RUN: aust FILE NAMES FILE PROCESSED: run_me DATA FILE PROCESSED: aust005w.rwl LOG FILE PROCESSED: aust005w.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 50 25 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: 245 1 Katscherpass WIDTH_RING PCAB - 245 2 Austria Norway spruce 1800 4702-1338 1838 1975 - 245 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 245001 1860 1975 116 2.135 0.510 0.614 3.116 0.139 0.645 2 245002 1849 1975 127 1.996 0.803 0.813 3.252 0.166 0.841 3 245003 1882 1975 94 2.581 0.933 -0.003 2.888 0.149 0.850 4 245004 1858 1975 118 1.816 0.870 0.979 4.521 0.175 0.780 5 245005 1857 1975 119 1.347 0.683 0.599 2.612 0.152 0.883 6 245006 1870 1975 106 1.521 0.490 0.895 3.375 0.137 0.810 7 245007 1856 1975 120 1.696 0.596 0.047 1.886 0.132 0.889 8 245008 1838 1975 138 1.053 0.408 1.195 4.221 0.156 0.803 9 245009 1866 1975 110 0.956 0.451 1.368 4.063 0.161 0.874 10 246010 1869 1975 107 1.815 0.612 0.953 2.979 0.137 0.839 11 246011 1876 1975 100 1.842 0.594 0.622 3.580 0.154 0.752 12 246012 1881 1975 95 1.409 0.283 -0.265 2.574 0.126 0.693 NUMBER OF SERIES READ IN: 12 FROM 1838 TO 1975 138 YEARS |---------------- SUMMARY OF RAW TREE-RING SERIES STATISTICS ------------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 113 1.681 0.603 0.651 3.256 0.149 0.805 STANDARD DEVIATION 13 0.458 0.193 0.498 0.756 0.015 0.076 MEDIAN (50TH QUANTILE) 113 1.755 0.595 0.717 3.184 0.150 0.825 INTERQUARTILE RANGE 16 0.541 0.273 0.643 1.071 0.021 0.096 MINIMUM VALUE 94 0.956 0.283 -0.265 1.886 0.126 0.645 LOWER HINGE (25TH QUANTILE) 103 1.378 0.470 0.323 2.750 0.137 0.766 UPPER HINGE (75TH QUANTILE) 119 1.919 0.743 0.966 3.822 0.158 0.862 MAXIMUM VALUE 138 2.581 0.933 1.368 4.521 0.175 0.889 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 66 0.356 0.340 0.042 -0.779 2.772 -0.474 0.853 MINIMUM CORRELATION: -0.474 SERIES 245004 AND 246012 95 YEARS MAXIMUM CORRELATION: 0.853 SERIES 245009 AND 246010 107 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 75.94 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1890. 1915. 1940. CORR 15. 66. 66. RBAR 0.199 0.274 0.469 SDEV 0.256 0.253 0.317 SERR 0.066 0.031 0.039 EPS 0.731 0.819 0.914 NSS 10.9 12.0 12.0 |======================== 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 1838 1975 138 1.680 0.403 -0.036 2.431 0.119 0.727 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.326 0.235 0.184 19 119 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.32 0.67 1.03 1.11 1.78 7.90 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.87 0.08 0.00 0.83 0.91 1.00 |--------------------- SEGMENT LENGTH SUMMARY STATISTICS ----------------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LENGTH RANGE LENGTH HINGE HINGE LENGTH 113. 16. 94. 103. 120. 138. |----------- 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 0.721 0.627 0.620 0.591 0.577 0.614 0.641 0.591 0.579 0.529 PACF 0.721 0.221 0.238 0.113 0.116 0.201 0.182 0.004 0.058 -0.073 95% C.L. 0.170 0.243 0.286 0.323 0.353 0.379 0.407 0.435 0.458 0.479 |------------------ 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 7 0.662 0.329 0.035 0.126 0.019 0.019 0.190 0.220 |================== 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 245001 3 0.00000000 0.00000000 -0.00614527 2.49475718 2 245002 3 0.00000000 0.00000000 -0.01078254 2.68622422 3 245003 3 0.00000000 0.00000000 -0.02655825 3.84236789 4 245004 3 0.00000000 0.00000000 -0.01675103 2.81304216 5 245005 3 0.00000000 0.00000000 -0.01603162 2.30912399 6 245006 