0.284 PACF 0.451 0.133 0.059 0.125 0.061 0.064 0.203 0.188 0.018 0.081 95% C.L. 0.182 0.216 0.230 0.237 0.245 0.252 0.258 0.270 0.287 0.297 |------------------ 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 1 0.220 0.455 |================== 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 3 0.00000000 0.00000000 0.00014738 0.29065889 2 210041 3 0.00000000 0.00000000 0.00072244 0.30227244 3 210042 3 0.00000000 0.00000000 0.00040658 0.29825619 4 210050 1 0.02352970 0.00742563 0.00000000 0.27088389 5 210051 3 0.00000000 0.00000000 0.00000935 0.26658911 6 210052 3 0.00000000 0.00000000 0.00134719 0.26096636 7 210054 3 0.00000000 0.00000000 0.00044415 0.30014107 8 210055 3 0.00000000 0.00000000 0.00099711 0.24535495 9 210056 1 0.12122297 0.04943758 0.00000000 0.31938475 10 210057 3 0.00000000 0.00000000 0.00003947 0.26915789 11 210058 3 0.00000000 0.00000000 0.00029140 0.32087883 12 210059 1 0.11398496 0.47167963 0.00000000 0.29242015 13 210060 3 0.00000000 0.00000000 0.00064238 0.24250527 14 210061 3 0.00000000 0.00000000 0.00056520 0.25692543 |-------------------- 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 0.070 0.391 3.292 0.064 0.325 2 210041 1861 1973 113 1.000 0.140 1.264 6.748 0.075 0.679 3 210042 1853 1973 121 1.000 0.071 0.869 4.423 0.074 0.123 4 210050 1900 1973 74 1.000 0.061 0.497 4.006 0.049 0.481 5 210051 1906 1973 68 1.000 0.091 0.228 3.446 0.067 0.523 6 210052 1902 1973 72 1.000 0.068 0.489 2.812 0.064 0.298 7 210054 1891 1973 83 1.000 0.079 0.710 3.552 0.068 0.357 8 210055 1885 1973 89 1.000 0.115 1.547 6.339 0.067 0.672 9 210056 1931 1973 43 1.000 0.058 -0.440 2.476 0.063 0.180 10 210057 1879 1973 95 1.000 0.074 0.296 2.949 0.064 0.412 11 210058 1927 1973 47 1.000 0.063 0.149 2.532 0.064 0.265 12 210059 1891 1973 83 1.000 0.065 0.229 2.577 0.060 0.261 13 210060 1898 1973 76 1.000 0.103 1.126 4.332 0.066 0.536 14 210061 1885 1973 89 1.000 0.099 0.458 2.886 0.055 0.716 |---------------- SUMMARY OF SINGLE TREE-RING SERIES STATISTICS ---------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 82 1.000 0.083 0.558 3.741 0.064 0.416 STANDARD DEVIATION 21 0.000 0.024 0.512 1.348 0.007 0.190 MEDIAN (50TH QUANTILE) 83 1.000 0.072 0.474 3.369 0.064 0.384 INTERQUARTILE RANGE 22 0.000 0.035 0.639 1.519 0.005 0.272 MINIMUM VALUE 43 1.000 0.058 -0.440 2.476 0.049 0.123 LOWER HINGE (25TH QUANTILE) 72 1.000 0.065 0.229 2.812 0.063 0.265 UPPER HINGE (75TH QUANTILE) 94 1.000 0.099 0.869 4.332 0.067 0.536 MAXIMUM VALUE 121 1.000 0.140 1.547 6.748 0.075 0.716 |------------------------ 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 1.000 0.068 0.425 3.236 0.064 0.282 2 210041 1861 1973 113 0.999 0.095 1.829 9.636 0.076 0.370 3 210042 1853 1973 121 1.000 0.071 0.866 4.389 0.074 0.116 4 210050 1900 1973 74 1.000 0.060 0.578 4.368 0.049 0.454 5 210051 1906 1973 68 1.000 0.084 0.372 3.662 0.067 0.455 6 210052 1902 1973 72 1.000 0.064 0.529 2.791 0.064 0.220 7 210054 1891 1973 83 1.000 0.077 0.677 3.375 0.068 0.323 8 210055 1885 1973 89 0.999 0.085 1.861 9.030 0.067 0.454 9 210056 1931 1973 43 1.000 0.057 -0.398 2.443 0.063 0.156 10 210057 1879 1973 95 1.000 0.072 0.415 3.501 0.064 0.380 11 210058 1927 1973 47 1.000 0.058 -0.068 2.514 0.064 0.151 12 210059 1891 1973 83 1.000 0.060 0.245 2.691 0.060 0.158 13 210060 1898 1973 76 0.999 0.083 1.775 8.550 0.067 0.281 14 210061 1885 1973 89 0.999 0.068 0.417 3.327 0.056 0.454 |---------------- SUMMARY OF SINGLE TREE-RING SERIES STATISTICS ---------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 82 1.000 0.071 0.680 4.537 0.065 0.304 STANDARD DEVIATION 21 0.000 0.012 0.690 2.536 0.007 0.127 MEDIAN (50TH QUANTILE) 83 1.000 0.069 0.477 3.438 0.064 0.302 INTERQUARTILE RANGE 22 0.001 0.023 0.494 1.598 0.005 0.295 MINIMUM VALUE 43 0.999 0.057 -0.398 2.443 0.049 0.116 LOWER HINGE (25TH QUANTILE) 72 0.999 0.060 0.372 2.791 0.063 0.158 UPPER HINGE (75TH QUANTILE) 94 1.000 0.083 0.866 4.389 0.067 0.454 MAXIMUM VALUE 121 1.000 0.095 1.861 9.636 0.076 0.455 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 91 0.382 0.157 0.016 -0.300 2.311 0.048 0.646 MINIMUM CORRELATION: 0.048 SERIES 210042 AND 210050 74 YEARS MAXIMUM CORRELATION: 0.646 SERIES 210057 AND 210058 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 0.693 0.700 0.510 0.253 0.473 0.578 0.485 0.336 0.352 SDEV 0.000 0.105 0.238 0.251 0.221 0.164 0.199 0.233 0.299 SERR 0.000 0.043 0.062 0.037 0.027 0.020 0.023 0.024 0.031 EPS 0.889 0.938 0.909 0.797 0.916 0.947 0.929 0.876 0.884 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 0.997 0.054 0.580 2.984 0.054 0.225 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.154 0.062 -0.018 26 95 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.51 1.24 1.01 1.13 2.36 10.48 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.89 0.15 0.00 0.84 0.99 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 0.223 -0.050 -0.156 -0.135 -0.101 -0.168 0.027 0.139 0.094 -0.002 PACF 0.223 -0.105 -0.128 -0.080 -0.077 -0.178 0.066 0.074 -0.008 -0.036 95% C.L. 0.182 0.191 0.191 0.195 0.198 0.200 0.205 0.205 0.208 0.209 |------------------ 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 0.062 0.225 |======================= 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 0.309 0.039 -0.117 -0.224 -0.150 -0.231 -0.053 -0.009 0.191 0.089 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 0.309 2 0.328 -0.063 3 0.320 -0.022 -0.122 4 0.300 -0.026 -0.069 -0.166 5 0.294 -0.029 -0.070 -0.155 -0.038 6 0.286 -0.062 -0.085 -0.161 0.025 -0.213 7 0.294 -0.063 -0.079 -0.158 0.027 -0.224 0.038 8 0.296 -0.078 -0.077 -0.168 0.022 -0.228 0.057 -0.067 9 0.308 -0.088 -0.037 -0.172 0.052 -0.215 0.071 -0.119 0.175 10 0.329 -0.102 -0.029 -0.198 0.058 -0.235 0.067 -0.129 0.211 -0.118 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) 419.23 409.12 410.64 410.82 409.43 411.26 AR( 6) AR( 7) AR( 8) AR( 9) AR(10) 407.64 409.47 410.92 409.16 409.47 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 0.309 R-SQUARED DUE TO POOLED AUTOREGRESSION: 9.53 PCT VARIANCE INFLATION FROM AUTOREGRESSION: 110.53 PCT IMPULSE RESPONSE FUNCTION WEIGHTS FOR THIS AR ( 1) PROCESS OUT TO ORDER 50: 1.0000 0.309 0.095 0.029 0.009 0.003 0.001 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 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 0.082 0.286 2 210041 1 0.143 0.370 3 210042 1 0.015 0.117 4 210050 1 0.217 0.457 5 210051 1 0.214 0.458 6 210052 1 0.059 0.222 7 210054 1 0.111 0.325 8 210055 1 0.212 0.458 9 210056 1 0.039 0.158 10 210057 1 0.157 0.381 11 210058 1 0.038 0.155 12 210059 1 0.026 0.159 13 210060 1 0.098 0.282 14 210061 1 0.212 0.455 |------------- SUMMARY STATISTICS FOR AUTOREGRESSIVE COEFFICIENTS -------------| ORDER RSQ t-1 t-2 t-3 ..... t-IP ARITHMETIC MEAN 1 0.116 0.306 STANDARD DEVIATION 0 0.076 0.128 MEDIAN 1 0.104 0.305 INTERQUARTILE RANGE 0 0.173 0.296 MINIMUM VALUE 1 0.015 0.117 LOWER HINGE 1 0.039 0.159 UPPER HINGE 1 0.212 0.455 MAXIMUM VALUE 1 0.217 0.458 |------------------- 