RUN: FRAN001 FILE NAMES FILE PROCESSED: run_me DATA FILE PROCESSED: GERM041N.rwl.conv LOG FILE PROCESSED: GERM041N.rwl.conv_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: 016 1 Schluchsee (D), EU-Pr. DENSITY_MINIMUM PCAB - 016 2 Germany Norway spruce 1200 4748-805 1932 1992 - 016 3 FRITZ SCHWEINGRUBER - |------------ SERIES GAPS FOUND BASED ON ANY NEGATIVE NUMBER FOUND ------------| SERIES IDENT RESULTS OF SCANS FOR GAPS OR MISSING VALUES 2 016013 MISSING VALUES FOUND: 5 IN 1 GAPS / 1969 1973 / -------------------------------------------------------------------- 7 016031 MISSING VALUES FOUND: 5 IN 1 GAPS / 1978 1982 / -------------------------------------------------------------------- |------------------ STATISTICS OF RAW TREE-RING MEASUREMENTS ------------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 016011 1932 1992 61 0.249 0.036 1.567 6.432 0.062 0.766 2 016013 1933 1992 60 0.223 0.041 1.217 4.621 0.080 0.759 3 016016 1932 1992 61 0.222 0.036 2.152 8.078 0.069 0.752 4 016021 1937 1992 56 0.230 0.036 1.919 7.856 0.066 0.679 5 016025 1938 1992 55 0.220 0.034 1.593 5.047 0.066 0.812 6 016027 1937 1992 56 0.216 0.042 2.957 11.527 0.072 0.641 7 016031 1936 1992 57 0.214 0.027 1.637 7.035 0.059 0.692 8 016033 1937 1992 56 0.217 0.020 1.317 5.300 0.074 0.275 9 016034 1937 1992 56 0.220 0.025 0.117 2.882 0.072 0.539 10 016041 1935 1992 58 0.225 0.032 2.658 12.014 0.056 0.600 11 016047 1934 1992 59 0.239 0.026 0.639 3.310 0.056 0.708 12 016054 1934 1992 59 0.215 0.042 3.357 15.505 0.067 0.668 13 016056 1935 1992 58 0.209 0.028 0.387 2.640 0.081 0.681 NUMBER OF SERIES READ IN: 13 FROM 1932 TO 1992 61 YEARS |---------------- SUMMARY OF RAW TREE-RING SERIES STATISTICS ------------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 57 0.223 0.033 1.655 7.096 0.068 0.659 STANDARD DEVIATION 2 0.011 0.007 0.968 3.895 0.008 0.136 MEDIAN (50TH QUANTILE) 56 0.220 0.034 1.593 6.432 0.067 0.681 INTERQUARTILE RANGE 3 0.010 0.009 0.935 3.456 0.010 0.111 MINIMUM VALUE 52 0.209 0.020 0.117 2.640 0.056 0.275 LOWER HINGE (25TH QUANTILE) 56 0.216 0.027 1.217 4.621 0.062 0.641 UPPER HINGE (75TH QUANTILE) 59 0.225 0.036 2.152 8.078 0.072 0.752 MAXIMUM VALUE 61 0.249 0.042 3.357 15.505 0.081 0.812 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 78 0.353 0.306 0.035 -0.385 2.430 -0.374 0.852 MINIMUM CORRELATION: -0.374 SERIES 016027 AND 016047 56 YEARS MAXIMUM CORRELATION: 0.852 SERIES 016011 AND 016041 58 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 92.88 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1942. 1960. 1970. 1980. CORR 1. 78. 78. 78. RBAR 0.818 0.142 0.269 0.372 SDEV 0.000 0.316 0.277 0.293 SERR 0.000 0.036 0.031 0.033 EPS 0.980 0.683 0.827 0.885 NSS 10.9 13.0 13.0 13.0 |======================== 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 1932 1992 61 0.226 0.033 2.467 8.330 0.041 0.835 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.388 0.123 -0.003 17 44 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.35 1.24 1.00 1.05 2.29 13.53 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.88 0.13 0.47 0.80 0.93 1.00 |--------------------- SEGMENT LENGTH SUMMARY STATISTICS ----------------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LENGTH RANGE LENGTH HINGE HINGE LENGTH 58. 3. 55. 56. 59. 