3 0.00000000 0.00000000 -0.00666201 1.87707818 7 245007 3 0.00000000 0.00000000 -0.01401886 2.54439068 8 245008 1 1.32842529 0.02559303 0.00000000 0.69250941 9 245009 1 1.73088467 0.05329530 0.00000000 0.66956002 10 246010 1 2.10725784 0.02849417 0.00000000 1.16556394 11 246011 3 0.00000000 0.00000000 0.00143348 1.76930904 12 246012 3 0.00000000 0.00000000 0.00494597 1.17122507 |-------------------- STATISTICS OF SINGLE TREE-RING SERIES -------------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 245001 1860 1975 116 1.000 0.211 0.336 3.624 0.137 0.552 2 245002 1849 1975 127 0.993 0.333 1.152 4.253 0.164 0.781 3 245003 1882 1975 94 0.990 0.228 0.586 3.507 0.148 0.664 4 245004 1858 1975 118 0.988 0.342 2.371 11.680 0.174 0.622 5 245005 1857 1975 119 0.994 0.258 0.465 2.847 0.150 0.700 6 245006 1870 1975 106 0.997 0.284 1.167 4.458 0.135 0.760 7 245007 1856 1975 120 0.996 0.198 0.346 3.551 0.130 0.657 8 245008 1838 1975 138 1.000 0.215 0.530 4.881 0.154 0.542 9 245009 1866 1975 110 1.000 0.241 0.746 4.015 0.160 0.646 10 246010 1869 1975 107 1.000 0.162 -0.176 2.824 0.135 0.411 11 246011 1876 1975 100 1.000 0.323 0.652 3.554 0.152 0.744 12 246012 1881 1975 95 1.000 0.176 -0.438 2.887 0.125 0.563 |---------------- SUMMARY OF SINGLE TREE-RING SERIES STATISTICS ---------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 113 0.996 0.248 0.645 4.340 0.147 0.637 STANDARD DEVIATION 13 0.004 0.061 0.713 2.400 0.015 0.107 MEDIAN (50TH QUANTILE) 113 0.998 0.235 0.558 3.589 0.149 0.651 INTERQUARTILE RANGE 16 0.007 0.099 0.608 1.159 0.022 0.165 MINIMUM VALUE 94 0.988 0.162 -0.438 2.824 0.125 0.411 LOWER HINGE (25TH QUANTILE) 103 0.993 0.205 0.341 3.197 0.135 0.558 UPPER HINGE (75TH QUANTILE) 119 1.000 0.304 0.949 4.356 0.157 0.722 MAXIMUM VALUE 138 1.000 0.342 2.371 11.680 0.174 0.781 |------------------------ 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 245001 -67 77 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 2 245002 -67 85 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 3 245003 -67 62 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 4 245004 -67 79 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 5 245005 -67 79 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 6 245006 -67 71 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 7 245007 -67 80 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 8 245008 -67 92 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 9 245009 -67 73 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 10 246010 -67 71 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 11 246011 -67 67 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 12 246012 -67 63 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 245001 1860 1975 116 0.998 0.191 0.244 4.124 0.137 0.474 2 245002 1849 1975 127 0.994 0.198 0.282 3.799 0.163 0.510 3 245003 1882 1975 94 0.999 0.172 0.503 4.567 0.147 0.448 4 245004 1858 1975 118 0.993 0.253 1.787 10.544 0.174 0.446 5 245005 1857 1975 119 0.996 0.229 0.325 2.818 0.151 0.626 6 245006 1870 1975 106 0.997 0.200 0.552 3.949 0.136 0.612 7 245007 1856 1975 120 0.998 0.174 -0.232 3.510 0.130 0.563 8 245008 1838 1975 138 1.000 0.213 0.625 5.495 0.154 0.529 9 245009 1866 1975 110 0.998 0.220 0.498 3.417 0.160 0.590 10 246010 1869 1975 107 0.999 0.153 -0.165 3.156 0.134 0.346 11 246011 1876 1975 100 0.995 0.213 0.479 2.889 0.152 0.543 12 246012 1881 1975 95 0.998 0.156 -0.350 2.875 0.124 0.467 |---------------- SUMMARY OF SINGLE TREE-RING SERIES STATISTICS ---------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 113 0.997 0.198 0.379 4.262 0.147 0.513 STANDARD DEVIATION 13 0.002 0.030 0.551 2.128 0.015 0.081 MEDIAN (50TH QUANTILE) 113 0.998 0.199 0.402 3.655 0.149 0.519 INTERQUARTILE RANGE 16 0.003 0.044 0.488 1.323 0.022 0.119 MINIMUM VALUE 94 0.993 0.153 -0.350 2.818 0.124 0.346 LOWER HINGE (25TH QUANTILE) 103 0.995 0.173 0.040 3.023 0.135 0.457 UPPER HINGE (75TH QUANTILE) 119 0.999 0.217 0.528 4.346 0.157 0.577 MAXIMUM VALUE 138 1.000 0.253 1.787 10.544 0.174 0.626 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 66 0.293 0.163 0.020 -0.388 2.658 -0.052 0.634 MINIMUM CORRELATION: -0.052 SERIES 245004 AND 245007 118 YEARS MAXIMUM CORRELATION: 0.634 SERIES 245006 AND 246012 95 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 75.94 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1890. 1915. 1940. CORR 15. 66. 66. RBAR 0.237 0.299 0.337 SDEV 0.218 0.226 0.187 SERR 0.056 0.028 0.023 EPS 0.773 0.837 0.859 NSS 10.9 12.0 12.0 |======================== 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 1838 1975 138 0.997 0.133 0.214 4.466 0.120 0.312 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.154 0.073 0.069 19 119 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.58 0.59 1.06 1.42 2.00 41.58 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.89 0.09 0.00 0.85 0.94 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 0.310 0.114 0.057 0.002 -0.051 0.051 0.022 -0.106 -0.091 -0.154 PACF 0.310 0.020 0.017 -0.025 -0.053 0.092 -0.012 -0.129 -0.032 -0.120 95% C.L. 0.170 0.186 0.188 0.188 0.188 0.189 0.189 0.189 0.191 0.192 |------------------ 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 0.099 0.314 |======================= 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 0.368 0.089 -0.033 -0.051 -0.149 0.026 -0.008 -0.023 -0.006 -0.069 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 0.368 2 0.388 -0.054 3 0.385 -0.032 -0.055 4 0.384 -0.033 -0.049 -0.017 5 0.382 -0.040 -0.053 0.037 -0.140 6 0.403 -0.045 -0.045 0.043 -0.198 0.152 7 0.415 -0.061 -0.042 0.039 -0.201 0.184 -0.079 8 0.414 -0.057 -0.046 0.040 -0.202 0.183 -0.071 -0.020 9 0.414 -0.056 -0.050 0.044 -0.203 0.184 -0.070 -0.029 0.023 10 0.417 -0.059 -0.058 0.067 -0.228 0.189 -0.076 -0.036 0.073 -0.121 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) 739.20 721.07 722.67 724.25 726.21 725.49 AR( 6) AR( 7) AR( 8) AR( 9) AR(10) 724.26 725.40 727.35 729.27 729.23 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 0.368 R-SQUARED DUE TO POOLED AUTOREGRESSION: 13.57 PCT VARIANCE INFLATION FROM AUTOREGRESSION: 115.70 PCT IMPULSE RESPONSE FUNCTION WEIGHTS FOR THIS AR ( 1) PROCESS OUT TO ORDER 50: 1.0000 0.368 0.136 0.050 0.018 0.007 0.002 0.001 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 245001 1 0.247 0.480 2 245002 1 0.260 0.510 3 245003 1 0.218 0.449 4 245004 1 0.216 0.448 5 245005 1 0.393 0.627 6 245006 1 0.384 0.613 7 245007 1 0.319 0.564 8 245008 1 0.299 0.541 9 245009 1 0.365 0.595 10 246010 1 0.121 0.348 11 246011 1 0.314 0.549 12 246012 1 0.242 0.486 |------------- SUMMARY STATISTICS FOR AUTOREGRESSIVE COEFFICIENTS -------------| ORDER RSQ t-1 t-2 t-3 ..... t-IP ARITHMETIC MEAN 1 0.282 0.518 STANDARD DEVIATION 0 0.080 0.081 MEDIAN 1 0.280 0.525 INTERQUARTILE RANGE 0 0.112 0.115 MINIMUM VALUE 1 0.121 0.348 LOWER HINGE 1 0.230 0.464 UPPER HINGE 1 0.342 0.580 MAXIMUM VALUE 1 0.393 0.627 |------------------- STATISTICS OF PREWHITENED TREE-RING DATA -----------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 