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 0.065 0.486 3.288 0.075 0.008 2 210041 1861 1973 113 1.000 0.088 1.983 10.709 0.090 0.029 3 210042 1853 1973 121 1.000 0.070 0.805 4.310 0.078 0.003 4 210050 1900 1973 74 1.000 0.053 1.054 5.543 0.061 -0.050 5 210051 1906 1973 68 1.000 0.075 0.841 4.494 0.079 0.030 6 210052 1902 1973 72 1.000 0.062 0.355 2.625 0.070 0.024 7 210054 1891 1973 83 1.000 0.072 0.921 4.042 0.077 -0.023 8 210055 1885 1973 89 1.000 0.075 1.402 6.105 0.080 0.025 9 210056 1931 1973 43 1.000 0.056 -0.379 2.300 0.069 -0.019 10 210057 1879 1973 95 1.000 0.066 0.389 3.376 0.074 0.044 11 210058 1927 1973 47 1.000 0.057 -0.104 2.568 0.068 0.016 12 210059 1891 1973 83 1.000 0.060 0.266 2.852 0.067 -0.005 13 210060 1898 1973 76 1.000 0.079 2.081 10.610 0.077 -0.040 14 210061 1885 1973 89 1.000 0.061 0.572 4.878 0.070 -0.037 |------------- SUMMARY OF PREWHITENED TREE-RING SERIES STATISTICS -------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 82 1.000 0.067 0.762 4.836 0.074 0.000 STANDARD DEVIATION 21 0.000 0.010 0.706 2.716 0.007 0.030 MEDIAN (50TH QUANTILE) 83 1.000 0.065 0.689 4.176 0.074 0.006 INTERQUARTILE RANGE 22 0.000 0.015 0.699 2.691 0.009 0.047 MINIMUM VALUE 43 1.000 0.053 -0.379 2.300 0.061 -0.050 LOWER HINGE (25TH QUANTILE) 72 1.000 0.060 0.355 2.852 0.069 -0.023 UPPER HINGE (75TH QUANTILE) 94 1.000 0.075 1.054 5.543 0.078 0.025 MAXIMUM VALUE 121 1.000 0.088 2.081 10.709 0.090 0.044 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 91 0.394 0.140 0.015 -0.334 2.697 0.061 0.671 MINIMUM CORRELATION: 0.061 SERIES 210040 AND 210056 43 YEARS MAXIMUM CORRELATION: 0.671 SERIES 210059 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 0.580 0.659 0.455 0.309 0.512 0.607 0.479 0.334 0.348 SDEV 0.000 0.080 0.194 0.246 0.182 0.147 0.197 0.224 0.259 SERR 0.000 0.033 0.050 0.037 0.022 0.018 0.022 0.023 0.027 EPS 0.831 0.926 0.889 0.839 0.927 0.953 0.928 0.875 0.882 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 0.998 0.052 0.597 3.281 0.060 -0.032 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.120 0.048 -0.006 20 101 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 2.08 2.27 1.15 1.38 3.65 15.98 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.90 0.12 0.00 0.84 0.97 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 -0.032 -0.077 -0.109 -0.098 -0.026 -0.177 0.050 0.099 0.084 0.014 PACF -0.032 -0.078 -0.115 -0.115 -0.056 -0.221 -0.010 0.041 0.042 -0.002 95% C.L. 0.182 0.182 0.183 0.185 0.187 0.187 0.192 0.193 0.195 0.196 |------------------ 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 -0.002 -0.081 -0.115 -0.103 -0.035 -0.176 0.047 0.104 0.088 0.012 PACF -0.002 -0.081 -0.116 -0.113 -0.060 -0.219 -0.002 0.043 0.040 -0.008 95% C.L. 0.182 0.182 0.183 0.185 0.187 0.187 0.193 0.193 0.195 0.196 |----------------- 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 0.007 -0.002 |========================= 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 0.998 0.054 0.633 3.031 0.053 0.271 |------------ 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 0.269 -0.038 -0.154 -0.166 -0.128 -0.177 0.025 0.126 0.109 0.004 PACF 0.269 -0.119 -0.121 -0.103 -0.081 -0.176 0.078 0.046 0.007 -0.057 95% C.L. 0.182 0.195 0.195 0.199 0.203 0.206 0.211 0.211 0.213 0.215 |------------------- 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 0.087 0.272 |================ AS JIM MORRISON WOULD SAY, "THIS IS THE END" ================| ELAPSED TIME OF TURBO ARSTAN RUN: 0.15 MINUTES