61. |----------- 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 0.822 0.689 0.532 0.370 0.268 0.219 0.191 0.139 0.127 0.092 PACF 0.822 0.042 -0.136 -0.136 0.072 0.127 0.032 -0.141 0.048 -0.010 95% C.L. 0.256 0.393 0.465 0.504 0.521 0.530 0.536 0.540 0.543 0.545 |------------------ 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 0.839 0.914 |================== 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 016011 3 0.00000000 0.00000000 0.00007403 0.24622950 2 016013 1 0.17867026 0.33066210 0.00000000 0.21268213 3 016016 1 0.18762901 0.20302111 0.00000000 0.20846665 4 016021 1 0.17841803 0.22084776 0.00000000 0.21746524 5 016025 1 0.15464945 0.16393527 0.00000000 0.20458132 6 016027 1 0.20772068 0.17278953 0.00000000 0.19604976 7 016031 1 0.15615073 0.33687064 0.00000000 0.20734419 8 016033 3 0.00000000 0.00000000 -0.00003110 0.21749350 9 016034 3 0.00000000 0.00000000 0.00094976 0.19275324 10 016041 3 0.00000000 0.00000000 0.00051832 0.21005444 11 016047 3 0.00000000 0.00000000 0.00065868 0.21956165 12 016054 1 0.30824107 0.42324284 0.00000000 0.20483048 13 016056 3 0.00000000 0.00000000 0.00017041 0.20393829 |-------------------- STATISTICS OF SINGLE TREE-RING SERIES -------------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 016011 1932 1992 61 1.000 0.146 1.708 6.894 0.061 0.752 2 016013 1933 1992 60 1.000 0.151 1.118 5.136 0.079 0.678 3 016016 1932 1992 61 1.000 0.081 -0.036 3.202 0.068 0.390 4 016021 1937 1992 56 1.000 0.093 0.314 3.308 0.061 0.544 5 016025 1938 1992 55 1.000 0.079 0.131 2.769 0.066 0.428 6 016027 1937 1992 56 1.000 0.067 -0.045 2.698 0.069 0.014 7 016031 1936 1992 57 1.000 0.080 0.101 3.088 0.054 0.605 8 016033 1937 1992 56 1.000 0.092 1.294 5.229 0.072 0.271 9 016034 1937 1992 56 1.000 0.095 1.159 5.752 0.072 0.245 10 016041 1935 1992 58 1.000 0.141 4.108 21.636 0.055 0.515 11 016047 1934 1992 59 1.000 0.102 2.061 9.093 0.056 0.572 12 016054 1934 1992 59 1.000 0.107 0.228 2.590 0.067 0.559 13 016056 1935 1992 58 1.000 0.134 0.379 2.662 0.080 0.664 |---------------- SUMMARY OF SINGLE TREE-RING SERIES STATISTICS ---------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 58 1.000 0.105 0.963 5.697 0.066 0.480 STANDARD DEVIATION 2 0.000 0.028 1.175 5.186 0.008 0.206 MEDIAN (50TH QUANTILE) 58 1.000 0.095 0.379 3.308 0.067 0.544 INTERQUARTILE RANGE 3 0.000 0.053 1.163 2.983 0.011 0.215 MINIMUM VALUE 55 1.000 0.067 -0.045 2.590 0.054 0.014 LOWER HINGE (25TH QUANTILE) 56 1.000 0.081 0.131 2.769 0.061 0.390 UPPER HINGE (75TH QUANTILE) 59 1.000 0.134 1.294 5.752 0.072 0.605 MAXIMUM VALUE 61 1.000 0.151 4.108 21.636 0.080 0.752 |------------------------ 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 016011 -67 40 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 2 016013 -67 40 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 3 016016 -67 40 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 4 016021 -67 37 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 5 016025 -67 36 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 6 016027 -67 37 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 7 016031 -67 38 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 8 016033 -67 37 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 9 016034 -67 37 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 10 016041 -67 38 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 11 016047 -67 39 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 12 016054 -67 39 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 13 016056 -67 38 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 016011 1932 1992 61 0.998 0.071 1.615 8.448 0.062 0.287 2 016013 1933 1992 60 0.999 0.119 1.873 9.004 0.079 0.500 3 016016 1932 1992 61 1.000 0.069 -0.158 2.739 0.068 0.200 4 016021 1937 1992 56 1.000 0.076 0.902 5.317 0.062 0.313 5 016025 1938 1992 55 1.000 0.065 -0.022 3.124 0.066 0.187 6 016027 1937 1992 56 1.000 0.066 -0.052 2.747 0.069 -0.025 7 016031 1936 1992 57 1.000 0.054 0.875 5.305 0.054 0.104 8 016033 1937 1992 56 1.000 0.085 1.722 7.389 0.073 0.170 9 016034 1937 1992 56 0.999 0.078 