245001 1860 1975 116 1.000 0.168 0.721 5.950 0.175 -0.064 2 245002 1849 1975 127 1.000 0.170 0.287 3.184 0.198 -0.011 3 245003 1882 1975 94 1.000 0.154 0.149 4.437 0.166 0.063 4 245004 1858 1975 118 1.000 0.226 1.487 10.275 0.224 -0.062 5 245005 1857 1975 119 1.000 0.178 0.594 3.585 0.185 0.010 6 245006 1870 1975 106 1.000 0.158 0.967 5.946 0.175 -0.069 7 245007 1856 1975 120 1.000 0.144 -0.201 3.873 0.150 0.023 8 245008 1838 1975 138 1.000 0.179 0.471 4.932 0.197 -0.044 9 245009 1866 1975 110 1.000 0.177 0.651 4.163 0.206 -0.071 10 246010 1869 1975 107 1.000 0.144 -0.343 4.351 0.154 -0.002 11 246011 1876 1975 100 1.000 0.178 0.255 3.789 0.189 0.079 12 246012 1881 1975 95 1.000 0.136 -0.023 3.024 0.154 -0.028 |------------- SUMMARY OF PREWHITENED TREE-RING SERIES STATISTICS -------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 113 1.000 0.168 0.418 4.792 0.181 -0.015 STANDARD DEVIATION 13 0.000 0.024 0.513 1.965 0.023 0.051 MEDIAN (50TH QUANTILE) 113 1.000 0.169 0.379 4.257 0.180 -0.020 INTERQUARTILE RANGE 16 0.000 0.030 0.624 1.752 0.037 0.079 MINIMUM VALUE 94 1.000 0.136 -0.343 3.024 0.150 -0.071 LOWER HINGE (25TH QUANTILE) 103 1.000 0.149 0.063 3.687 0.160 -0.063 UPPER HINGE (75TH QUANTILE) 119 1.000 0.178 0.686 5.439 0.197 0.016 MAXIMUM VALUE 138 1.000 0.226 1.487 10.275 0.224 0.079 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 66 0.385 0.131 0.016 -0.418 2.512 0.088 0.615 MINIMUM CORRELATION: 0.088 SERIES 245004 AND 245007 118 YEARS MAXIMUM CORRELATION: 0.615 SERIES 245006 AND 246012 95 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 75.94 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1890. 1915. 1940. CORR 15. 66. 66. RBAR 0.283 0.376 0.446 SDEV 0.199 0.196 0.129 SERR 0.051 0.024 0.016 EPS 0.811 0.879 0.906 NSS 10.9 12.0 12.0 |======================== 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 1838 1975 138 1.000 0.132 0.060 4.702 0.154 -0.183 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.204 0.083 0.028 33 105 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.19 0.83 1.01 1.10 1.93 78.28 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.89 0.10 0.00 0.83 0.92 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 -0.181 -0.052 0.012 -0.012 -0.112 0.073 0.070 -0.095 0.014 -0.057 PACF -0.181 -0.088 -0.015 -0.018 -0.122 0.027 0.077 -0.065 -0.012 -0.081 95% C.L. 0.170 0.176 0.176 0.176 0.176 0.178 0.179 0.180 0.181 0.181 |------------------ 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 1 0.041 -0.182 |---------- 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 -0.016 -0.090 0.001 -0.031 -0.109 0.071 0.071 -0.086 -0.013 -0.061 PACF -0.016 -0.090 -0.002 -0.039 -0.111 0.061 0.055 -0.077 -0.011 -0.084 95% C.L. 0.170 0.170 0.172 0.172 0.172 0.174 0.175 0.175 0.177 0.177 |----------------- 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 0.009 -0.016 |========================= 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 1838 1975 138 1.000 0.137 0.210 4.284 0.125 0.316 |------------ 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 0.313 0.023 -0.007 -0.055 -0.087 0.046 0.051 -0.078 -0.071 -0.123 PACF 0.313 -0.084 0.012 -0.061 -0.057 0.101 -0.001 -0.107 -0.018 -0.113 95% C.L. 0.170 0.186 0.186 0.186 0.187 0.188 0.188 0.189 0.190 0.190 |------------------- 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 0.108 0.318 |================ AS JIM MORRISON WOULD SAY, "THIS IS THE END" ================| ELAPSED TIME OF TURBO ARSTAN RUN: 0.16 MINUTES