0.780 6.365 0.071 0.006 10 016041 1935 1992 58 0.999 0.082 2.667 15.877 0.055 0.335 11 016047 1934 1992 59 0.999 0.076 0.915 4.721 0.055 0.480 12 016054 1934 1992 59 0.999 0.071 0.423 4.583 0.069 0.008 13 016056 1935 1992 58 0.999 0.092 0.463 3.611 0.080 0.376 |---------------- SUMMARY OF SINGLE TREE-RING SERIES STATISTICS ---------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 58 0.999 0.077 0.923 6.095 0.066 0.226 STANDARD DEVIATION 2 0.001 0.016 0.844 3.586 0.009 0.174 MEDIAN (50TH QUANTILE) 58 0.999 0.076 0.875 5.305 0.068 0.200 INTERQUARTILE RANGE 3 0.001 0.013 1.192 3.778 0.009 0.231 MINIMUM VALUE 55 0.998 0.054 -0.158 2.739 0.054 -0.025 LOWER HINGE (25TH QUANTILE) 56 0.999 0.069 0.423 3.611 0.062 0.104 UPPER HINGE (75TH QUANTILE) 59 1.000 0.082 1.615 7.389 0.071 0.335 MAXIMUM VALUE 61 1.000 0.119 2.667 15.877 0.080 0.500 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 78 0.173 0.179 0.020 0.188 3.543 -0.310 0.672 MINIMUM CORRELATION: -0.310 SERIES 016016 AND 016033 56 YEARS MAXIMUM CORRELATION: 0.672 SERIES 016011 AND 016041 58 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 92.88 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1942. 1960. 1970. 1980. CORR 1. 78. 78. 78. RBAR 0.055 0.165 0.219 0.173 SDEV 0.000 0.255 0.221 0.230 SERR 0.000 0.029 0.025 0.026 EPS 0.388 0.720 0.785 0.731 NSS 10.9 13.0 13.0 13.0 |======================== 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 1932 1992 61 1.000 0.042 0.982 6.255 0.040 0.214 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.371 0.213 -0.149 13 48 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.68 0.73 1.02 1.06 1.79 8.07 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.90 0.08 0.67 0.86 0.95 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 0.210 0.183 -0.165 -0.094 -0.167 -0.254 -0.102 -0.208 0.002 -0.051 PACF 0.210 0.145 -0.244 -0.048 -0.072 -0.250 0.007 -0.182 -0.033 -0.048 95% C.L. 0.256 0.267 0.275 0.282 0.284 0.290 0.304 0.307 0.316 0.316 |------------------ 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 0.065 0.210 |======================= 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 0.180 0.057 -0.091 -0.036 -0.189 -0.293 -0.132 -0.253 0.026 -0.070 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 0.180 2 0.175 0.026 3 0.178 0.045 -0.110 4 0.178 0.045 -0.109 -0.003 5 0.177 0.025 -0.101 0.029 -0.179 6 0.131 0.033 -0.127 0.036 -0.134 -0.256 7 0.121 0.028 -0.125 0.031 -0.133 -0.251 -0.040 8 0.110 -0.043 -0.163 0.039 -0.168 -0.243 -0.006 -0.280 9 0.121 -0.043 -0.153 0.046 -0.169 -0.237 -0.004 -0.285 0.039 10 0.127 -0.087 -0.154 0.009 -0.196 -0.230 -0.028 -0.291 0.057 -0.155 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) 159.29 159.28 161.24 162.51 164.51 164.51 AR( 6) AR( 7) AR( 8) AR( 9) AR(10) 162.36 164.26 161.27 163.18 163.70 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 0.180 R-SQUARED DUE TO POOLED AUTOREGRESSION: 3.23 PCT VARIANCE INFLATION FROM AUTOREGRESSION: 103.34 PCT IMPULSE RESPONSE FUNCTION WEIGHTS FOR THIS AR ( 1) PROCESS OUT TO ORDER 50: 1.0000 0.180 0.032 0.006 0.001 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 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 016011 1 0.083 0.288 2 016013 1 0.255 0.504 3 016016 1 0.043 0.201 4 016021 1 0.125 0.314 5 016025 1 0.052 0.191 6 016027 1 0.113 -0.026 7 016031 1 0.036 0.105 8 016033 1 0.042 0.174 9 016034 1 0.041 0.007 10 016041 1 0.197 0.444 11 016047 1 0.291 0.539 12 016054 1 0.057 0.008 13 016056 1 0.150 0.384 |------------- SUMMARY STATISTICS FOR AUTOREGRESSIVE COEFFICIENTS -------------| ORDER RSQ t-1 t-2 t-3 ..... t-IP ARITHMETIC MEAN 1 0.114 0.241 STANDARD DEVIATION 0 0.086 0.190 MEDIAN 1 0.083 0.201 INTERQUARTILE RANGE 0 0.107 0.278 MINIMUM VALUE 1 0.036 -0.026 LOWER HINGE 1 0.043 0.105 UPPER HINGE 1 0.150 0.384 MAXIMUM VALUE 1 0.291 0.539 |------------------- STATISTICS OF PREWHITENED TREE-RING DATA -----------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 016011 1932 1992 61 1.000 0.068 1.515 8.450 0.073 0.003 2 016013 1933 1992 60 1.000 0.102 2.221 10.200 0.098 0.017 3 016016 1932 1992 61 1.000 0.067 -0.241 3.046 0.075 0.010 4 016021 1937 1992 56 1.000 0.072 1.004 5.860 0.075 -0.054 5 016025 1938 1992 55 1.000 0.063 -0.263 2.992 0.072 0.020 6 016027 1937 1992 56 1.000 0.066 -0.058 2.755 0.068 -0.008 7 016031 1936 1992 57 1.000 0.054 0.978 5.704 0.057 0.017 8 016033 1937 1992 56 1.000 0.083 1.362 6.273 0.082 0.015 9 016034 1937 1992 56 1.000 0.078 0.796 6.425 0.071 -0.002 10 016041 1935 1992 58 1.000 0.070 2.372 12.889 0.069 -0.128 11 016047 1934 1992 59 1.000 0.062 0.328 3.710 0.072 -0.066 12 016054 1934 1992 59 1.000 0.071 0.430 4.615 0.069 -0.002 13 016056 1935 1992 58 1.000 0.084 0.055 3.199 0.092 0.014 |------------- SUMMARY OF PREWHITENED TREE-RING SERIES STATISTICS -------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 58 1.000 0.072 0.808 5.855 0.075 -0.013 STANDARD DEVIATION 2 0.000 0.012 0.878 3.089 0.011 0.044 MEDIAN (50TH QUANTILE) 58 1.000 0.070 0.796 5.704 0.072 0.003 INTERQUARTILE RANGE 3 0.000 0.013 1.307 3.226 0.006 0.022 MINIMUM VALUE 55 1.000 0.054 -0.263 2.755 0.057 -0.128 LOWER HINGE (25TH QUANTILE) 56 1.000 0.066 0.055 3.199 0.069 -0.008 UPPER HINGE (75TH QUANTILE) 59 1.000 0.078 1.362 6.425 0.075 0.015 MAXIMUM VALUE 61 1.000 0.102 2.372 12.889 0.098 0.020 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 78 0.184 0.160 0.018 -0.098 3.659 -0.279 0.645 MINIMUM CORRELATION: -0.279 SERIES 016016 AND 016033 56 YEARS MAXIMUM CORRELATION: 0.645 SERIES 016011 AND 016041 58 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 92.88 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1942. 1960. 1970. 1980. CORR 1. 78. 78. 78. RBAR 0.059 0.205 0.275 0.189 SDEV 0.000 0.231 0.195 0.207 SERR 0.000 0.026 0.022 0.023 EPS 0.406 0.770 0.831 0.751 NSS 10.9 13.0 13.0 13.0 |======================== 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 1932 1992 61 1.001 0.038 0.601 3.893 0.044 -0.078 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.333 0.258 -0.197 18 43 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.15 1.04 1.01 1.05 2.10 15.59 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.90 0.07 0.71 0.87 0.93 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 -0.077 0.134 -0.176 -0.001 -0.106 -0.168 0.050 -0.213 0.075 -0.066 PACF -0.077 0.129 -0.161 -0.039 -0.069 -0.211 0.045 -0.217 -0.033 -0.026 95% C.L. 0.256 0.258 0.262 0.270 0.270 0.272 0.279 0.280 0.290 0.291 |------------------ 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 0.116 -0.168 -0.023 -0.120 -0.174 0.021 -0.206 0.054 -0.054 PACF 0.010 0.116 -0.172 -0.031 -0.083 -0.202 0.044 -0.223 -0.018 -0.028 95% C.L. 0.256 0.256 0.260 0.267 0.267 0.270 0.277 0.278 0.287 0.288 |----------------- 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 0.014 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 1932 1992 61 1.001 0.039 0.708 4.488 0.038 0.207 |------------ 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 0.204 0.117 -0.149 -0.075 -0.159 -0.198 -0.049 -0.198 0.009 -0.040 PACF 0.204 0.079 -0.196 -0.020 -0.109 -0.181 0.039 -0.227 0.016 -0.037 95% C.L. 0.256 0.266 0.270 0.275 0.276 0.282 0.291 0.292 0.301 0.301 |------------------- 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 0.048 0.204 |================ AS JIM MORRISON WOULD SAY, "THIS IS THE END" ================| ELAPSED TIME OF TURBO ARSTAN RUN: 0.09 MINUTES